Stress-Testing at the Bank of Albania: Methodology of Approaches and the Quality of Forecasting

2019 ◽  
pp. 590-607
Author(s):  
Ela Golemi ◽  
Vasilika Kota
Keyword(s):  
Stress Testing

Macro Stress Testing of Indian Bank Groups

2017 ◽  
Vol 11 (4) ◽  
pp. 375-403
Author(s):  
Pami Dua ◽  
Hema Kapur
Keyword(s):  
Exchange Rate ◽  
Interest Rate ◽  
Private Sector ◽  
Stress Testing ◽  
Inflation Rate ◽  
Output Growth ◽  
Foreign Banks ◽  
Credit Quality ◽  
The Impact

This study examines how various bank groups operating in India have fared macro stress events and conduct macro stress testing (MST) to trace the impact of certain macroeconomic stress scenarios on the credit quality of five Indian bank groups, that is, the State Bank of India (SBI) and its associates (SBGs), nationalised banks (NBs), old private sector banks (OPBs), new private sector banks (NPBs) and foreign banks (FBs), using panel data from 1997 to 2014. Credit quality is modelled as a function of both macroeconomic variables (output growth, interest rate, inflation rate and exchange rate) and idiosyncratic variables (profitability and size indicator of bank business activity). The model is estimated by employing a panel cointegration approach, and the impact of adverse scenarios on the estimated credit quality is computed. Empirical findings show that credit quality is pro-cyclical in nature and rises in the event of a slowdown in the economy. In general, the credit quality of Indian bank groups is found to be inversely and significantly related to the economy’s growth rate, inflation rate, exchange rate and profits of banks and positively and significantly related to the interest rate. Shock analysis also reveals that a downturn in the economy through certain adverse scenarios has a significant adverse impact on the credit quality. The shocks are quickly propagated across banks with substantial heterogeneities present in different bank groups. Thus, macroeconomic policy measures promoting growth with price stability are expected to impact credit quality positively. Further, measures at the bank level can improve credit quality by enhancing their profitability. JEL Classifications: C32, C58, E170, G21

scholarly journals Innovation of Pull and Torque Testing Device for Cable Cords

Proceedings ◽  
2020 ◽  
Vol 63 (1) ◽  
pp. 28
Author(s):  
Cristina Havadtöi
Keyword(s):  
Stress Testing ◽  
Working Hours ◽  
The Other ◽  
Testing Device ◽  
Quality Of Work ◽  
Testing Method ◽  
The Times ◽  
Project Level

The paper presents in the first part a diagnosis of the frequency per year of the pull and torque test followed by an analysis of the average time given to each attempt, a comparison of the average time spent on the torqueing and pulling test and the average times to perform the other tests. In the second part there is a forecast of the times spent performing the test following the optimization. The optimization is performed in the first phase at project level in the Inventor Professional 2018 program. The testing method is not foreign to companies that produce cable cord, and is it described in at least two standards. The latest developments in the electronics field show an optimization on two separate devices for each stress, pull and torque. The goal of this paper is to present an optimization of the device for pull stress testing, in order to proceed with both of the stresses on one device. The optimization aims to reduce the time spent by the quality tester in the metrological laboratory on this test. Following the optimization, in the forecast it was found that the quality of work was improved by reducing working hours and removing human assistance as much as possible in order to eliminate the errors caused by it.

scholarly journals The Value of Mass-Produced Covid-19 Scenarios: An Evaluation of the Quality of Development Processes and Scenario Content

2021 ◽  
Author(s):  
Megan M Crawford ◽  
George Wright
Keyword(s):  
Stress Testing ◽  
Economic Outcomes ◽  
Global Perspective ◽  
General Audience ◽  
Transmission Rates ◽  
The World ◽  
Development Processes ◽  
Quality Process ◽  
Forward Looking

Hundreds of scenarios were developed across the world in the first six months of 2020, aimed at generating forward-looking conversations, better understanding COVID-19 transmission rates, trialling economic outcomes, and stress-testing existing systems in light of the developing pandemic. In response, Cairns & Wright (2020) offer three propositions that question the value of scenarios created retroactively to existing crises. We use a distilled version of the CSI typology (Crawford, 2019) as a guiding map against which we plot each scenario’s profile and test the three propositions. Our analyses largely support Cairns & Wright’s initial propositions that early COVID-19 scenarios i) are frozen pictures in time, ii) take a global perspective, and iii) are delivered to a general audience, resulting in lost value for their intended audiences and affected communities. Together, our papers develop and reinforce the message that scenario audiences should make an evaluation of all presented scenario sets using the yardsticks of (i) quality process and (ii) quality content - in order to appreciate the value of practitioner offerings.

scholarly journals ВОПРОСЫ ОЗДОРОВЛЕНИЯ БАНКОВСКОГО СЕКТОРА КАЗАХСТАНА

2019 ◽  
pp. 17-20
Author(s):  
Н. А. Гумар ◽  
Г. К. Жанибекова
Keyword(s):  
Economic Growth ◽  
Monetary Policy ◽  
Financial Stability ◽  
Stress Testing ◽  
Banking Sector ◽  
Rehabilitation Program ◽  
Wide Range ◽  
National Bank

