Bank Z-Score for Thailand

1Y | 5Y | 10Y | Max

NOTES

Title	Release Dates

Bank Z-Score for Thailand	2012-09-24	2019-10-18

Source

World Bank	2012-09-24	2019-10-18

Release

Global Financial Development	2012-09-24	2019-10-18

Units

Z-score	2012-09-24	2019-10-18

Frequency

Annual	2012-09-24	2019-10-18

Seasonal Adjustment

Not Seasonally Adjusted	2012-09-24	2019-10-18

Notes

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	2019-10-18

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