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Supervisory information and the frequency of bank examinations

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Author Info
Beverly J. Hirtle
Jose A. Lopez

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Abstract

Bank supervisors need timely and reliable information about the financial condition and risk profile of banks. A key source of this information is the on-site, full-scope bank examination. This article evaluates the frequency with which supervisors examine banks by assessing the decay rate of the private supervisory information gathered during examinations. The analysis suggests that this information ceases to provide a useful picture of a bank's current condition after six to twelve quarters. The decay rate appears to be faster in years when the banking industry experiences financial difficulties, and it is significantly faster for troubled banks than for healthy ones. Thus, the analysis suggests that the annual examination frequency currently mandated by law is reasonable, particularly during times of financial stress for the banking industry.

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Publisher Info
Article provided by Federal Reserve Bank of New York in its journal Economic Policy Review.

Volume (Year): (1999)
Issue (Month): Apr ()
Pages: 1-20
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Handle: RePEc:fip:fednep:y:1999:i:apr:p:1-20:n:v.5no.1

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Related research
Keywords: Bank supervision Banking law

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  1. Thomas B. King & Daniel A. Nuxoll & Timothy J. Yeager, 2006. "Are the causes of bank distress changing? can researchers keep up?," Review, Federal Reserve Bank of St. Louis, issue Jan, pages 57-80. [Downloadable!]
  2. R. Alton Gilbert & Andrew P. Meyer & Mark D. Vaughan, 2000. "The role of a CAMEL downgrade model in bank surveillance," Working Papers 2000-021, Federal Reserve Bank of St. Louis. [Downloadable!]
  3. John S. Jordan & Eric S. Rosengren, 2002. "Economic cycles and bank health," Conference Series ; [Proceedings], Federal Reserve Bank of Boston. [Downloadable!]
  4. John Krainer & Jose A. Lopez, 2004. "Using securities market information for bank supervisory monitoring," Working Papers in Applied Economic Theory 2004-05, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
  5. John Krainer & Jose A. Lopez, 2001. "Incorporating equity market information into supervisory monitoring models," Working Papers in Applied Economic Theory 2001-14, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:
  6. John S. Jordan, 1999. "Pricing bank stocks: the contribution of bank examinations," New England Economic Review, Federal Reserve Bank of Boston, issue May, pages 39-53. [Downloadable!]
  7. John Krainer & Jose A. Lopez, 2003. "How might financial market information be used for supervisory purposes?," Economic Review, Federal Reserve Bank of San Francisco, pages 29-45. [Downloadable!]
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