España: Puntuaciones z del sistema bancario

Para este indicador, Bankscope proporciona datos para España desde 2000 a 2020. El valor medio para España durante ese período fue de 4.41 index points con un mínimo de -1.84 index points en 2017 y un máximo de 5.89 index points en 2001.

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.