Home > Releases > Global Financial Development > Bank ZScore for Guatemala
Bank ZScore for Guatemala (DDSI01GTA645NWDB)
Observation:
2015: 23.12 (+ more)Updated: Aug 29, 2017
2015:  23.12  
2014:  23.24  
2013:  22.97  
2012:  22.63  
2011:  23.28 
Units:
Zscore,Not Seasonally Adjusted
Frequency:
AnnualIt captures the probability of default of a country's banking system, calculated as a weighted average of the zscores of a country's individual banks (the weights are based on the individual banks' total assets). Zscore 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 bankbybank unconsolidated data from Bankscope)
Source Code: GFDD.SI.01
Bank ZScore for Guatemala
Customize data:
Write a custom formula to transform one or more series or combine two or more series.
You can begin by adding a series to combine with your existing series.
Now create a custom formula to combine or transform the series.
Need help? []
For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a  b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, , *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, ab, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
It captures the probability of default of a country's banking system, calculated as a weighted average of the zscores of a country's individual banks (the weights are based on the individual banks' total assets). Zscore 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 bankbybank unconsolidated data from Bankscope)
Source Code: GFDD.SI.01
Bank ZScore for Guatemala
Customize data:
Write a custom formula to transform one or more series or combine two or more series.
You can begin by adding a series to combine with your existing series.
Now create a custom formula to combine or transform the series.
Need help? []
For example, invert an exchange rate by using formula 1/a, where “a” refers to the first FRED data series added to this line. Or calculate the spread between 2 interest rates, a and b, by using the formula a  b.
Use the assigned data series variables (a, b, c, etc.) together with operators (+, , *, /, ^, etc.), parentheses {(,)}, and constants (1, 1.5, 2, etc.) to create your own formula (e.g., 1/a, ab, (a+b)/2, (a/(a+b+c))*100). As noted above, you may add other data series to this line before entering a formula.
Finally, you can change the units of your new series.
Add data series to graph:
Data in this graph are copyrighted. Please review the copyright information in the series notes before sharing.
Title  Release Dates  


Bank ZScore for Guatemala  20120924  20170612 
Source  


World Bank  20120924  20170612 
Release  


Global Financial Development  20120924  20170612 
Units  


Zscore  20120924  20170612 
Frequency  


Annual  20120924  20170612 
Seasonal Adjustment  


Not Seasonally Adjusted  20120924  20170612 
Notes  


It captures the probability of default of a country's banking system, calculated as a weighted average of the zscores of a country's individual banks (the weights are based on the individual banks' total assets). Zscore 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 zscores of a country's individual banks (the weights are based on the individual banks' total assets). Zscore 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 bankbybank unconsolidated data from Bankscope) Source Code: GFDD.SI.01 
20120924  20170612 
Related Resources
Related Categories
Sources
Releases
Tags
Confirm Delete
Are you sure you want to remove this series from the graph? This can not be undone.