Hope you all are great. Kindly, I need to calculate the z-score for banks. I just need to know where I can find the components of the z-score formula ? which banks statements contains such data ?
Hello, Adey Yasin Tarawneh the zscore is made up of two broad components return on assets (from the income statement) and equity-to-assets ratio (from the statement of financial position). I am not sure if you want to calculate composite or decomposed zscores. You can read one of my papers to better understand 10.55493/5002.v13i6.4794