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
97th
of 169 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 97th out of 169 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.

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. 94 Madagascar 14.06 compare
  2. 95 Barbados 13.96 compare
  3. 96 Ghana 13.92 compare
  4. 98 Bahamas 13.23 compare
  5. 99 Italy 13.17 compare
  6. 100 Netherlands 13.04 compare

See the full ranking of 169 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 97th out of 169 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.

Download this data

CSV · JSON — 22 observations, free to reuse under CC BY 4.0 (World Bank Open Data).

About this data

Indicator
Bank Z-score
Source
Bankscope, Bureau van Dijk (BvD)
Licence
CC BY 4.0 (World Bank Open Data)
Coverage
169 places, 3,285 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.