Do Local Economic Data Improve Off-Site Bank-Monitoring Models
- Topics:
- Commercial Banking
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Overview: Researchers at US bank regulatory agencies have developed have developed several types of a statistical models to monitor potential problems at individual banks off-site. Generally these off-site monitoring models tend to be unconditional that use available data on banks current & past condition to predict its future condition. Generally the model attempts to predict one of the two phenomena viz; either that a bank will fail or that its condition has deteriorated enough that it will receive a downgrade. This article is on the statistical model developed for banks.
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Format: PDF | Size: 124KB | Date: Jul 2003 | Pages: 15



