George Mason University
AES/SCS Statistics Colloquium Series
Seminar Announcement



A Comparative Analysis of Modeling Methodologies of Financially Distressed Banking Firms

Gerald A. Hanweck


George Mason University


ABSTRACT

The only thing we know for certain about the future is that it is uncertain. This does not deter our interest in preparing for the future but rather only increases it. It is, of course, impossible to be prepared for all potential future events. If we have the appropriate information and tools, however, we can make predictions that help guide these preparations. This talk looks at these issues from the perspective of the FDIC’s use of bank failure predictions. We compare different types of statistical approaches for predicting failures with an eye towards obtaining the best failure predictions for a deposit insurer.

This work is joint with Gary Fissel and John O'Keefe.

Friday, November 8, 2002
George W. Johnson Center, Assembly Room B
Seminar at 10:45 a.m.
Refreshments at 10:30 a.m.
For the 2002 Fall Seminar Schedule, go to
www.science.gmu.edu/statseminars