A Cox proportional hazards-cash flow model for bank failure prediction

This research uses the Cox proportional hazard model and bank cash flow information to determine whether adding cash flow information will improve current bank failure prediction methods. In two published papers it has been shown that the Cox model performs as well as other models with respect to error rates and predictive accuracy. The Cox model, however, provides more information than models using the logit, probit or multiple discriminant analysis techniques. Proportional hazards models estimate both the probability that a bank will fail and the probable time to failure.

Name thesis:degree_name

Ph.D.

Level thesis:degree_level

Dissertation

Discipline thesis:degree_discipline

Finance

Grantor

University of Illinois at Urbana-Champaign

Year dc:date

2011

Author dc:creator

• Henebry, Kathleen L.

Contributors dc:contributor

• Lynge, Morgan J., Jr.

• Economics, Finance
• Business Administration, Banking

Statement dc:rights

• Copyright 1994 Henebry, Kathleen L.

Language dc:language

eng

Identifier

AAI9503211
(UMI)AAI9503211

OAI identifier oai:identifier

oai:www.ideals.illinois.edu:2142/21147