• Corpus ID: 14559494

The role of a CAMEL downgrade model in bank surveillance

@inproceedings{Gilbert2000TheRO,
  title={The role of a CAMEL downgrade model in bank surveillance},
  author={R. Alton Gilbert and Andrew P. Meyer and Mark D. Vaughan},
  year={2000}
}
This article examines the potential contribution to bank supervision of a model designed to predict which banks will have their supervisory ratings downgraded in future periods. Bank supervisors rely on various tools of off-site surveillance to track the condition of banks under their jurisdiction between on-site examinations, including econometric models. One of the models that the Federal Reserve System uses for surveillance was estimated to predict bank failures. Because bank failures have… 

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