Working Paper
Forecasting High-Risk Composite CAMELS Ratings
Keywords: Bank supervision and regulation, early warning models, CAMELS ratings, machine learning;
JEL Classification: G21; G28; C53;
https://doi.org/10.17016/IFDP.2019.1252
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File(s): File format is application/pdf https://www.federalreserve.gov/econres/ifdp/files/ifdp1252.pdf
Authors
Bibliographic Information
Provider: Board of Governors of the Federal Reserve System (U.S.)
Part of Series: International Finance Discussion Papers
Publication Date: 2019-07-23
Number: 1252
Pages: 19 pages