Stress tests and risk capital

2000 ◽  
Vol 2 (4) ◽  
pp. 27-39 ◽  
Author(s):  
Paul Kupiec
Keyword(s):  
Stress Tests ◽  
Risk Capital

scholarly journals Development and Implementation of Alternative Concept for Expected and Unexpected Losses in Corporations

TEM Journal ◽  
2020 ◽  
pp. 1116-1125
Author(s):  
Viktoriya Manuylenko ◽  
Denis Ryzin ◽  
Mariia Koniagina ◽  
Nina Lipchiu ◽  
Lubov Setchenkova
Keyword(s):  
Business Cycle ◽  
Risk Profile ◽  
Alternative Conception ◽  
Financial Risks ◽  
Stress Tests ◽  
Risk Capital ◽  
Bankruptcy Risk ◽  
Alternative Concept ◽  
Special Software ◽  
Efficient Control

The study suggests alternative conception of expected and unexpected losses in corporations. Unlike the classical conception, it suggests backing up expected losses with risk capital, taking into account loss causes during different phases of business cycle. Whereas unexpected losses that are the source of uncertainty should be adjusted based on adapted VaR method tests, stress tests and limitations that include principles of dynamic back up allocations. That should ensure timely forecast of significant financial risks guaranteeing efficient development of risk profile of corporations, and in the end increasing potential for efficient control on financial risks. From the standpoint of further conception advancing, a method for determining unexpected VaR losses was developed and implemented; it is supported with special software dedicated to bankruptcy risk symptoms identification in corporations.

Algorithms Could Replace Stress Tests

2005 ◽  
Vol 35 (13) ◽  
pp. 18
Author(s):  
SHERRY BOSCHERT
Keyword(s):  
Stress Tests

Stress Tests in Banking – main theoretical and practical aspects

2011 ◽  
Vol 3 (7) ◽  
pp. 163-165 ◽  
Author(s):  
Prof. Piotr Masiukiewicz ◽  
◽  
Paweł Dec Paweł Dec
Keyword(s):  
Stress Tests

Risk Capital—Key to Continued Prosperity

1956 ◽  
Vol 12 (2) ◽  
pp. 41-42
Author(s):  
William H. Peterson
Keyword(s):  
Risk Capital

Characterization of CMOS Structures (0.6 µm process) Submitted to HBM and COM ESD Stress Tests

1997 ◽  
Author(s):  
G. Meneghesso ◽  
E. Zanoni ◽  
P. Colombo ◽  
M. Brambilla ◽  
R. Annunziata ◽  
...  
Keyword(s):  
Electron Microscopy ◽  
Electrostatic Discharge ◽  
Stress Test ◽  
Complete Characterization ◽  
Stress Tests ◽  
Test Procedures ◽  
Emission Microscopy ◽  
Fast Rise ◽  
Scanning Electron

Abstract In this work, we present new results concerning electrostatic discharge (ESD) robustness of 0.6 μm CMOS structures. Devices have been tested according to both HBM and socketed CDM (sCDM) ESD test procedures. Test structures have been submitted to a complete characterization consisting in: 1) measurement of the tum-on time of the protection structures submitted to pulses with very fast rise times; 2) ESD stress test with the HBM and sCDM models; 3) failure analysis based on emission microscopy (EMMI) and Scanning Electron Microscopy (SEM).

The Investigation of Fluorine Induced Novel Probe Marker Discoloration

2018 ◽  
Author(s):  
W.F. Hsieh ◽  
Henry Lin ◽  
Vincent Chen ◽  
Irene Ou ◽  
Y.S. Lou
Keyword(s):  
Electric Field ◽  
Dark Field ◽  
Inspection System ◽  
Automated Inspection ◽  
Stress Tests ◽  
Auger Analysis ◽  
Corrosion Film ◽  
Scan Data ◽  
Thickness Variations ◽  
One Year

Abstract This paper describes the investigation of donut-shaped probe marker discolorations found on Al bondpads. Based on SEM/EDS, TEM/EELS, and Auger analysis, the corrosion product is a combination of aluminum, fluorine, and oxygen, implying that the discolorations are due to the presence of fluorine. Highly accelerated stress tests simulating one year of storage in air resulted in no new or worsening discolorations in the affected chips. In order to identify the exact cause of the fluorine-induced corrosion, the authors developed an automated inspection system that scans an entire wafer, recording and quantifying image contrast and brightness variations associated with discolorations. Dark field TEM images reveal thickness variations of up to 5 nm in the corrosion film, and EELS line scan data show the corresponding compositional distributions. The findings indicate that fluorine-containing gases used in upstream processes leave residues behind that are driven in to the Al bondpads by probe-tip forces and activated by the electric field generated during CP testing. The knowledge acquired has proven helpful in managing the problem.

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