银行倒闭的比例风险模型:作为早期预警工具的有效性检验

A Proportional Hazards Model of Bank Failure: An Examination of Its Usefulness as an Early Warning Tool

Econometric Reviews · 1991
被引 257 · 同刊同年前 1%
人大 A-ABS 3

中文导读

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。

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.

银行失败Cox比例风险模型早期预警工具