Banking system Z-score
Compare banking system z-score across 135 ISO-mapped countries or territories using one fixed 2021 official-source slice.
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Key Insights
- •135 ISO-mapped countries or territories have a finite 2021 observation.
- •Luxembourg has the highest published value (51.66831 z-score).
- •Iceland has the lowest published value (1.276241 z-score).
Country Rankings
Top 10 Countries
Bottom 10 Countries
Data Analysis
Value Distribution
How countries are distributed across the value range
Regional Comparison
Average values by world region (Global avg: 17.2z-score)
About This Statistic
It 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.
MapTheory retains one fixed year, unit and explicit source slice. Only finite ISO-mapped observations are included; aggregates, missing values, non-ISO geographies and conflicting duplicates are excluded. No values are estimated or imputed by MapTheory.
Methodology
It 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.
Full Data
| Rank ↑ | Country ↕ | Value ↕ |
|---|---|---|
| 1 | Luxembourg | 51.7z-score |
| 2 | Jordan | 50.1z-score |
| 3 | New Zealand | 44.8z-score |
| 4 | Morocco | 42.4z-score |
| 5 | Panama | 40.4z-score |
| 6 | Sweden | 39.3z-score |
| 7 | Tunisia | 38.7z-score |
| 8 | Iraq | 37.3z-score |
| 9 | Mongolia | 36.3z-score |
| 10 | Sri Lanka | 35.1z-score |
| 11 | Fiji | 33.0z-score |
| 12 | Dominican Republic | 32.6z-score |
| 13 | United States of America | 31.1z-score |
| 14 | Austria | 30.9z-score |
| 15 | Guatemala | 30.7z-score |
| 16 | Israel | 29.3z-score |
| 17 | Nepal | 28.9z-score |
| 18 | Singapore | 28.6z-score |
| 19 | Honduras | 28.6z-score |
| 20 | Cape Verde | 27.1z-score |
| 21 | Cambodia | 26.8z-score |
| 22 | Denmark | 26.4z-score |
| 23 | Guyana | 26.1z-score |
| 24 | Nicaragua | 25.1z-score |
| 25 | People's Republic of China | 25.0z-score |
| 26 | Afghanistan | 24.9z-score |
| 27 | Saudi Arabia | 24.4z-score |
| 28 | Philippines | 24.1z-score |
| 29 | Mexico | 23.8z-score |
| 30 | Namibia | 23.7z-score |
| 31 | Kenya | 23.2z-score |
| 32 | United Arab Emirates | 22.3z-score |
| 33 | United Republic of Tanzania | 22.2z-score |
| 34 | Rwanda | 21.4z-score |
| 35 | Trinidad and Tobago | 21.4z-score |
| 36 | Malaysia | 20.7z-score |
| 37 | Egypt | 20.6z-score |
| 38 | El Salvador | 20.6z-score |
| 39 | Macao | 20.3z-score |
| 40 | Lebanon | 20.2z-score |
| 41 | France | 20.0z-score |
| 42 | Hong Kong | 19.7z-score |
| 43 | Oman | 19.6z-score |
| 44 | Costa Rica | 19.6z-score |
| 45 | Lao People's Democratic Republic | 19.5z-score |
| 46 | India | 19.4z-score |
| 47 | Albania | 19.1z-score |
| 48 | Cote d'Ivoire | 19.0z-score |
| 49 | Slovakia | 18.9z-score |
| 50 | Bermuda | 18.7z-score |
| 51 | Burundi | 18.7z-score |
| 52 | Qatar | 18.5z-score |
