stress tests
Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk
... accord stress tests are to be included in market risk regulatory capital ...for stress testing portfolios exposed to market ...of stress testing methods our tests are conducted in the ...
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Bank stress tests: implications on accounting discretion, transparency and market discipline
... that stress tests provide useful information on bank ...from stress testing on analyst information production, neither have they influenced manager’s investment ...of stress tests on ...
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Bank stress tests as an information device for emerging markets: The case of Russia
... vulnerabilities, stress tests should reflect the actual conditions of emerging markets if they are to serve as an effective information ...for stress testing is discussed in Berkowitz (2000), who ...
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Assessment of “stress tests” conducted on the French banking system.
... Because of the great number of mechanisms via which macroeconomic developments influence the stability of the banking system, several types of tools are used to implement a macro-prudential approach, for which there is ...
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Designing Stress Tests for the Czech Banking System
... in stress testing methodologies make it difficult to conduct a cross-country comparison as a basis for an assessment of whether a particular impact in terms of GDP is large or ...of stress tests) ...
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Designing Dynamic Stress Tests For Improved Critical Infrastructure Resilience
... into stress test scenarios, which are evaluated using multi-criteria decision analysis ...the stress tests in the face of a fast changing environment and to take account of better information about ...
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An MVAR Framework to Capture Extreme Events in Macroprudential Stress Tests
... We use a two-distribution mixture so results may be interpreted in terms of two regimes; one for economic “good” times and the other for economic “bad” times. The entries for τ t, k , the conditional probability that a ...
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Stress Tests By The European Banking Authority: The Immunity Of Italian Cooperative Banks
... the stress test recently carried ...EBA stress exercises and on the contrary the latter about the credit dynamics of Cooperative Credit Banks ...among stress exercises ...
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Stress Tests for Banking Sector: A Technical Note
... Credit risk is computed using a non-linear VAR that relates banking system aggregates (loan loss provisions, credit growth, and write-offs) with macroeconomics variables (output growth,[r] ...
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FINANCIAL SECTOR STABILITY ASSESSMENT
... different stress tests yield similar results for the years 2014 and 2015 (when the shocks occur within the macroeconomic scenarios); however, these tend to differ in the outer years ...
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Stress testing of real credit portfolios
... macroeconomic stress event) that is then being endogenously translated into credit risk, market risk, operational risk and liquidity risk scenarios, respectively, denoted as a macro stress test in Table 4 ...
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Implementation of a reliable 2D approximator using sonar
... Sensors in cars can be used to detect an imminent collision. Where expensive cars are usually equipped with laser or radar technologies, cheap cars lack these technologies. A cheap but reliable solution to detect ...
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Investigation of Fundamental Mechanism of Crushing of Clods in a Rod Mill
... yield stress of the soil, and what is the function of rods during quick ...shear stress tests using a vibrating container and shearing device to observe the crushing mechanism due to a single ...
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Parkinsons disease and oxidative stress: evaluation by BAP and d-ROMs tests
... oxidative stress response, the ubiquitin proteosomal pathway, and mitochondrial kinase activity ...oxidative stress, and dysregulation of protein degradation are common mechanisms in the disease ...
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Assessment of stress history in glacial soils on the basis of cone penetration tests
... oedometer tests performed on undisturbed samples taken by means of SHELBY and NESGI samplers securing sufficient quality of specimens (Borowczyk and Szyma ski ...
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Compaction behaviour of clay
... vertical stress, the sample moves to point 5, situated on the main wetting curve associated with the void ratio e in turn associated with the 600 kPa vertical stress ...vertical stress first brings ...
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Functional morphology of the Alligator mississippiensis larynx with implications for vocal production
... tensile tests, alligator vocal folds demonstrated a linear stress – strain behavior in the low strain region and nonlinear stress responses at strains larger than 15%, which is similar to mammalian ...
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Experimental Study of Fly-ash Brick Masonry Under Subjected to Cyclic Loading
... establish stress-strain curves for fly ash brick masonry having various H/T ratios under cyclic ...of stress-strain relationship of fly ash brick masonry under monotonic, cyclic, fatigue ...and ...
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Review the Effect of Specimen Geometry on Torsion Test Results
... For the tubular specimens, fracture occurred at the point of maximum load or at the instability point, as seen in Fig. 5. This phenomenon repeated and has occurred in all tested materials for tubular specimens. The ...
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Learning aptitude, spatial orientation and cognitive flexibility tested in a virtual labyrinth after virtual stress induction
... Acute stress arises if a subject perceives a self-discrepancy between demands and pressures of the recent past and anticipated demands and pressures of the near ...chronic stress. In reviewing literature on ...
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