Federal Reserve Economic Data

Bank Z-Score for Egypt (DDSI01EGA645NWDB)

Observation:

2021: 20.59571 (+ more)   Updated: May 7, 2024 3:28 PM CDT
2021:  20.59571  
2020:  22.12914  
2019:  23.47762  
2018:  20.86885  
2017:  21.54849  
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Units:

Z-score,
Not Seasonally Adjusted

Frequency:

Annual

NOTES

Source: World Bank  

Release: Global Financial Development  

Units:  Z-score, Not Seasonally Adjusted

Frequency:  Annual

Notes:

It captures the probability of default of a country's banking system, calculated as a weighted average of the z-scores of a country's individual banks (the weights are based on the individual banks' total assets). Z-score compares a bank's buffers (capitalization and returns) with the volatility of those returns.

It captures the probability of default of a country's banking system, calculated as a weighted average of the z-scores of a country's individual banks (the weights are based on the individual banks' total assets). Z-score compares a bank's buffers (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. (Calculated from underlying bank-by-bank unconsolidated data from Bankscope)

Source Code: GFDD.SI.01

Suggested Citation:

World Bank, Bank Z-Score for Egypt [DDSI01EGA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01EGA645NWDB, .

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