Forecasting High-Risk Composite CAMELS Ratings

Lewis Gaul, Jonathan Jones and Pinar Uysal

No 1252, International Finance Discussion Papers from Board of Governors of the Federal Reserve System (U.S.)

Keywords: Bank supervision and regulation; early warning models; CAMELS ratings; machine learning (search for similar items in EconPapers)
JEL-codes: C53 G21 G28 (search for similar items in EconPapers)
Pages: 19 pages
Date: 2019-07-23
New Economics Papers: this item is included in nep-ban, nep-big, nep-cmp and nep-rmg
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fip:fedgif:1252

DOI: 10.17016/IFDP.2019.1252

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