@dnaber That's true. I tested the following four sentences:
1. Die US-NOTENBANK sagt ja.
2. Die US-Notenbank sagt ja.
3. Eine andere NOTENBANK sagt nein.
4. Die XCFG-Notenbank reagiert gelassen.
Only the first one yields an unexpected result, namely a spelling error. So apparently the gist is that the spell checker can't handle hyphenated compounds written as all-caps. Do you think this is worth opening an issue?