Federal Reserve Economic Data

Bank Z-Score for Georgia (DDSI01GEA645NWDB)

Observation:

2021: 7.90521 (+ more)   Updated: May 7, 2024 3:29 PM CDT
2021:  7.90521  
2020:  6.22988  
2019:  7.35156  
2018:  7.36861  
2017:  7.83850  
View All

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 Georgia [DDSI01GEA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01GEA645NWDB, .

RELEASE TABLES


Subscribe to the FRED newsletter


Follow us

Back to Top
Top