[PDF][PDF] Loan recovery monitoring mechanism

R Sah - International Journal of Trade, Economics and Finance, 2015 - academia.edu
This paper proposes the use of Macaulay Duration as an operational and objective measure
of the performance of loan repayments. It uses the Macaulay Duration measure to calculate …

Contagion and Correlation in Empirical Models of Bank Credit Risk in Israel

M Beenstock, M Khatib - Israel Economic Review, 2018 - papers.ssrn.com
We apply a methodology for analyzing bank credit risk in Israel, which distinguishes
between contagion and correlation on the one hand, and risk factors that are …

Correlations and Volatility Spillovers between the Carbon Trading Price and Bunker Index for the Maritime Industry

MT Chou, C Lu - Review of Economics & Finance, 2016 - ideas.repec.org
This research intends to investigate the relationship between carbon trading price and the
bunker fuel index, with inputs from reviewing current greenhouse gas (GHG) mitigation …