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Bank Failure Prediction: A Two-Step Survival Time Approach
15 references·11 citing·34 second hop
Bank Failure Prediction: A Two-Step Survival Time Approach (2006)Bank Failure Prediction: A Two-Step Survi…Multi-period corporate default prediction with stochastic covariates (2006)Multi-period corporate defaul…Structural Models of Corporate Bond Pricing: An Empirical Analysis (2004)Structural Models of Corporat…Forecasting Default with the Kmv-Merton Model (2004)Forecasting Default with the …Bankruptcy Prediction with Industry Effects (2004)Bankruptcy Prediction with In…Assessing the Probability of Bankruptcy (2004)Assessing the Probability of …Predicting large US commercial bank failures (2002)Predicting large US commercia…Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)Forecasting Bankruptcy More A…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Do cash flow variables improve the predictive accuracy of a Cox proportional hazards model for bank failure? (1996)Do cash flow variables improv…A survey of business failures with an emphasis on prediction methods and industrial applications (1996)A survey of business failures…An application of the cox proportional hazards model to bank failure (1986)An application of the cox pro…Early warning of bank failure (1977)Early warning of bank failureON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)On the Pricing of Corporate D…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis (2022)Bank efficiency and failure p…Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach (2021)Liquidity risk and bank perfo…Determinasi Kinerja Bank Umum Konvensioanal Di Indonesia (2020)Determinasi Kinerja Bank Umum…Revenue Diversification, Risk and Bank Performance of Vietnamese Commercial Banks (2019)Revenue Diversification, Risk…Exploring the Impact of Liquidity on Profitability: Evidence from Banking Sector of Pakistan (2017)Exploring the Impact of Liqui…Predicting Bank Failure in Nigeria Using Survival Analysis Approach (2015)Predicting Bank Failure in Ni…How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal (2015)How should we measure bank ca…THE RELATIONSHIP BETWEEN LIQUIDITY RISK AND FINANCIAL PERFORMANCE OF COMMERCIAL BANKS IN KENYA (2013)THE RELATIONSHIP BETWEEN LIQU…The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress (2012)The Effectiveness of Capital …A Graph-Based Churn Prediction Model for Mobile Telecom Networks (2012)A Graph-Based Churn Predictio…Churn Prediction in the Mobile Telecommunications Industry (2006)Churn Prediction in the Mobil…Financial Ratios As Predictors of Failure (1966)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Business failure prediction using rough sets (1999)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)ELECTRE: A comprehensive literature review on methodologies and applications (2015)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. 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References

  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 1974On the Pricing of Corporate Debt: The Risk Structure of Interest Rates2,752 cited
  • 2001Forecasting Bankruptcy More Accurately: A Simple Hazard Model2,655 cited
  • 2004Assessing the Probability of Bankruptcy1,357 cited
  • 2006Multi-period corporate default prediction with stochastic covariates973 cited
  • 1977Early warning of bank failure960 cited
  • 2004Structural Models of Corporate Bond Pricing: An Empirical Analysis926 cited
  • 1996A survey of business failures with an emphasis on prediction methods and industrial applications591 cited
  • 1986An application of the cox proportional hazards model to bank failure559 cited
  • 2002Predicting large US commercial bank failures267 cited
  • 2004Bankruptcy Prediction with Industry Effects266 cited
  • 2004Forecasting Default with the Kmv-Merton Model225 cited
  • 1996Do cash flow variables improve the predictive accuracy of a Cox proportional hazards model for bank failure?

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75 cited

Cited by

  • 2012The Effectiveness of Capital Adequacy Measures in Predicting Bank Distress61 cited
  • 2019Revenue Diversification, Risk and Bank Performance of Vietnamese Commercial Banks54 cited
  • 2015How should we measure bank capital adequacy for triggering Prompt Corrective Action? A (simple) proposal46 cited
  • 2022Bank efficiency and failure prediction: a nonparametric and dynamic model based on data envelopment analysis46 cited
  • 2021Liquidity risk and bank performance in Southeast Asian countries: a dynamic panel approach38 cited
  • 2017Exploring the Impact of Liquidity on Profitability: Evidence from Banking Sector of Pakistan36 cited
  • 2013THE RELATIONSHIP BETWEEN LIQUIDITY RISK AND FINANCIAL PERFORMANCE OF COMMERCIAL BANKS IN KENYA29 cited
  • 2012A Graph-Based Churn Prediction Model for Mobile Telecom Networks15 cited
  • 2020Determinasi Kinerja Bank Umum Konvensioanal Di Indonesia15 cited
  • 2015Predicting Bank Failure in Nigeria Using Survival Analysis Approach14 cited
  • 2006Churn Prediction in the Mobile Telecommunications Industry9 cited