{"model":"logit_full8","as_of_year":2026,"coefficients":[{"feature":"__intercept__","coefficient":-9.672353951250182,"mean":null,"sd":null},{"feature":"asset_gr_4q_pct","coefficient":-0.4150070901644465,"mean":7.775370622117742,"sd":12.914391507659067},{"feature":"dep_assets_pct","coefficient":0.08800003011835877,"mean":82.81383703000644,"sd":12.581052980286104},{"feature":"eq_assets_pct","coefficient":-2.626595214184894,"mean":12.278557674302872,"sd":9.710931649966518},{"feature":"loan_gr_4q_pct","coefficient":0.2980596708448769,"mean":8.014843924258408,"sd":14.382602185828214},{"feature":"nim_pct","coefficient":-0.08319034210063414,"mean":3.224462180126684,"sd":0.7842613380281533},{"feature":"npl_share_pct","coefficient":0.6870110486800174,"mean":0.844787684651769,"sd":1.184509642439968},{"feature":"roa_pct","coefficient":-0.5362652572802897,"mean":1.0837964078833433,"sd":1.0343800312100406},{"feature":"t1_lev_pct","coefficient":-1.181530860814746,"mean":12.577724101644902,"sd":9.639856556108484}],"evaluation":{"test_observations":126859,"failures":62,"auc":0.740677186063474,"recall_top_one_percent":0.43548387096774194,"recall_top_five_percent":0.5967741935483871},"caveat":"This is a vulnerability score from public call-report ratios, not a failure prediction, CAMELS rating or supervisory judgment. The model did not flag the three large US bank failures of 2023 before they failed.","methodology":"/banks/nowcast","sources":[{"label":"FFIEC Central Data Repository call reports","url":"https://cdr.ffiec.gov/public/PWS/DownloadBulkData.aspx"},{"label":"FDIC Failures and Assistance Transactions","url":"https://banks.data.fdic.gov/bankfind-suite/failures"}]}