Banking stress [short]
ব্যাংকিং চাপ
Macro-financial
state
elevated
score
55.7
as of
2026-06-08
"Indicative" means no validated crisis-prediction skill: the labelled-episode record is too thin to score a crisis probability, so the page shows the benchmark-anchored state and (where available) the forecast trajectory only, never a crisis probability.
Forward outlook
Projected range over the next 3 steps: 8.03 to 11.23 (80% interval, coverage validated).
Forecast from a damped-trend or unobserved-components model chosen by out-of-sample error against naive persistence; intervals from leave-future-out residuals. This is a statement about where the indicator is heading against its benchmark line, not a crisis probability. See Notes for the band-crossing detail.
Historical replay
The detector's composite score replayed at monthly point-in-time snapshots, with labeled historical episodes shaded. Where the line crosses elevated or warning inside a shaded band, that's an in-sample hit; before the band, a lead-time signal.
Drivers
| Indicator | Value | z-score | Weight | As of |
|---|---|---|---|---|
| Gross NPL ratio | 9.6% | - | 1.00 | 2023-12-31 |
Notes
banking: Gross NPL ratio 9.6% (as of 2023-12-31); level-anchored thresholds. Bands anchored to supervisory NPL stress thresholds (5 / 8 / 10 / 15 percent). Forecast (naive, 13 obs): 9.5% in +3 steps; 80% interval [8.0%, 11.2%] (coverage validated at 67%). median trend reaches the warning line in about +2 step(s) Indicative trajectory, not a validated crisis probability.