Resumo

AYALA, MARÍA ALEJANDRA; COLMENARES, GERARDO  e  BORGES, RAFAEL EDUARDO. Survival Analysis Applied to Commercial Bank in Venezuela between 1996 and 2004. Rev.Colomb.Estad. [online]. 2007, vol.30, n.1, pp.97-113. ISSN 0120-1751.

In this work, survival analysis is used as a statistical technique to find out when any bank probably changes of state. The random variable to study is the observed time period of the lifetime where there is a change of state. Special interest is focused in knowing the occurrence of changes of states, and in identifying the variables that could affect the changes of states. This work deals with a classical survival analysis by the Kaplan-Meier estimation and the fitting of the Cox model, using commercial Venezuelan banks during the 1996-2004 period. Merge banking occurrence is the main event to identify a change of state. This work allowed identifying four financial indicators that kept similar correspondence with those obtained from other early warning models.

Palavras-chave : Kaplan-Meier estimator; Cox model; Financial crisis; Banking.

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