The SCOR System of Off-Site Monitoring: Its Objectives, Functioning, and Performance
FDIC Banking Review Series, Vol. 15, No. 3, 2003
16 Pages Posted: 23 Feb 2006
Abstract
For ease of presentation, this article discusses Type I and Type II accuracy instead of error. Type I accuracy is the percentage of actual downgrades that were identified in advance by the model. Type II accuracy is defined analogously as the percentage of identified banks that are in fact subsequently downgraded.
Suggested Citation: Suggested Citation
Do you have a job opening that you would like to promote on SSRN?
Recommended Papers
-
Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?
By Allen N. Berger, Sally M. Davies, ...
-
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
By Reint Gropp, Jukka M. Vesala, ...
-
Equity and Bond Market Signals as Leading Indicators of Bank Fragility
By Reint Gropp, Jukka M. Vesala, ...
-
Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing
By Robert R. Bliss and Mark J. Flannery
-
Subordinated Debt and Bank Capital Reform
By Douglas D. Evanoff and Larry D. Wall
-
Sub-Debt Yield Spreads as Bank Risk Measures
By Douglas D. Evanoff and Larry D. Wall
-
Can Emerging Market Bank Regulators Establish Credible Discipline? The Case of Argentina, 1992-1999
-
Predicting Bank Failures: A Comparison of On- and Off-Site Monitoring Systems
By Rebel A. Cole and Jeffery Gunther
-
The Information Content of Bank Exam Ratings and Subordinated Debt Prices
By Robert Deyoung, Mark J. Flannery, ...