Filipinas: Z-scores do sistema bancário


Z-scores do sistema bancário

 Latest value 24.13
 Reference 2021
 Measure index points
 Source Bankscope

Para este indicador, Bankscope fornece dados para Filipinas de 2000 a 2021. O valor médio por Filipinas durante este período foi 22.67 index points com o mínimo de 16.83 index points em 2008 e o máximo de 38.58 index points em 2002.
Escolher indicador
* 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.
This site uses cookies.
Learn more here