Home > Releases > Global Financial Development > Bank Z-Score for Italy
Observation:
2021: 13.16945 (+ more) Updated: May 7, 2024 3:29 PM CDT2021: | 13.16945 | |
2020: | 11.82571 | |
2019: | 13.60503 | |
2018: | 14.28886 | |
2017: | 15.72168 |
Units:
Z-score,Not Seasonally Adjusted
Frequency:
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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, 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.
Add the minimum, maximum, and average calculations of selected bars to the graph []
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NOTES
Title | Release Dates | |
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Bank Z-Score for Italy | 2012-09-24 | 2024-04-23 |
Source | ||
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World Bank | 2012-09-24 | 2024-04-23 |
Release | ||
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Global Financial Development | 2012-09-24 | 2024-04-23 |
Units | ||
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Z-score | 2012-09-24 | 2024-04-23 |
Frequency | ||
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Annual | 2012-09-24 | 2024-04-23 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2012-09-24 | 2024-04-23 |
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 | 2024-04-23 |