Optimization of Credit Activity of a Commercial Bank Based on a Parametric Model

In the past few decades, a line of research focusing on the financial portfolios of banking structures has been actively developed in the world’s economic science. The interest in deposit-and-loan portfolios is caused by the rapid growth of both the banking sector and the entire capital market in the world. This paper presents empirical research in the field of analysis of the credit and investment activities of a commercial bank with an extended set of criteria. The team of authors considered a certain approach to parametric modelling of the optimal banking portfolio taking into account unregulated exogenous (macroeconomic) and endogenous (set by the bank) parameters that affect its structure and composition. As part of the proposed method, a list of monitored parameters of the banking portfolio, which was developed due to financial stability and reliability indicators, was compiled. Accordingly, based on calculations with a modified parametric model and assessment of the level of their financial stability and reliability, shortcomings in the structure and composition of the portfolios of the banking organizations under research were identified with respect to the rationality of resource allocation and the adequacy of equity capital. Thus, it was concluded that taking into account the criteria for managing the banking portfolio, measures of profitability and risk, as well as the reliability of the financial and economic base and financial stability of the bank contributes to the growth of its rating and client base, which is especially important for universal commercial banks. Received: 4 September 2021 / Accepted: 22 November 2021 / Published: 3 January 2022

Reliability Assessment of RC Bridges Subjected to Seismic Loadings

An approach to estimate both the reliability index β and its complement, the probability of failure, through closed-form expressions that consider aleatory and epistemic uncertainties, is proposed. Alternatively, exceedance demand rates are obtained based on simplified expressions and numerical integration. Reliability indicators are calculated, considering the uncertainties in the compressive strength of concrete, steel yield, and section geometry, together with the aleatory uncertainties related to seismic loadings. Such indicators are estimated in a continuous RC bridge located in Acapulco, Guerrero, Mexico. The bridge was designed to comply with a drift of 0.004. Exceedance demand rates for drift thresholds from 0.001 to 0.012 are estimated, and maximum differences of 5.5% are found between the closed-form expression and numerical integration. The exceedance demand rate expressed by means of its inverse, the return period, indicates that the serviceability limit state is exceeded after 58 years of the bridge construction. The reliability index decreases by about 1.66%, and the probability of failure increases by about 16.1% when the epistemic uncertainties are considered. The approach shows the importance of epistemic uncertainties in the estimation of reliability indicators.

The Influence of the Friction-Sliding Coefficient of Support Structures and Parameters of Seismic Actions on Reactions and Reliability of Structures with Seismic Protection

The study is focused on a structure represented by a multimass elastic cantilever rod with dry friction seismic isolation elements in the support part under a horizontal random impact of a seismic type. The paper aims at investigating the seismic reaction and selecting optimal parameters of the seismic isolation system involving random impact characteristics, limit parameters of the structure, and the seismic isolation system. The researches are based on dynamic computations; the impacts and fluctuations of the system are random processes. The dynamic model of the structure with the considered seismic isolation is presented in the form of a cantilever rod with concentrated masses; a system of differential equations describing the displacement of the structure with the seismic-isolating sliding elements at the level of the top of the foundations is compiled; and a seismic impact is modeled in the form of a nonstationary random process. An algorithm is developed to integrate the system of differential equations of motion and to determine the statistical characteristics of the seismic reaction and reliability indicators of the structures with the seismic isolation. A method aimed at evaluating effectiveness of the seismic isolation system and selecting its rational parameters is suggested. We developed the computational dynamic model of the structure with the seismic-isolating sliding elements installed at the top level of the foundations, and elastic and rigid limiters for the movement of the sliding supports. This model is made in the form of a multimass cantilever rod that takes into account the relative movements of the masses and the stops of the system on the movement limiters. The structure’s movement under a seismic impact is described by a system of differential equations that takes into account the conditions of transitions of the structure from the state of sticking to the state of sliding and vice versa. The statistical characteristics of the seismic reaction and the reliability indicators of the structure in the process of vibrations are determined for different values of the maximum acceleration of the ground vibration, the prevailing period of impact, the number of masses in the calculated model and the coefficient of friction-sliding of the support elements. The influence of the impact parameters and the system on the efficiency of the seismic isolation of the structures with sliding elements is estimated. The proposed approach to selecting the optimal parameters of the seismic isolation system can be used as a research method aimed at improving efficiency of systems with different design options for seismic isolation of structures.

Совершенствование методов планирования ремонтных работ на основе анализа надежности нефтепроводной системы

The author presents the methodology for identifying risks in operation of main oil pipelines, which can be based upon in improvement of methods for planning overhauls of the main pipelines. A method for calculating reliability indicators of the system is reviewed, including analysis of the type distributions of the system elements failures pattern. The reliability of the system is determined by purely mathematical operations on the obtained distributions. Such an approach is typical for the system (structural, mathematical) theory of reliability, the key task thereof being the transition from the elements reliability indicators to the system reliability indicators. It is advisable to resolve the problems of calculating the actual reliability of a complex technical system taking for consideration the dependencies of its elements, based on the approach assuming that reliability of the elements and the system shall be calculated in the general multi-level simulation process wherein both physical and structural models are used. Physical models of elements reliability are used at lower levels, while structural models are used at higher ones. Установлена своевременность и актуальность идентификации и формализации структурно-логических связей показателей эксплуатации линейной части магистральных нефтепроводов. Представлена методология идентификации рисков при эксплуатации магистральных нефтепроводов, которая может быть положена в основу совершенствования методов планирования их капитальных ремонтов. Рассмотрен метод для расчета показателей надежности технической системы, предусматривающий анализ типовых распределений отказов ее элементов. Надежность системы находится чисто математическими операциями над полученными распределениями. Подобный подход характерен для системной (структурной, математической) теории надежности, основной задачей которой является переход от показателей надежности элементов к показателям надежности системы. Задачи расчета реальной надежности сложной технической системы с учетом зависимостей ее элементов целесообразно решать на основе подхода, который состоит в том, что расчет надежности элементов и системы проводится в общем многоуровневом имитационном моделирующем процессе с применением физических и структурных моделей. Физические модели надежности элементов используются на низших уровнях, а структурные модели – на высших.

