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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https://fraser.stlouisfed.org/title/economic-review-federal-reserve-bank-cleveland-1328/1991-quarter-1-4497?page=22
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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