A Proportional Hazards Model of Bank Failure: An Examination of Its Usefulness as an Early Warning Tool
解释了如何用Cox比例风险模型,仅靠少量公开数据就能高准确率识别倒闭和健康的银行,对监管者和银行管理者有用。
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.