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Bank Z-Score for Thailand (DDSI01THA645NWDB)
Observation:
2015: 3.29 (+ more)Updated: Aug 29, 2017
2015: | 3.29 | |
2014: | 3.20 | |
2013: | 3.22 | |
2012: | 3.07 | |
2011: | 3.03 |
Units:
Z-score,Not Seasonally Adjusted
Frequency:
AnnualIt 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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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
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, 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.
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Title | Release Dates | |
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Bank Z-Score for Thailand | 2012-09-24 | 2017-06-12 |
Source | ||
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World Bank | 2012-09-24 | 2017-06-12 |
Release | ||
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Global Financial Development | 2012-09-24 | 2017-06-12 |
Units | ||
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Z-score | 2012-09-24 | 2017-06-12 |
Frequency | ||
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Annual | 2012-09-24 | 2017-06-12 |
Seasonal Adjustment | ||
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Not Seasonally Adjusted | 2012-09-24 | 2017-06-12 |
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 | 2017-06-12 |
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