Finance and Economics Discussion Series: Data for paper 201420
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The Effects of Bank Charter Switching on Supervisory Ratings
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously National Banks Rated 1
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0.847509972976451 | 0.797872340425532 |
| 2 | 0.993565821644576 | 1 |
| 3 | 0.999613949298675 | 1 |
| 4 | 0.999871316432892 | 1 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously State Banks Rated 1
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0.418604651162791 | 0.824630605580523 |
| 2 | 1 | 0.991302660933105 |
| 3 | 1 | 0.999127032881761 |
| 4 | 1 | 0.999773675191568 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously National Banks Rated 2
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0.0857603092783505 | 0.177536231884058 |
| 2 | 0.946262886597938 | 0.942028985507246 |
| 3 | 0.992203608247423 | 0.992753623188406 |
| 4 | 0.999226804123711 | 0.996376811594203 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously State Banks Rated 2
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0.087719298245614 | 0.120578174997242 |
| 2 | 1 | 0.916981132075472 |
| 3 | 1 | 0.985633896060907 |
| 4 | 1 | 0.997881496193313 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously National Banks Rated 3
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0 | 0.04 |
| 2 | 0.333986287952987 | 0.68 |
| 3 | 0.909402546523017 | 0.96 |
| 4 | 0.986777668952008 | 1 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously State Banks Rated 3
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0 | 0.00212229738692134 |
| 2 | 0.5 | 0.361586417296724 |
| 3 | 1 | 0.893487199893885 |
| 4 | 1 | 0.983154264491312 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously National Banks Rated 4 or 5
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0 | 0 |
| 2 | 0.0531609195402299 | 0.5 |
| 3 | 0.295977011494253 | 0.75 |
| 4 | 0.739942528735632 | 1 |
| 5 | 1 | 1 |
Figure 2: Distribution of CAMELS Ratings Conditional on Previous Charter and Rating-Previously State Banks Rated 4 or 5
| Current Rating | Currently National Bank | Currently State Bank |
|---|---|---|
| 1 | 0 | 0.000716589036187746 |
| 2 | 0.5 | 0.0318882121103547 |
| 3 | 1 | 0.237907560014332 |
| 4 | 1 | 0.690433536366894 |
| 5 | 1 | 1 |
Figure 3: Cumulative Failure Rates of Commercial Banks after 2006-Banks Rated 1 in 2006
| Year | Changed Charter between 2003 and 2006 | Other Banks |
|---|---|---|
| 2007 | 0 | 0.000402738622633911 |
| 2008 | 0 | 0.000805477245267821 |
| 2009 | 0.0571428571428571 | 0.00483286347160693 |
| 2010 | 0.0571428571428571 | 0.00926298832057994 |
| 2011 | 0.0571428571428571 | 0.0124848973016512 |
| 2012 | 0.0571428571428571 | 0.0140958517921869 |
Figure 3: Cumulative Failure Rates of Commercial Banks after 2006-Banks Rated 2 in 2006
| Year | Changed Charter between 2003 and 2006 | Other Banks |
|---|---|---|
| 2007 | 0 | 0 |
| 2008 | 0 | 0.00262605042016807 |
| 2009 | 0.0505050505050505 | 0.0210084033613445 |
| 2010 | 0.0707070707070707 | 0.0412289915966387 |
| 2011 | 0.0909090909090909 | 0.0535714285714286 |
| 2012 | 0.101010101010101 | 0.0606617647058824 |
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