Figure 5
Aggregate CAMELS Downgrades in Relation to Stock Price Volatility for Top 25 Institutions
(Coefficient of Variation, 1987–1999)
Percentage of Institutions Downgraded to CAMELS 3 or Worse Within 2 Years of Volatility Calculation
High Volatility 6.38
Medium Volatility 3.19
Low Volatility 2.13