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.
File(s): File format is text/html http://www.clevelandfed.org/Research/Review/1991/91-q1-whalen.pdf
Provider: Federal Reserve Bank of Cleveland
Part of Series: Economic Review
Publication Date: 1991
Issue: Q I