models processes methods and tools of market risk management

... Completing the models, processes, methods and tools of market risk management 3.2.3.1 Completing the market risk management model Vietinbank has established Risk Management Committee and Assets and Liabilities ... the level of risk, (3) Monitoring risk through market risk report and market risk assessment strategies (4) Controlling risks through risk limit and the audit process of market risk management ... for market risk management of Vietnam Joint Stock Commercial Bank For Industry And Trade Completing the framework of market risk management; establishing a proper procedure of market risk management; ...

Ngày tải lên: 18/07/2014, 15:41

... Volatility of Market Risk in Groups of Viet Nam Listed Medicine and Medical Company Groups During and after the Financial Crisis 2007-2011 Year 2013 The Volatility of Market Risk in Groups of Viet ... Equity and Asset Beta There are several kinds of business risks including systematic and unsystematic risk In financial markets, systematic risk relates to the overall risk of the whole market, ... also called systemic risk Market risk, indicated by beta β, can be known by the decreasing value of an investment because of movement of market factors Market risk coming from market factors can...

Ngày tải lên: 08/08/2015, 19:23

... Limitations and suggestions of data 151 10.2.2 Limitations and suggestions of methods 151 10.2.3 Limitations and suggestions of models 153 10.2.4 Limitations and suggestions about tools ... coefficients of performance profiles of different models on testing and validation sets using CV and RS method CC_AUC, CC_SE and CC_SP indicate the correlation coefficient of AUC, SE and SP values of testing ... performances of most of the models are promising and some of the models achieve sensitivity and specificity values higher than 90% This demonstrates the huge potential of the application of the QSAR methods...

Ngày tải lên: 10/09/2015, 09:02

... Rigorously defined meta -models of business models in the form of formal reference models or ontologies can help in developing new softwarebased management and IS tools BUSINESS AND INFORMATION SYSTEMS ... Mutual Understanding of IT/IS and Business The social dimension of linkage between business and IS is defined as the level of mutual understanding of and commitment to the business and IT mission, ... producing concepts and models and also produced a body of literature on business models Yet, few of these concepts are translated into software-based tools, although, in our opinion such tools could...

Ngày tải lên: 15/03/2014, 21:20

... – Optimizing Methods and Tools, Edited by Harry Edmar Schulz, André Luiz Andrade Simões and Raquel Jahara Lobosco p cm ISBN 978-953-307-712-3 free online editions of InTech Books and Journals ... equations and procedures followed to study fluid motion, the books “Fundamentals of Hydro and Aerodynamics“ and “Applied Hydro and Aerodynamics“ by Prandtl and Tietjens (1934) present the theory and ... interpretations of this phrase, let us study and understand the fluids, and let us help to build the bridge Harry Edmar Schulz, André Luiz Andrade Simões and Raquel Jahara Lobosco University of São Paulo...

Ngày tải lên: 19/06/2014, 10:20

... performances Contact of individual particles with structure is often the major source of wear and erosion Sizeand shape-change processes, such as breakage and chemical reaction of individual particles, ... computational costs of various numerical models As computer technology for hardware and software advances so rapidly, it also push scientific and engineering simulations to high standards of requirement ... based on preliminary understanding of the physical characteristics of a system of interest, pick up the right models, combine them together, and develop/use appropriate models for the specific system...

Ngày tải lên: 19/06/2014, 10:20

... particle methods 3.1 The basis of the methods The key idea of smoothed particle methods lies in discretization of the problem domain into a set of Lagrangian particles, which play the role of nodes ... Hydrodynamics – Optimizing Methods and Tools where a b  1 2 – numerical indices of coordinates, v a – components of the velocity vector, F a – components of the vector of volumetric forces density, ... for numerical simulation of them Particle methods form the special class of meshless methods, which mainly based on the strong form of governing equations of gas dynamics and fluid dynamics The...

