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Federal Deposit
Insurance Corporation

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FDIC Working Papers Series

Table 9
Logistic Regression of the Incidence of Failure One Year Following Condition Measurement
(1984–1997 year-end Call Data)
Explanatory Variable Coefficient Estimate (Standard Error)
Intercept -6.6763  (0.2352)*
Equity plus loss reserves -0.3847  (0.0140)*
Loans past due 30–89 days 0.1321  (0.0152)*
Loans past due 90 days or more 0.1224  (0.0070)*
Gross loan charge-offs -0.0507  (0.0121)*
Net income -0.1961  (0.0097)*
Capital rating 0.1814  (0.0670)*
Asset rating 0.2492  (0.0658)*
Management rating 0.3406  (0.0558)*
Earnings rating 0.0084   (0.0587)
Liquidity rating 0.3802  (0.0463)*
“Age” of examination data 0.6644  (0.0354)*
Pseudo R Squared = 57%
Somers' D = 0953
* Significant at the 1% confidence level

Last Updated 02/15/2002 insurance-research@fdic.gov

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