XGBoost classifier trained on 435,623 bank-quarters (Q1 2005 to Q4 2019). Out-of-sample AUC = 0.804. Precision@50 = 0.100 — 100-fold lift over base rate.
0.804
AUC (test)
10.0%
Precision@50
100×
Lift vs random
Texas Ratio
Top feature
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Distress probability is the Platt-calibrated XGBoost output predicting Texas Ratio exceeding 100 within four quarters. For informational and research purposes only.