Skip to main content

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
Close
  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

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:

  EDIT BAR 2
(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:

ADD BAR

Add data series to graph:

FORMAT GRAPH
Log scale:

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
RELATED CONTENT

Related Resources

Related Categories

Condition of Banks Banking Money, Banking, & Finance Indicators Thailand Countries International Data

Sources

More Releases from World Bank

Releases

More Series from Global Financial Development

Tags

Z-score (statistical probability) Thailand Global Financial Development World Bank Banks Depository Institutions Annual Not Seasonally Adjusted Nation
RELEASE TABLES





Browse Data

Retrieving data.
Updating graph.

Need Help?

Questions or Comments
ALFRED FAQs
General FAQs

Subscribe to the FRED newsletter

Follow us

Twitter logo Google Plus logo Facebook logo YouTube logo LinkedIn logo
Back to Top
Top