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In depth CAMELS analysis
1. Generate Model
Let’s use Sample Bank as an example to run the Scoring Analytics Model
Once you click on Generate Dashboards, an authoring message will pop-up. This message shares our most recent troubleshooting tips. Once you have read through the messages, click “Yes”.
After you hit Yes, the below message will pop-up. This lets you know that if another user requests the same Model, they would be joining as an active user in the model. Click “OK” to continue.
2. Tab Generation
The Scoring Analytics Model will appear on your browser, and you will be taken directly into the Model.
3. Landing Page
This tab shows the name of the Model and has a forward icon to move to the next tab.
4. Navigation Pane
This tab shows you the list of navigation icons in the Dashboard.
5. Home
This tab shows you the list of sections in the Dashboard and their summary description. You will be able to move through the contents of the Model by clicking on the forward arrows next to each Linked Guide.
6. Global CAMELS + Risk Map
This tab allows you to see the 6 month impact to risk profile chart.
7. Regulatory Risk Focus
This tab prioritizes CAMELS+ components in terms of regulatory risk focus.
8. Global Risk Matrix
This tab determines industrywide risks and the time horizon with which each risk corresponds with.
9. Regulatory Priorities
This tab lays out current regulatory priorities according to FinPro and its ex-regulatory staff. It also labels which regulatory priorities FinPro is taking a lead on.
10. Cyber Threats
This tab lays out industrywide risks according to FinPro and its ex-regulatory staff.
11. Summary of Global Risk Changes
This tab lays out changes to global risks according to FinPro and its ex-regulatory staff.
12. Industry Strategies
This tab lays out industrywide strategies according to FinPro and its ex-regulatory staff.
13. Threshold Inputs
This tab allows the user to choose between FinPro Industry thresholds and the bank’s provided thresholds. To switch between the two methodologies, utilize the drop-down box located on the top left corner of the page. If the user chooses to use bank specific thresholds, the user is required to fill in all of the yellow highlighted cells.
This tab illustrates the bank’s weighted and worst score for each CAMELS(+) component.
In this tab, individual ratios for each of the CAMELS(+) components are used to identify high, moderate, and low risks for the bank. FinPro Industry Thresholds have been created by FinPro’s ex-regulatory staff to help banks identify risks in each component area. Any ratio with a high risk (red) has an accompanying risk priority for each individual risk. The purpose of this analysis is for users to identify the quantitative risk factors that need to be addressed prior to the bank’s next exam.
In this tab, Bank’s current ratios are compared to the two comparable group medians, overlaid against the chosen thresholds – high risk (red), moderate risk (yellow), low risk (green).
This tab provides the bank’s current quarter ratios compared to the two comparable group medians overlaid against the chosen thresholds – high risk (red), moderate risk (yellow), and low risk (green).
This tab provides comparable group 1’s eight quarter ratio trend overlaid against the chosen thresholds – high risk (red), moderate risk (yellow), and low risk (green).
This tab provides comparable group 2’s eight quarter ratio trend overlaid against the chosen thresholds – high risk (red), moderate risk (yellow), and low risk (green).
This tab provides an individual chart of a selected ratio that shows the eight-quarter trend of both the bank and each median group overlaid against the chosen thresholds. The chart includes the definition and significance associated with each of the ratios. A dropdown box to select the chosen ratio is located on the top left of the chart.
This tab provides the bank’s loan concentration overlaid against the chosen thresholds & compared to both comparable group medians
This tab provides the bank’s deposit concentrations overlaid against the chosen thresholds & compared to both comparable group medians.
This tab provides the bank’s investment concentrations overlaid against the chosen thresholds & compared to both comparable group medians.
24. Borrowing Concentration
This tab provides the bank's borrowing concentration overlaid against the chosen thresholds & compared to both comparable group medians.
25. Funding Concentrations by Category
This tab provides the bank’s funding concentration by category overlaid against the chosen thresholds & compared to both comparable group medians.
This tab provides a point in time stress test of capital based upon loss, growth, and charge offs and allows the user to analyze results and determine what the bank can absorb before breaching key thresholds.
27. Earnings Stress Test
This tab provides a point in time stress test of earnings based upon spread compression, NII decline, & NIE increase, and allows the user to analyze results and determine what the bank can absorb before breaching key thresholds.
