Pays-Bas: Banking system z-scores

Pour cet indicateur, Bankscope fournit des données pour la Pays-Bas de 2000 à 2021. La valeur moyenne pour Pays-Bas pendant cette période était de 12.4 index points avec un minimum de 3.52 index points en 2008 et un maximum de 39.24 index points en 2003. Global rankings for that indicator are available here. You can compare trends over time here.

Définition: The index captures the probability of default of a country's banking system. Z-score compares the buffer of a country's banking system (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. ROA, equity, and assets are country-level aggregate figures. Calculated from underlying bank-by-bank unconsolidated data from Bankscope.