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



 
A bar chart that shows percent correct of predicted group 1 of the asset quality rating prediction. In 1997, Specification 1 was 77.1 percent. Specification 2 was 84.9 percent. Specification 3 was 89.9 percent. Specification 4 was 90.0 percent. In 1998, Specification 1 was 78.4 percent. Specification 2 was 83.8 percent. Specification 3 was 86.9 percent. Specification 4 was 86.7 percent. In 2000, Specification 1 was 74.1 percent. Specification 2 was 76.6 percent. Specification 3 was 83.7 percent. Specification 4 was 83.6 percent. In 2001, Specification 1 was 64.7 percent. Specification 2 was 70.0 percent. Specification 3 was 83.3 percent. Specification 4 was 83.7 percent.
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