Title: Bank Z-Score for Republic of Korea Series ID: DDSI01KRA645NWDB Source: World Bank Release: Global Financial Development (Not a Press Release) Seasonal Adjustment: Not Seasonally Adjusted Frequency: Annual Units: Z-score Date Range: 2000-01-01 to 2020-01-01 Last Updated: 2022-08-04 9:47 AM CDT 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 DATE VALUE 2000-01-01 6.988562000000000 2001-01-01 6.988562000000000 2002-01-01 6.988562000000000 2003-01-01 6.988562000000000 2004-01-01 6.988562000000000 2005-01-01 9.420494000000000 2006-01-01 9.420494000000000 2007-01-01 9.420494000000000 2008-01-01 9.420494000000000 2009-01-01 9.420494000000000 2010-01-01 11.808130000000000 2011-01-01 11.757769999999999 2012-01-01 11.579139999999999 2013-01-01 11.477250000000000 2014-01-01 11.193010000000001 2015-01-01 10.935300000000000 2016-01-01 11.424380000000001 2017-01-01 11.733430000000000 2018-01-01 11.508000000000000 2019-01-01 11.062560000000001 2020-01-01 10.621750000000000