NOTES
| Title | Release Dates | |
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| Bank Z-Score for Hong Kong SAR, China | 2012-09-24 | 2022-08-04 |
| Source | ||
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| World Bank | 2012-09-24 | 2022-08-04 |
| Release | ||
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| Global Financial Development | 2012-09-24 | 2022-08-04 |
| Units | ||
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| Z-score | 2012-09-24 | 2022-08-04 |
| Frequency | ||
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| Annual | 2012-09-24 | 2022-08-04 |
| Seasonal Adjustment | ||
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| Not Seasonally Adjusted | 2012-09-24 | 2022-08-04 |
| Notes | ||
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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 |
2012-09-24 | 2022-08-04 |
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