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Home > Industry Analysis > Research & Analysis > FDIC Banking Review |
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FDIC Banking Review |
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Results of Bank Failure-Prediction Models with and without State-Level Economic Condition Variables B. Forecast Errors 1991 Data / 1992-93 Failures Type I Error (Missed Survivors in percentage) Type II Error (Missed Failures) |
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| Bank Data | Bank and Economic Data | |
|---|---|---|
| 000 | 1.000 | 1.000 |
| 001 | 0.344 | 0.382 |
| 002 | 0.267 | 0.267 |
| 005 | 0.237 | 0.229 |
| 007 | 0.168 | 0.183 |
| 010 | 0.145 | 0.176 |
| 020 | 0.076 | 0.107 |
| 030 | 0.038 | 0.069 |
| 040 | 0.023 | 0.038 |
| 050 | 0.023 | 0.023 |
| Note: Forecasts use model estimates generated from 1989 data and actual 1990-91 failures | ||
| Last Updated 7/25/2003 | Questions, Suggestions & Requests |