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.Bank failures

Gary Whalen

English

Research Papers in Economics

An Analysis of Bank Failures: 1984-1989,&quot; Federal Reserve Bank of Cleveland, Working Paper 8916,

An Application of the Cox Proportional Hazards Model to Bank Failure,&quot;

Assessing the Risk of Bank Failure,&quot;

Can the Market Evaluate Asset Quality Exposure in Banks?&quot; Federal Reserve Bank of Boston, New England Economic Review,

Economic Duration Data and Hazard Functions,&quot;

Forecasting Corporate Failure: The Use of Discriminant Analysis within a Disaggregated Model of the Corporate Sector,&quot;

Survival: A Supplementary Module for SYSTA T.

The Statistical Analysis of Failure Time Data.

The Texas Index of Leading Economic Indicators: A Revision and Further Evaluation,&quot; Federal Reserve Bank of Dallas, Economic Review,

Time Series Forecasts of Regional Economic Activity: Recent Evidence from Ohio,&quot; Federal Reserve Bank of Cleveland,

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

http://www.clevelandfed.org/Research/Review/1991/91-q1-whalen.pdf

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

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Research Papers in Economics