Forecasting High-Risk Composite Camels Ratings

19 Pages Posted: 22 Oct 2019 Last revised: 29 Apr 2020

See all articles by Lewis Gaul

Lewis Gaul

Government of the United States of America - Office of the Comptroller of the Currency (OCC)

Jonathan Jones

Office of the Comptroller of the Currency

Pinar Uysal

Board of Governors of the Federal Reserve System

Date Written: 2019-07-23

Abstract

No abstract available.

Keywords: Bank supervision and regulation, early warning models, CAMELS ratings, machine learning

JEL Classification: G21, G28, C53

Suggested Citation

Gaul, Lewis and Jones, Jonathan and Uysal, Pinar, Forecasting High-Risk Composite Camels Ratings (2019-07-23). FRB International Finance Discussion Paper No. 1252, Available at SSRN: https://ssrn.com/abstract=3473063 or http://dx.doi.org/10.17016/IFDP.2019.1252

Lewis Gaul (Contact Author)

Government of the United States of America - Office of the Comptroller of the Currency (OCC) ( email )

400 7th Street SW
Washington, DC 20219
United States

Jonathan Jones

Office of the Comptroller of the Currency ( email )

400 7th Street SW
Washington, DC 20219
United States

Pinar Uysal

Board of Governors of the Federal Reserve System ( email )

20th Street and Constitution Avenue NW
Washington, DC 20551
United States

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