| 53 | Malta | 18.4z-score |
| 54 | United Kingdom | 18.1z-score |
| 55 | Paraguay | 17.1z-score |
| 56 | Belarus | 17.1z-score |
| 57 | Finland | 17.1z-score |
| 58 | Peru | 16.9z-score |
| 59 | Lesotho | 16.9z-score |
| 60 | Spain | 16.9z-score |
| 61 | Uganda | 16.7z-score |
| 62 | Kuwait | 16.6z-score |
| 63 | Brazil | 16.4z-score |
| 64 | Portugal | 16.1z-score |
| 65 | Germany | 16.0z-score |
| 66 | Angola | 15.5z-score |
| 67 | Jamaica | 15.5z-score |
| 68 | South Africa | 15.5z-score |
| 69 | Belgium | 15.4z-score |
| 70 | Tajikistan | 15.3z-score |
| 71 | Switzerland | 15.3z-score |
| 72 | Bosnia and Herzegovina | 15.3z-score |
| 73 | Vietnam | 14.7z-score |
| 74 | Kyrgyzstan | 14.6z-score |
| 75 | Malawi | 14.5z-score |
| 76 | Australia | 14.1z-score |
| 77 | Barbados | 14.0z-score |
| 78 | Ghana | 13.9z-score |
| 79 | Canada | 13.9z-score |
| 80 | Bahamas | 13.2z-score |
| 81 | Italy | 13.2z-score |
| 82 | Netherlands | 13.0z-score |
| 83 | Japan | 12.9z-score |
| 84 | Bangladesh | 12.8z-score |
| 85 | Venezuela | 12.7z-score |
| 86 | Norway | 12.6z-score |
| 87 | Bhutan | 12.5z-score |
| 88 | Armenia | 12.3z-score |
| 89 | Nigeria | 12.2z-score |
| 90 | Ethiopia | 11.6z-score |
| 91 | Haiti | 11.5z-score |
| 92 | Uzbekistan | 11.2z-score |
| 93 | Curaçao | 11.0z-score |
| 94 | Ireland | 11.0z-score |
| 95 | Mauritius | 11.0z-score |
| 96 | Romania | 10.3z-score |
| 97 | Czech Republic | 10.3z-score |
| 98 | South Korea | 10.2z-score |
| 99 | Liberia | 9.7z-score |
| 100 | The Republic of North Macedonia | 9.5z-score |
| 101 | Ecuador | 9.5z-score |
| 102 | Argentina | 9.1z-score |
| 103 | Botswana | 9.0z-score |
| 104 | Montenegro | 8.9z-score |
| 105 | Zambia | 8.9z-score |
| 106 | Pakistan | 8.9z-score |
| 107 | Syrian Arab Republic | 8.8z-score |
| 108 | Moldova, Republic of | 8.7z-score |
| 109 | Estonia | 8.4z-score |
| 110 | Bolivia | 8.3z-score |
| 111 | Zimbabwe | 8.1z-score |
| 112 | Georgia | 7.9z-score |
| 113 | Thailand | 7.9z-score |
| 114 | Bulgaria | 7.9z-score |
| 115 | Bahrain | 7.8z-score |
| 116 | Myanmar | 7.6z-score |
| 117 | Chile | 7.4z-score |
| 118 | Croatia | 7.4z-score |
| 119 | Türkiye | 7.3z-score |
| 120 | Latvia | 7.1z-score |
| 121 | Hungary | 7.1z-score |
| 122 | Mozambique | 7.1z-score |
| 123 | Poland | 7.0z-score |
| 124 | Russian Federation | 6.9z-score |
| 125 | Greece | 6.6z-score |
| 126 | Uruguay | 6.1z-score |
| 127 | Cyprus | 6.1z-score |
| 128 | Indonesia | 5.3z-score |
| 129 | Ukraine | 5.2z-score |
| 130 | Lithuania | 5.1z-score |
| 131 | Azerbaijan | 4.7z-score |
| 132 | Slovenia | 4.5z-score |
| 133 | Colombia | 4.3z-score |
| 134 | Kazakhstan | 3.0z-score |
| 135 | Iceland | 1.3z-score |
Topics
Data Source
This data comes from World Bank Global Financial Development Database (2021).
View Original Source