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Bank Z-Score for Italy (DDSI01ITA645NWDB)

Observation:

2021: 13.16945 (+ more)  Updated: May 7, 2024 3:29 PM CDT
2021:  13.16945  
2020:  11.82571  
2019:  13.60503  
2018:  14.28886  
2017:  15.72168  

Units:

Z-score,
Not Seasonally Adjusted

Frequency:

Annual
1Y | 5Y | 10Y | Max
to
Date:
  EDIT BAR 1
(a) Bank Z-Score for Italy, Z-score, Not Seasonally Adjusted (DDSI01ITA645NWDB)
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

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  Enter date as YYYY-MM-DD

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    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, a-b, (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.

    Select a date that will equal 100 for your custom index:
        Enter date as YYYY-MM-DD

      EDIT BAR 2
    (a) Bank Z-Score for Italy, Z-score, Not Seasonally Adjusted (DDSI01ITA645NWDB)
    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

    Select a date that will equal 100 for your custom index:
      Enter date as YYYY-MM-DD

    to

    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.

    Select...

      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, a-b, (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.

      Select a date that will equal 100 for your custom index:
          Enter date as YYYY-MM-DD

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       BAR 1: Bank Z-Score for Italy Vintage: 2022-08-04
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       BAR 2: Bank Z-Score for Italy Vintage: 2024-04-23
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      NOTES

      Title Release Dates

      2012-09-24 2024-04-23
       
      Source    

      2012-09-24 2024-04-23
       
      Release    

      2012-09-24 2024-04-23
       
      Units    

      2012-09-24 2024-04-23
       
      Frequency    

      2012-09-24 2024-04-23
       
      Seasonal Adjustment    

      2012-09-24 2024-04-23
       
      Notes    

      2012-09-24 2024-04-23

      RELEASE TABLES