Understanding the microenvironment of a PV module for better stress testing (Conference Presentation)

The article analyzes factors that affect growth of the share of non-performing loans in the loan portfolio of Russian banks and proposes approaches for this share forecasting on the basis of dynamics of macroeconomic indicators. It also deals with methodological issues of remote stress-test of lending agencies. Using the results of conducted stress-test of Russian banks the authors assess their perspective capital needs in 2010 and estimate the share of government assistance in capital injections. Furthermore, the authors define the scale of vulnerable banks groups in the Russian banking sector.

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Parametric Study of Photovoltaic Thermal Solar Collector Using An Improved Parallel Flow

Journal of Engineering Technology and Applied Physics ◽

10.33093/jetap.2020.2.1.4 ◽

2020 ◽

Vol 2 (1) ◽

pp. 19-24

Author(s):

Sakhr Mohammed Sultan ◽

Chih Ping Tso ◽

Ervina Efzan Mohd Noor ◽

Fadhel Mustafa Ibrahim ◽

Saqaff Ahmed Alkaff

Keyword(s):

Thermal Conductivity ◽

Energy Balance ◽

Parametric Study ◽

Solar Collector ◽

Parallel Flow ◽

Operating Conditions ◽

Balance Equations ◽

Conductivity Type ◽

Pv Module ◽

Sunny Weather

Photovoltaic Thermal Solar Collector (PVT) is a hybrid technology used to produce electricity and heat simultaneously. Current enhancements in PVT are to increase the electrical and thermal efficiencies. Many PVT factors such as type of absorber, thermal conductivity, type of PV module and operating conditions are important parameters that can control the PVT performance. In this paper, an analytical model, using energy balance equations, is studied for PVT with an improved parallel flow absorber. The performance is calculated for a typical sunny weather in Malaysia. It was found that the maximum electrical and thermal efficiencies are 12.9 % and 62.6 %, respectively. The maximum outlet water temperature is 59 oC.

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Stress Testing in a Value at Risk Framework

CFA Digest ◽

10.2469/dig.v29.n2.483 ◽

1999 ◽

Vol 29 (2) ◽

pp. 76-78

Author(s):

Thomas J. Latta

Keyword(s):

At Risk ◽

Value At Risk ◽

Stress Testing ◽

A Value ◽

Risk Framework

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Integrating Stress Testing with Risk Management

CFA Digest ◽

10.2469/dig.v29.n4.585 ◽

1999 ◽

Vol 29 (4) ◽

pp. 87-88

Author(s):

Bruce D. Phelps

Keyword(s):

Risk Management ◽

Stress Testing

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Stress Testing Credit Risk: The Great Depression Scenario

CFA Digest ◽

10.2469/dig.v42.n4.83 ◽

2012 ◽

Vol 42 (4) ◽

pp. 186-188

Author(s):

Marc L. Ross

Keyword(s):

Credit Risk ◽

Great Depression ◽

Stress Testing ◽

The Great Depression

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Liquidity Gap Report for Stress Testing Structural Liquidity Risk

GIS Business ◽

10.26643/gis.v12i6.3313 ◽

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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