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Assessing model reliability has evolved from using probabilistic correctness estimates to, more recently, eliciting verbalized confidence. Confidence, however, has been shown to be an inconsistent and overoptimistic predictor of model correctness. Drawing on cognitive appraisal theory, a framework from human psychology that decomposes self-evaluation into multiple components, we propose a multidimensional perspective on model self-assessment. We elicit six appraisal-based dimensions of self-assessment, alongside confidence, and evaluate their utility for predicting model failure across 12 LLMs and 38 tasks spanning eight domains. We find that competence-related appraisal dimensions, particularly effort and ability, consistently match or outperform confidence across most settings. 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