:
Para este indicador, Bankscope proporciona datos para Alemania desde 1996 a 2017. El valor medio para Alemania durante ese período fue de 18.43 index points con un mínimo de 9.48 index points en 2008 y un máximo de 26.4 index points en 2017.
Definición: 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.