DETERMINATION OF OPERATIONAL RELIABILITY INDICATORS OF AVIATION EQUIPMENT TAKING INTO ACCOUNT ICAO RECOMMENDATIONS

On the basis of the developed technique for estimation of aviation equipment reliability indicators, the results of determination of orientating reliability indicators of helicopters and their functional systems are presented. The list and the main reasons for the change of reliability indicators for 2016–2020 are determined.

Mathematical modelling of joint reliability indicators taking into account complex formation of surface quality metrics and physical and mechanical properties of functional surface materials

The article deals with the problems of engineering support of the main indicators of reliability (durability) for the shape elements of molds. The influence of geometric, physico-mechanical, and physico-chemical parameters of surface quality on the formation of the required service characteristics of mating parts that ensure the established operating time of the product for failure is studied. The results of the influence of ion-plasma treatment on the structure and phase composition are presented: 1.2344 and 1.2379 tool steels (DIN). It is evaluated that the glow discharge treatment leads to the erosion of the fingerprints, appearing in the process of nitriding of this type of steel and it also causes thickening of defects in the matrix phase α-Fe together with fine grading CrN, as well as the dispersion of carbide inclusions and their uniform distribution in the surface layer to a depth of up to 80 microns, resulting in the increase of the microhardness of the surface by 15 - 18 %.

Simulation modelling of operational tests to assess the reliability of railway automation software systems

A simulation model for in-servicetesting of software reliability assessment for railway automation systems is described in this paper. As a basic concept, the reliability indicators are calculated using the concept of a reference object, being the most common element of the respective train protection systems on the road network. We are aware that this concept is embedded in the subsystem for the formation of the reference object-element infrastructure of JSC “Russian Railways”, involving the function of bringing all track, electrification and power supply facilities as well as automation and telemechanics facilities to the reference objects. In order to develop this approach, the “Performance Test Simulation” application was developed on the Windows Presentation Foundation (WPF) platform, using the object- and component-oriented programming language C#, allowing the practical simulation of performance tests of reference objects of various types, during the design phase, using the Monte Carlo method.

Teacher Perspectives on the Impact of the Cyber Press on the Development of Religious Knowledge among Hearing-Impaired Students

The electronic press has constituted a real civilized renaissance in the field of media, and the younger generation has benefited from it. This will make it the first medium during the coming period to become a new media system that enjoys the characteristics and advantages acquired from the traditional press, of which the electronic press is an extension, and those from the new method. The study identifies the impacts of the cyber press on the development of religious knowledge among hearing-impaired students from their teachers’ point of view. Hearing-impaired students need more attention to develop their religious knowledge through the electronic press, as hearing impairment has many adverse effects on their learning. It affects their ability to move freely and interact with the environment. In addition, it affects their skills in interacting with others and their insecurity and confidence, resulting in an isolated social life. We used means, standard deviations, and two-way analysis of variance (ANOVA) to identify the impact of the cyber press on the development of religious knowledge among hearing-impaired students. The study sample consisted of 80 teachers who teach hearing-impaired students. A questionnaire about teachers’ perspectives on the impacts of the cyber press on the development of religious knowledge among hearing-impaired students was used to collect data after checking the validity and reliability indicators. Results show that the impact of the cyber press on the development of religious knowledge is moderate. The results also show statistically significant differences in the gender variable in favor of males, and in the years of experience variable in favor of 10 years and more. Results also show statistically significant differences attributable to the impact of academic qualification in favor of the postgraduate category. We recommend that the cyber press pay more attention to religious education for hearing-impaired students through a broader and deeper presentation of contemporary religious issues.

Evaluating children’s websites from an information visualization perspective: findings of a comparative mixed-methods study

Purpose This study aims to evaluate the selected children’s websites in terms of information visualization features based on the criteria existing in the related literature and expert scrutiny. Design/methodology/approach A mixed-methods (qualitative-quantitative) study was conducted with a descriptive-comparative approach. A set of 80 English websites, as well as 24 quality Persian websites, were selected constituting a sample size of 104 websites. A conceptual model was developed from an extensive literature review on information visualization in children’s websites. In the quantitative part, a checklist derived from the conceptual model and based on the heuristic evaluation method was distributed among 20 related experts, the data of which were then analysed through Partial Least Squares using SmartPLS 3.0. Findings Confirmatory factor analysis showed high-reliability indicators and fit indices in measurement and structural models showing that the conceptual model had the necessary validities among the expert evaluators. Path coefficients showed that layout design and user interface design were the first and last priorities among the dimensions. It was also found that English websites were much more successful than Persian websites in supporting the features of information visualization. Originality/value The current study has implications for the effective use of standard features related to information visualization in children’s websites usable for designers, media specialists, parents, instructors and librarians, which would also make the children more engaged to better use, learn and interact with the websites.

ON THE QUESTION OF EVALUATING THE RELIABILITY OF MICROPROCESSORS

The paper considers the trends in the development of foreign microprocessors for comput-ers. Special attention is paid to a series of high-performance Loongson processors manufactured in China. The reliability indicators of processors and models for calculating the operational failure rate are given.