Monetary policy is affected by a slowdown in economic growth. In the formation of financial stability cannot do without measures to improve the banking sector.Obviously, the accumulation of risks in this area is fraught with the inability of the banking sector to show resilience to external shocks.The banking sector rehabilitation program in Kazakhstan is a wide range of activities, including the assessment of the quality of banks 'assets, so-called stress testing, and support for SLBs from the resources of the National Bank, provided that they are capitalized by second-level banks' shareholders.The main directions of the Program are: increasing the financial stability of the system-forming bank; Increasing financial stability of large STBs and change the regulatory and supervisory environment to improve the financial stability of the banking sector.

scholarly journals ANALYSIS OF QUALITY ASSURANCE ON SISTEM INFORMASI ZAKAT (SIZAKAT) THROUGH SOFTWARE TESTING

2014 ◽  
Vol 9 (2) ◽  
pp. 82
Author(s):  
Abdul Haris ◽  
Wisnu Jatmiko ◽  
Ari Wibisono
Keyword(s):  
Stress Testing ◽  
Acceptance Testing ◽  
Unit Testing ◽  
Load Testing ◽  
Integration Testing ◽  
Test Results ◽  
Sql Injection ◽  
Web Based ◽  
Test Result

Sistem Informasi Zakat (SIZakat) is a web-based information system that is used to assist in the management of zakat in Imam Bonjol Mosque Pondok Labu, South Jakarta. In this thesis, we conducted testing to the SIZakat application to know the quality and the feasibility. We conducted seven kinds of testing: Unit Testing, Integration Testing, Stress Testing, Load Testing, Testing SQL Injection, XSS Injection Testing and User Acceptance Testing. In addition to ensure the quality of SIZakat, the SIZakat test result is expected to be a reference for future quality improvement. Test results show that SIZakat have accurate functionalities, good security, and good performance.

scholarly journals IMPROVING THE EFFECTIVENESS OF COMPLEX TREATMENT OF POST-TRAUMATIC STRESS DISORDERS IN MILITARY COMBATANTS VIA BIOLOGICAL FEEDBACK TRAININGS USING SYSTOLIC WAVE AMPLITUDES

2019 ◽  
pp. 88-95
Author(s):  
N. V. Zelenina ◽  
S. S. Nazarov ◽  
S. A. Rantseva ◽  
P. A. Vyipritskiy ◽  
V. V. Yusupov
Keyword(s):  
Post Traumatic Stress Disorder ◽  
Traumatic Stress ◽  
Stress Testing ◽  
Stress Disorder ◽  
Life Quality ◽  
Biofeedback Training ◽  
Complex Treatment ◽  
Post Traumatic Stress ◽  
Post Traumatic

Relevance. Necessity for enhancement of therapeutic approaches to post-traumatic stress disorder (PTSD) using a modern high-tech biofeedback.Intention. Scientific foundation for using biofeedback training in complex therapy of PTSD in combatants.Methodology. Military men, 40 healthy and 36 PTSD, aged 33.2 and 34.8 years, respectively (p > 0.05) were examined. Neurology signs were estimated with “Neurotic disorders-questionnaire-symptomatic”, quality of life – with “Quality of life questionnaire-12”, PTSD signs – with “Mississippi scale”. Stress-testing and biofeedback training were carried out using “Reacor” biofeedback psychophysiological hardware.Results and Discussion. Inverse correlations were revealed between PTSD signs and systolic wave amplitudes (SWA) from digital photoplethysmogram during stress-testing with biofeedback psychophysiological hardware. Heart rate variability and breathing recursion used in foreign studies as biofeedback training parameters for this disorder treatment didn’t correlate with signs of post-traumatic stress disorder. The effectiveness of SWA biofeedback training for PTSD complex treatment in combatants was proved. Everyday trainings during 8–10 days statistically significantly reduced neurotic manifestations and improved self-rating of life quality regarding “mental health”.Conclusion. SWA is a prognostic marker within health – illness continuum and can be used as a sensitive physiological parameter in the biofeedback trainings for overcoming PTSD. Conscious involvement of combatants into a treatment process via inclusion of SWA biofeedback trainings in PTSD complex treatment improves the results and self-ratings of life quality.

Passivation of GaAs Laser Mirrors by Ion-Beam Deposited Al2O3

1988 ◽  
Vol 128 ◽  
Author(s):  
D. J. Webb ◽  
H. -P. Dietrich ◽  
F. Gfeller ◽  
A. Moser ◽  
P. Vettiger
Keyword(s):  
Stress Testing ◽  
Crystal Surface ◽  
Ion Beam ◽  
Gaas Laser ◽  
Injection Lasers ◽  
Dense Films

ABSTRACTThe use of ion-beam sputtered Al2O3 to passivate the mirrors of semiconductor injection lasers is described. Dense films, which offer considerable protection against corrosion, can be deposited without damage to the crystal surface. The overall quality of the passivation is demonstrated by long-term stress testing of the lasers.

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