Scientific Methodology to Model Liquidity Risk in UCITS Funds with an Asset Liability Approach: A Global Response to Financial and Prudential Requirements

2015 ◽  
pp. 389-399
Author(s):  
Pascal Damel ◽  
Nadège Ribau-Peltre
Keyword(s):  
Liquidity Risk ◽  
Scientific Methodology ◽  
Global Response

On Methodology for Designing Architectural Lighting of Production Site Interior

2020 ◽  
pp. 10-21 ◽  
Author(s):  
Vladimir V. Voronov ◽  
Nikolay I. Shchepetkov
Keyword(s):  
Architectural Design ◽  
Comprehensive Approach ◽  
Scientific Methodology ◽  
Field Observations ◽  
Production Site ◽  
Artificial Illumination ◽  
Engineering Parameters ◽  
Architectural Lighting ◽  
Candidate Thesis

The article describes content of original and relevant but virtually forgotten thesis of V.V. Voronov on lighting of production site interiors by means of overhead natural (using three types of skylights) and artificial illumination, in order to elaborate scientific methodology for architectural design of more qualitative luminous environment on the basis of comprehensive approach and enhanced criteria framework of its evaluation using light engineering parameters. The thesis is unique in terms of the scope and quality of field and laboratory observations which are reflected not only in the text but also in the graphical attachments, namely photos, figures, schemes, drawings, charts, nomograms, and diagrams accompanied by specific measured or calculated parameters. The first part of the thesis contains theoretical basics and results of field observations conducted by different methods. This second part is the exposition of chapter 3 of the V.V. Voronov’s candidate thesis (1985). It describes the methodology for and the results of the experiments by means of planar and volumetric light simulation using the architectural lighting simulating assembly (chamber) which were conducted in MARKHI in 1970–1985.

Liquidity Gap Report for Stress Testing Structural Liquidity Risk

GIS Business ◽  
2017 ◽  
Vol 12 (6) ◽  
pp. 43-53
Author(s):  
Eugenia Schmitt
Keyword(s):  
Risk Assessment ◽  
Risk Evaluation ◽  
Stress Testing ◽  
Gap Analysis ◽  
Liquidity Risk ◽  
Methodological Basis ◽  
Qualitative Risk Assessment ◽  
The Future ◽  
Liquidity Gap

The need to focus on banks funding structure and stress testing in an explicit way arose as a consequence of the crisis of past decades. Liquidity risks usually occur as a consequence of other kinds of risks, hence analysing scenarios in a prospective manner is essential for the assessment if the bank can fulfill its obligations as they come due and if its funding costs are appropriate. The structural liquidity risk and the degree of the liquidity mismatch can be measured based on the liquidity gap analysis, where expected cash-in- and outflows, divided in different time-buckets are depicted. The liquidity gap report (LGR) shows if a liquidity shortcoming appears in the future and how high is the amount a bank would have to pay, if any hedging were not possible. This paper shows how to build a comprehensive LGR which is the base for both, liquidity and wealth risk evaluation. To improve the accuracy of the forecast, the counterbalancing capacity will be incorporated into the LGR. This tool is a methodological basis for quantitative and qualitative risk assessment and stress testing.

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