Federal Reserve Economic Data

Bank Z-Score for Cambodia (DDSI01KHA645NWDB)

Observation:

2017: 12.7816 (+ more)   Updated: Oct 21, 2019 2:51 PM CDT
2017:  12.7816  
2016:  12.5862  
2015:  13.1817  
2014:  13.0951  
2013:  14.2093  
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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 Cambodia [DDSI01KHA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DDSI01KHA645NWDB, .

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