Ngày tải lên: 19/06/2014, 10:20

... radius of the drops and the physical properties of the fluids and surfaces, describes the film profile evolution and predicts the film stability, time scale and film thickness The dynamics of collision ... simulations the mechanism of formation of satellite drops was also studied, 86 Hydrodynamics – Optimizing Methods and Tools confirming that the principal cause of the formation of satellite drops is ... different methods to approach the dynamics of liquid drops by a numerical integration of the Navier-Stokes equations These examine the motion of droplets and the dynamics that it follows in time and...

Ngày tải lên: 19/06/2014, 10:20

... number of 200 and a Mach number of Ma = 0.3 with τ = 0, 0.01, 0.1 and (◦, , ♦ and ) Conclusions and perspectives We arrived to a good agreement between the derived generalised equations of motion ... limit of small Mach number, Ma  ),  II and  III become negligible and hence    I In Eq (7), Q is the 134 Hydrodynamics – Optimizing Methods and Tools energy source term that features out of ... 1.5 Ω 0.5 0 t 10 Fig Temporal evolution of the enstrophy Ω for a Reynolds number of 200 and a Mach number of Ma = 0.3 with τ = 0, 0.01, 0.1 and (◦, , ♦ and compressible Navier-Stokes simulation...

Ngày tải lên: 19/06/2014, 10:20

... Institute of Energy Conversion, Chinese Academy of Sciences, Guangzhou 2Key Laboratory of Ocean Energy Utilization and Energy Conservation of Ministry of Education, Dalian University of Technology, ... steps Fig Temporal variation of the total amount of each component 100000 160 Hydrodynamics – Optimizing Methods and Tools Lattice Boltzmann Computations of Transport Processes in Complex Hydrodynamics ... demonstrates the accuracy and usefulness of the proposed method 4.3 Melting of pure gallium Melting of pure gallium in a rectangular cavity is a standard benchmark problem for validation of phase change...

Ngày tải lên: 19/06/2014, 10:20

... bubble growth and departure to some extent 170 Hydrodynamics – Optimizing Methods and Tools Fig Propagation of temperature field 3.4.4 Characteristics of two bubbles growth on and departure ... where ρ and μ are density and viscosity, respectively Choice of the velocity scale u s and geometric scale ls depends on the given problem 176 Hydrodynamics – Optimizing Methods and Tools Will-be-set-by-IN-TECH ... Optimizing Methods and Tools Will-be-set-by-IN-TECH Representation (10) will be called a principle of formal decomposition of pressure Basic idea of the method consists in application of the efficient...

Ngày tải lên: 19/06/2014, 10:20

... accuracy is offered 222 Hydrodynamics – Optimizing Methods and Tools The formation of the finite-elemental models for all extended pipelines and the numerical decision of equations of liquid movement ... using traditional methods of computational hydrodynamics and for obtaining of hydrodynamic processes multifactor approximation models This approach is illustrated by hydrodynamics processes neural ... the medium of MATLAB, adjusting the parameters of the network 204 Hydrodynamics – Optimizing Methods and Tools to the known values of the objective function within the given points of its definitional...

Ngày tải lên: 19/06/2014, 10:20

... Comparison of physical and numerical models: Water levels in the chambers, for a Lock to Lock operation with 21 m of initial head difference 230 Hydrodynamics – Optimizing Methods and Tools 2.4 ... of the largest eddies of the U branch with those of the S branch is responsible for the generation of the coherent out- 241 Interaction Between Hydraulic and Numerical Models for the Design of ... eddy viscosity models, and standard, RNG and non-linear  two equation models (Speziale, 1987) Considering that the transport of turbulence is significant with the presence of submerged weirs,...

