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Journal Article

A proportional hazards model of bank failure: an examination of its usefulness as an early warning tool


Abstract: An 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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File(s): File format is text/html http://www.clevelandfed.org/Research/Review/1991/91-q1-whalen.pdf

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Bibliographic Information

Provider: Federal Reserve Bank of Cleveland

Part of Series: Economic Review

Publication Date: 1991

Volume: 27

Issue: Q I

Pages: 21-31