Bank Z-Score for Brazil (DDSI01BRA645NWDB)
2011: 19.61124 Z-score
Annual, Not Seasonally Adjusted, Updated: 2013-11-20 11:53 AM CST
|Source:|| World Bank
|Release:||Global Financial Development|
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.