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November/December 1999, 
Vol. 81, No. 6
Posted 1999-11-01

Supplemental Page 1: How Well Do the Individual Supervisory Screens Predict CAMEL Downgrades?


Supplement to “The Role of Supervisory Screens and Econometric Models in Off-Site Surveillance” by Mark D. Vaughan, Andrew P. Meyer, and R. Alton Gilbert in this Review issue. The supplement provides a table with evidence about the downgrade prediction record of individual supervisory screens.