Egipto: Z-scores do sistema bancário


Z-scores do sistema bancário

 Latest value 20.6
 Reference 2021
 Measure index points
 Source Bankscope

Para este indicador, Bankscope fornece dados para Egipto de 2000 a 2021. O valor médio por Egipto durante este período foi 17.87 index points com o mínimo de 12.97 index points em 2002 e o máximo de 23.48 index points em 2019.
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* indicates monthly or quarterly data series

Recent values

Economic outlook around the world

Longer historical series

Definição: The index captures the probability of default of a country's banking system. Z-score compares the buffer of a country's banking system (capitalization and returns) with the volatility of those returns. It is estimated as (ROA+(equity/assets))/sd(ROA); sd(ROA) is the standard deviation of ROA. ROA, equity, and assets are country-level aggregate figures. Calculated from underlying bank-by-bank unconsolidated data from Bankscope.
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