Zobrazeno 1 - 10
of 1 378
pro vyhledávání: '"Stress testing (software)"'
Autor:
Michel Baes, Eric Schaanning
Publikováno v:
Mathematical Finance, 33 (2)
We propose a systematic algorithmic reverse-stress testing methodology to create "worst case" scenarios for regulatory stress tests by accounting for losses that arise from distressed portfolio liquidations. First, we derive the optimal bank response
Publikováno v:
IEEE Journal of Photovoltaics. 12:73-80
Publikováno v:
Environmental Science: Water Research & Technology. 8:8-21
It is inherently difficult to plan water systems for a future that is non-predictive. This paper introduces a novel perspective for the design and operation of potable water systems under increasing water quality volatility (e.g., a relatively rapid
Autor:
Bart Vandevelde, Marnix Van De Slyeke, Alexia Coulon, Chinmay Nawghane, Maarten Cauwe, Stan Heltzel
Publikováno v:
CEAS SPACE JOURNAL
Despite its introduction over 3 decades ago, designing, manufacturing and testing of high-density interconnect (HDI) printed circuit boards (PCBs) remains a topic of discussion. A plethora of advanced manufacturing processes is used to realize HDI PC
Publikováno v:
Mathematics and Financial Economics. 16:239-266
We propose an affine term structure model that allows for tenor-dependence of yield curves and thus for different risk categories in interbank rates, an important feature of post-crisis interest rate markets. The model has a Nelson–Siegel factor lo
Autor:
L. S. Vasiliev, E. S. Emelyanova
Publikováno v:
Federalism. 26:63-74
Stress testing as an effective method of risk management and crisis management can serve as an effective tool for predicting financial stability, particularly under the impact of ESG risks for companies in various industries working on the subjects
Autor:
M. Dilli Babu
Publikováno v:
Aerotecnica Missili & Spazio. 100:303-319
Boundary Avoidance Tracking (BAT) theory has emerged as a novel theory in the area of Handling Qualities (HQ). The HQ of the aircraft in a given environment greatly influences the cognitive load of the pilot. Advancement in eye gaze tracking technolo
Autor:
Martin Springer, Michael Owen-Bellini, Sona Ulicna, David C. Miller, Laura T. Schelhas, Archana Sinha, Peter Hacke
Publikováno v:
IEEE Journal of Photovoltaics. 11:1197-1205
The viability of novel coextruded, fluoropolymer-free backsheets for photovoltaic (PV) modules has been questioned as a result of a large number of early-life backsheet failures in PV installations containing one of the earliest co-extruded polyamide
Autor:
Lütfi Öztürker
Publikováno v:
Lütfi Öztürker
Basel III liquidity regulation introduced two new metrics with a focus on time horizons up to 30 days (LCR: Liquidity Coverage Ratio) and beyond one year (NSFR: Net Stable Funding Ratio) respectively. This paper bridges the horizon gap by applying a
Autor:
A. K. Tripathi, Manander Bangar, Som Mondal, Chandan Banerjee, Birinchi Bora, B. Prasad, O.S. Sastry
Publikováno v:
Solar Energy. 223:158-167
Potential Induced Degradation (PID) is one of the severe failure modes observed in the field with high system voltage, high humidity and high operating temperature. PV module needs to be tested for PID susceptibility as per site conditions before ins