An empirical study using an early-warning bank failure prediction model and call-report data to predict deterioration in a bank's condition.Bank supervision ; Bank failures

Gary Whalen

James B. Thomson

English

Research Papers in Economics

A Multivariate Statistical Analysis of the Characteristics of Problem Banks.&quot;

A Zeta Analysis of Failed Commercial Banks.&quot;

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

Bank Examinations and Early-Warning Systems: A Summary.&quot; Financial Crises. Edward I. Altman and

Bank Failures in the United States.&quot;

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Determinants of Corporate Borrowing.&quot;

Developing a Proposal For Risk-Related Deposit Insurance.&quot; Banking and Economic Review. Federal Deposit Insurance Corporation. (September/October

Early Warning of Bank Failure: A Logit Regression Approach.&quot;

Early Warning Systems as a Monitoring Device for Bank Condition.&quot;

Econometric Issues in the Empirical Analysis of Thrift Institutions' Insolvency and Failure.&quot; Working Paper. Federal Home Loan Bank Board

Establishing On-Site Bank Examination Priorities: An Early-Warning System Using Accounting and Market Information.&quot;

Estimating the Probability of Failure for Commercial Banks and the Banking System.&quot;

Factor Analysis as a Statistical Method

Factor Analysis as a Tool for Data Analysis.&quot; Communication in Statistics: Theory and Methods.

Federal Deposit Insurance, Regulatory Policy, and Optimal Bank Capital.&quot;

Federal Reserve Bank of

Identifjring 'Problem' Banks: How do the Banking Authorities Measure a Bank's Risk Exposure?&quot;

Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress.&quot;

Perspectives on Safe and Sound Banking: Past, Present, and Future.

Predicting Bank Failure.&quot; Working Paper. Board of Governors of the Federal Reserve System,

Predicting Commercial Bank Failure Since Deregulation.&quot; New England Economic Review. Federal Reserve Bank of Boston. (July/August

Predicting Thrift Institution Examination Ratings.&quot;

Prediction of Bank Failures.&quot;

Problem Banks: Definition, Importance and Identification.&quot;Journal of Bank Research.

Qualitative Response Models: A Survey.&quot;

Rating the Financial Condition of Banks: A Statistical Approach to Aid Bank Supervision.&quot; Monthly Review. Federal Reserve Bank of New York.

Recent Bank Failures: Determinants and Consequences.&quot;

Risk in Commercial Banking: Evidence from Postwar Failures.&quot;

The Information Content of Bank Examination Ratings.&quot; Banking and Economic Review. Federal Deposit Insurance Corporation. (July/August

The Relevance of Peer Groups in Early Warning Analysis.&quot; Economic Review. Federal Reserve Bank of Atlanta.

Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure.&quot;

Thrift Institution Failures: Causes and Policy Issues.&quot;

Using financial data to identify changes in bank condition

http://www.clevelandfed.org/research/review/1988/88-q2-whalen.pdf

Using financial data to identify changes in bank condition

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Research Papers in Economics