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

See all articles by Charles Collier

Charles Collier

FDIC, Division of Insurance and Research

Sean Forbush

FDIC, Division of Insurance and Research

Daniel Nuxoll

Government of the United States of America - Federal Deposit Insurance Corporation (FDIC)

John O'Keefe

Independent Consultant

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

Collier, Charles and Forbush, Sean and Nuxoll, Daniel and O'Keefe, John, The SCOR System of Off-Site Monitoring: Its Objectives, Functioning, and Performance. FDIC Banking Review Series, Vol. 15, No. 3, 2003, Available at SSRN: https://ssrn.com/abstract=883645

Charles Collier

FDIC, Division of Insurance and Research ( email )

550 17th Street NW
Washington, DC 20429
United States

Sean Forbush

FDIC, Division of Insurance and Research ( email )

550 17th Street NW
Washington, DC 20429
United States

Daniel Nuxoll (Contact Author)

Government of the United States of America - Federal Deposit Insurance Corporation (FDIC) ( email )

Washington, DC 20429
United States

John O'Keefe

Independent Consultant ( email )

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