Early warning models in real time

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Early Warning Models in Real Time

Each quarter, banks file a call report, or Report of Condition and Income, containing hundreds of accounting items pertaining to their financial condition. Because call reports are filed quarterly, whereas banks are typically examined about once every twelve to eighteen months, statistical early warning models using call report data potentially provide a more up-todate picture of a bank’s condi...

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Early Warning Models in Real Time - FIS Working Paper 0001, 2000 - Dallas Fed

Each quarter, banks file a call report, or Report of Condition and Income, containing hundreds of accounting items pertaining to their financial condition. Because call reports are filed quarterly, whereas banks are typically examined about once every twelve to eighteen months, statistical early warning models using call report data potentially provide a more up-todate picture of a bank’s condi...

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ژورنال

عنوان ژورنال: Journal of Banking & Finance

سال: 2003

ISSN: 0378-4266

DOI: 10.1016/s0378-4266(02)00314-x