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Bank Loan Underwriting Practices: Can Examiners’ Risk Assessments Contribute to Early-Warning Systems?



 
The third bar chart for Figure 1 shows percent correct of management rating prediction. In 1997, Specification 1 was 45.3 percent. Specification 2 was 53.8 percent. Specification 3 was 73.7 percent. Specification 4 was 75.7 percent. In 1998, Specification 1 was 62.1 percent. Specification 2 was 67.3 percent. Specification 3 was 78.6 percent. Specification 4 was 79.1 percent. In 2000, Specification 1 was 61.3 percent. Specification 2 was 66.0 percent. Specification 3 was 79.4 percent. Specification 4 was 79.4 percent. In 2001, Specification 1 was 63.4 percent. Specification 2 was 68.9 percent. Specification 3 was 80.1 percent. Specification 4 was 80.0 percent.
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