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# Bank Z-Score for Greece

2013: 1.49021 Z-score
Annual, Not Seasonally Adjusted, DDSI01GRA645NWDB, Updated: 2015-10-02 1:08 PM CDT
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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

Source: World Bank

Release: Global Financial Development

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``` World Bank, Bank Z-Score for Greece [DDSI01GRA645NWDB], retrieved from FRED, Federal Reserve Bank of St. Louis https://research.stlouisfed.org/fred2/series/DDSI01GRA645NWDB, February 12, 2016. ```

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