Ngày tải lên: 19/06/2014, 10:20

... Methods and Tools G1 G2 11 G3 14  u / U mean  v / Umean 0.219 0.269 Lower profile No of vertical points Zone of calculation Upper profile Mesh 0.363 0.34 Upper profile 0.218 0.262 Lower profile ... Hydrodynamics – Optimizing Methods and Tools 4.3 Helical secondary current and submerged weirs Fig 17 shows a plan view of the simulated 3D flow and comparison of computed and measured secondary ... of Two Phase Flows on Stepped Spillways R J Lobosco2, H.E Schulz1,2 and A L A Simões2 1Nucleus of Thermal Engineering and Fluids of Hydraulics and Sanitary Engineering School of Engineering of...

Ngày tải lên: 19/06/2014, 10:20

... sketch of the mentioned region is seen in Fig Fig Sketch of superficial disturbances and formation of drops and bubbles around the interface 292 Hydrodynamics – Optimizing Methods and Tools 3.3 ... and Tools Bubbles and drops were “formed” in the numerical simulations, as shown in Fig 16 However, the sizes of both depend of the numerical mesh used, and, in this sense, the reproduction of ... open software Some useful links with open software information are addressed in Table with the respective version of software applied in this study 306 Hydrodynamics – Optimizing Methods and Tools...

Ngày tải lên: 19/06/2014, 10:20

... channel of the plate -and- frame module presented in Fig 17 328 Hydrodynamics – Optimizing Methods and Tools Fig 19 A visualization of feed flow in the distribution channel 3.2.1 Uniformity of flow ... majority of the MD processes occur in the regions with the local packing fraction, φ between 0.3 and 0.6 Production rate (93%) of the module is from these regions, and they occupy only 75% of the ... elimination of nets and by an increase of the number of channels on a module plate so that their walls fill the role of edges supporting the membrane (Fig 17) It was found that an arrangement of edges...

Ngày tải lên: 19/06/2014, 10:20

... Analysis of Gas Separation Processes of HFC-134a from Gaseous Mixtures with NitrogenComparison of Two Types of Gas Separation Methods, Liquefaction and HydrateBased Methods, in Terms of the Equilibrium ... submerged impinging jets and close-circuit loops have been used and have been important in the improvement of the 354 Hydrodynamics – Optimizing Methods and Tools understanding of the corrosion process ... diffusion of one of the species between the bulk fluid and the surface could be modelled completely by the rate of mass transfer of the rate limiting species and the Reynolds (Re), Sherwood (Sh) and...

Ngày tải lên: 19/06/2014, 10:20

... maximum of void fraction is the result of opposite action of lift force and wall force Essential feature in the case of bubbles in VAE is the absence of the bottom gas injection and generation of ... stripping processes of ammonia to understand the characteristics of the WSA Air stripping of ammonia is generally carried out in stripping tanks and packed towers The mass transfer coefficients of some ... more than 160 mg/l of NH3-N and more than 30 mg/l of total P The national discharge standards of pollutants for livestock and poultry breeding stipulated that the COD, NH3-N and total P must be...

Ngày tải lên: 19/06/2014, 10:20

... improvement be really reached and what is the calculation cost of the work Because of complexity of the full numerical model of VAEs and the lack of the experimental data the models of polydispersity were ... distribution of  across the vertical gap, that defines the cross profile of vertical component of a velocity and in somewhat may effect the mass flow 410 Hydrodynamics – Optimizing Methods and Tools ... region of small  , the motion of a gas phase is 412 Hydrodynamics – Optimizing Methods and Tools determined only by their buoyancy and the carrier flow The vertical component of gradient of ...

Ngày tải lên: 19/06/2014, 10:20

... drawing of KNR showing building layouts and process flows by time period Note abutment and connection of key environments, including Ni ER [#9 and 12], and Ni and Cu purification [#10 and 11] ... cases of lung cancer and of nasal cancer in a cohort of 495 workers, all of whom were employed at CC between 1948 and 1962 All 64 cases were first employed before 1957; and the reported SIRs (standardized ... (from the washing of anode scrap and pumping of anode slimes) and less than years of LC&S work ([3].pp56) This same subgroup's lung cancer risk, however, was elevated with observed and 2.51 expected...

Ngày tải lên: 20/06/2014, 00:20