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Bank Z-Score for Thailand (DDSI01THA645NWDB)

Observation:

2014: 3.76109  
Updated: Aug 17, 2016

Units:

Z-score,
Not Seasonally Adjusted

Frequency:

Annual
1Y | 5Y | 10Y | Max
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  EDIT BAR 1
(a) Bank Z-Score for Thailand, Z-score, Not Seasonally Adjusted (DDSI01THA645NWDB)
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

Bank Z-Score for Thailand

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(a) Bank Z-Score for Thailand, Z-score, Not Seasonally Adjusted (DDSI01THA645NWDB)
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

Bank Z-Score for Thailand

Select a date that will equal 100 for your custom index:
to

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? []

Finally, you can change the units of your new series.

Select a date that will equal 100 for your custom index:

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Shaded areas indicate US recessions
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NOTES
Title Release Dates
Bank Z-Score for Thailand 2012-09-24 2016-06-24
 
Source    
World Bank 2012-09-24 2016-06-24
 
Release    
Global Financial Development 2012-09-24 2016-06-24
 
Units    
Z-score 2012-09-24 2016-06-24
 
Frequency    
Annual 2012-09-24 2016-06-24
 
Seasonal Adjustment    
Not Seasonally Adjusted 2012-09-24 2016-06-24
 
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 2016-06-24
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z-score thailand gfd world bank banks annual nsa nation
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