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Comparison of Indicators for Determining the Thresholds of Banks' Financial Crisis in EWS Based on Business Cycles

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  • Sadeghi sharif, Jalal
  • Talebi, Mohammad
  • Alam Tabriz, Akbar
  • Katouzian, Mohammadreza

Abstract

The purpose of this paper is to design a prediction system for thresholds of the bankruptcy of banks based on the business cycle and examine the effects of different approaches in defining the bankruptcy threshold in predicting bankruptcy time of Iranian banks using the Kaplan-Meier and Cox Proportional-Hazards Models. So, the

Suggested Citation

  • Sadeghi sharif, Jalal & Talebi, Mohammad & Alam Tabriz, Akbar & Katouzian, Mohammadreza, 2019. "Comparison of Indicators for Determining the Thresholds of Banks' Financial Crisis in EWS Based on Business Cycles," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 11(38), pages 534-501, March.
    • Handle: RePEc:mbr:jmbres:v:11:y:2019:i:38:p:534-501
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