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Bank Loan Underwriting Practices: Can Examiners’ Risk Assessments Contribute to Early-Warning Systems?



 
A bar chart that shows the percent correct of composite CAMELS rating prediction. In 1997, Specification 1 was 62.1 percent. Specification 2 was 67.8 percent. Specification 3 was 84.7 percent. Specification 4 was 85.2 percent. In 1998, Specification 1 was 68.8 percent. Specification 2 was 73.6 percent. Specification 3 was 84.6 percent. Specification 4 was 84.5 percent. In 2000, Specification 1 is 66.9 percent. Specification 2 was 72.4 percent. Specification 3 was 84.6 percent. Specification 4 was 84.5 percent. In 2001, Specification 1 was 69.2 percent. Specification 2 was 71.3 percent. Specification 3 was 82.8 percent. Specification 4 was 82.2 percent.
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