scholarly journals Capturing Information Contagion in a Stress-Testing Framework

2016 ◽  
Author(s):  
Kartik Anand ◽  
Prasanna Gai ◽  
Celine Gauthier ◽  
Moez Souissi
Keyword(s):  
Stress Testing ◽  
Testing Framework

Multi Yield Curve Stress-Testing Framework Incorporating Temporal and Cross Tenor Structural Dependencies

2017 ◽  
Author(s):  
Emmanouil Karimalis ◽  
Gareth William Peters
Keyword(s):  
Stress Testing ◽  
Yield Curve ◽  
Testing Framework

scholarly journals Stress-Testing Framework for Urban Water Systems: A Source to Tap Approach for Stochastic Resilience Assessment

Water ◽  
2022 ◽  
Vol 14 (2) ◽  
pp. 154
Author(s):  
Dionysios Nikolopoulos ◽  
Panagiotis Kossieris ◽  
Ioannis Tsoukalas ◽  
Christos Makropoulos
Keyword(s):  
Water Distribution ◽  
Stress Testing ◽  
Water Cycle ◽  
Water System ◽  
Operating Conditions ◽  
Distribution Model ◽  
Generation Model ◽  
Urban Water ◽  
Testing Framework ◽  
Urban Water System

Optimizing the design and operation of an Urban Water System (UWS) faces significant challenges over its lifespan to account for the uncertainties of important stressors that arise from population growth rates, climate change factors, or shifting demand patterns. The analysis of a UWS’s performance across interdependent subsystems benefits from a multi-model approach where different designs are tested against a variety of metrics and in different times scales for each subsystem. In this work, we present a stress-testing framework for UWSs that assesses the system’s resilience, i.e., the degree to which a UWS continues to perform under progressively increasing disturbance (deviation from normal operating conditions). The framework is underpinned by a modeling chain that covers the entire water cycle, in a source-to-tap manner, coupling a water resources management model, a hydraulic water distribution model, and a water demand generation model. An additional stochastic simulation module enables the representation and modeling of uncertainty throughout the water cycle. We demonstrate the framework by “stress-testing” a synthetic UWS case study with an ensemble of scenarios whose parameters are stochastically changing within the UWS simulation timeframe and quantify the uncertainty in the estimation of the system’s resilience.

An integrated stress testing framework via Markov switching simulation

2013 ◽  
Vol 7 (2) ◽  
pp. 3-27 ◽  
Author(s):  
Wei Chen ◽  
Jimmy Skoglund
Keyword(s):  
Stress Testing ◽  
Markov Switching ◽  
Testing Framework

scholarly journals A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

2013 ◽  
Author(s):  
Jerome Henry ◽  
Christoffer Kok ◽  
Adrien Amzallag ◽  
Patrizia Baudino ◽  
Inês Cabral ◽  
...  
Keyword(s):  
Stress Testing ◽  
Banking Sector ◽  
Testing Framework ◽  
Systemic Risks

scholarly journals MobileMonkey - A Contextual Stress Testing Framework for Android Application

2017 ◽  
Vol 172 (9) ◽  
pp. 1-7 ◽  
Author(s):  
Rayhanur Rahman ◽  
Amit Seal ◽  
Kazi Sakib
Keyword(s):  
Stress Testing ◽  
Android Application ◽  
Testing Framework

scholarly journals A Liquidity Risk Stress-Testing Framework with Basel Liquidity Standards

2020 ◽  
Vol 29 (3) ◽  
pp. 251-273
Author(s):  
Hana Hejlová ◽  
Zlatuše Komárková ◽  
Marek Rusnák
Keyword(s):  
Stress Testing ◽  
Liquidity Risk ◽  
Testing Framework
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