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



 
A bar chart that shows percent correct of predicted group 1 of the composite CAMELS rating prediction. In 1997, Specification 1 was 79.0 percent. Specification 2 was 75.4 percent. Specification 3 was 88.0 percent. Specification 4 was 88.1 percent. In 1998, Specification 1 was 73.6 percent. Specification 2 was 75.4 percent. Specification 3 was 87.6 percent. Specification 4 was 87.2 percent. In 2000, Specification 1 was 67.5 percent. Specification 2 was 72.1 percent. Specification 3 was 88.9 percent. Specification 4 was 88.9 percent. In 2001, Specification 1 was 72.3 percent. Specification 2 was 76.7 percent. Specification 3 was 86.3 percent. Specification 4 was 85.9 percent.
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