Bank Z-score in Canada

Canada: Bank Z-score was 13.85 in 2021. ▼ Falling

Latest (2021)
13.85
Change on year
up 6.0%
World rank
98th
of 170 countries
All-time high
19.08
in 2005
All-time low
13.07
in 2020
Years of data
22
2000–2021

Bank Z-score in Canada, 2000–2021

051015202000201020212000: 16.62001: 18.32002: 15.52003: 15.42004: 17.32005: 19.12006: 18.62007: 18.12008: 18.62009: 18.92010: 17.42011: 14.12012: 13.72013: 13.72014: 13.72015: 13.92016: 14.22017: 14.52018: 14.42019: 14.22020: 13.12021: 13.9

Source: Bankscope, Bureau van Dijk (BvD).

Analysis

The most recent figure for bank z-score in Canada is 13.85, measured in 2021.

Compared with earlier readings it is up 6.0% on the previous year and down 1.9% over ten years.

Over the whole period, bank z-score in Canada peaked at 19.08 in 2005 and was at its lowest, 13.07, in 2020.

That places Canada 98th out of 170 countries with data for 2021, putting it in the middle of the range.

The long-run direction has been consistently falling across the 22 years of available data.

Bank Z-score in Canada, year by year

Annual values for Bank Z-score in Canada, 2000 to 2021.
Year Value Change
2000 16.64
2001 18.31 +10.0%
2002 15.51 -15.3%
2003 15.37 -0.9%
2004 17.28 +12.4%
2005 19.08 +10.4%
2006 18.61 -2.5%
2007 18.14 -2.5%
2008 18.65 +2.8%
2009 18.92 +1.5%
2010 17.39 -8.1%
2011 14.13 -18.8%
2012 13.65 -3.3%
2013 13.66 +0.0%
2014 13.7 +0.3%
2015 13.89 +1.4%
2016 14.19 +2.2%
2017 14.49 +2.1%
2018 14.38 -0.8%
2019 14.21 -1.2%
2020 13.07 -8.0%
2021 13.85 +6.0%

Canada compared with similar countries

  • Canada's 13.85 is below the median for high income countries, which is 15.34, 90% of the median. (63 countries reporting)

Averages by decade

DecadeAverage LowestHighest Years
2000s 17.65 15.37 19.08 10
2010s 14.37 13.65 17.39 10
2020s 13.46 13.07 13.85 2

Countries ranked near Canada

  1. 95 Madagascar 14.06 compare
  2. 96 Barbados 13.96 compare
  3. 97 Ghana 13.92 compare
  4. 99 Bahamas 13.23 compare
  5. 100 Italy 13.17 compare
  6. 101 Netherlands 13.04 compare

See the full ranking of 170 places →

More financial sector data for Canada

All data for Canada →

Frequently asked questions

What is bank z-score in Canada?
Bank z-score in Canada was 13.85 in 2021, according to Bankscope, Bureau van Dijk (BvD).
What is the highest bank z-score recorded in Canada?
The highest recorded value was 19.08 in 2005.
What is the lowest bank z-score recorded in Canada?
The lowest recorded value was 13.07 in 2020.
How does Canada rank for bank z-score?
Canada ranks 98th out of 170 countries with data for 2021.
Is bank z-score rising or falling in Canada?
Over the last ten years it is down 1.9%. The long-run trend across the full record is falling.
Where does this Canada data come from?
The figures come from Bankscope, Bureau van Dijk (BvD), published as part of Bank Z-score. Statizoid updates them automatically from the source API.

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Bank Z-score in Canada. Statizoid, drawing on Bankscope, Bureau van Dijk (BvD). Retrieved 23 September 2026, from https://financial-sector.statizoid.com/stat/bank-z-score/canada/

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About this data

Indicator
Bank Z-score
Source
Bankscope, Bureau van Dijk (BvD)
Licence
CC BY 4.0 (World Bank Open Data)
Coverage
170 places, 3,302 data points, 2000–2021
Last refreshed

It 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.