A proportional hazards model of bank failure: an examination of its usefulness as an early warning tool
AbstractAn explanation of how a Cox proportional hazards model can be used to identify both failed and healthy banks with a high degree of accuracy using a relatively small set of publicly available data.
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Bibliographic InfoArticle provided by Federal Reserve Bank of Cleveland in its journal Economic Review.
Volume (Year): (1991)
Issue (Month): Q I ()
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- Kiefer, Nicholas M, 1988. "Economic Duration Data and Hazard Functions," Journal of Economic Literature, American Economic Association, vol. 26(2), pages 646-79, June.
- Richard E. Randall, 1989. "Can the market evaluate asset quality exposure in banks?," New England Economic Review, Federal Reserve Bank of Boston, issue Jul, pages 3-24.
- Keith R. Phillips, 1990. "The Texas index of leading economic indicators: a revision and further evaluation," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Jul, pages 17-25.
- repec:fip:fedhpr:y:1989:p:432-456 is not listed on IDEAS
- Gregory R. Gajewski, 1989. "Assessing the risk of bank failure," Proceedings 250, Federal Reserve Bank of Chicago.
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