{"entity":{"cert":628},"as_of":"2026-03-31","model":"logit_full8","score":{"modelled_p_fail_four_quarters":0.0002522955375452727,"vulnerability_percentile":75.83025830258303},"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"}]}