Avaliação para adequação de capital em risco de crédito sob um modelo de teste de estresse : uma abordagem objetiva

O presente trabalho visa propor uma metodologia para Teste de estresse e, consequentemente, cálculo do colchão adicional de capital em risco de crédito, conforme exigência do Comitê de Supervisão Bancária. A metodologia consiste em utilizar informações macroeconômicas para determinar o comportamento da taxa de inadimplência. Dessa forma, podemos simular possíveis cenários econômicos e, com isso, a taxa de inadimplência associada a esse cenário. Para cada cenário econômico é obtida uma taxa. Cada taxa de inadimplência fornece uma curva de perdas. Simulando diversos cenários econômicos foi possível obter diversas curvas de perda e, com elas, a probabilidade de ocorrência da perda esperada e inesperada. A metodologia foi aplicada a uma carteira de crédito pessoal para pessoa física. Os resultados se mostraram bastantes eficientes para determinar a probabilidade de ocorrência do Capital Alocado. Como consequência do teste, dado um nível de confiança, foi possível determinar qual deveria ser o Capital Alocado para fazer frente às perdas acima da perda inesperada.

On testing the Phillips curves, the IS Curves, and the interaction between fiscal and monetary policies

Esta tese é composta por três ensaios sobre testes empíricos de curvas de Phillips, curvas IS e a interação entre as políticas fiscal e monetária. O primeiro ensaio ("Curvas de Phillips: um Teste Abrangente") testa curvas de Phillips usando uma especificação autoregressiva de defasagem distribuída (ADL) que abrange a curva de Phillips Aceleracionista (APC), a curva de Phillips Novo Keynesiana (NKPC), a curva de Phillips Híbrida (HPC) e a curva de Phillips de Informação Rígida (SIPC). Utilizamos dados dos Estados Unidos (1985Q1--2007Q4) e do Brasil (1996Q1--2012Q2), usando o hiato do produto e alternativamente o custo marginal real como medida de pressão inflacionária. A evidência empírica rejeita as restrições decorrentes da NKPC, da HPC e da SIPC, mas não rejeita aquelas da APC. O segundo ensaio ("Curvas IS: um Teste Abrangente") testa curvas IS usando uma especificação ADL que abrange a curva IS Keynesiana tradicional (KISC), a curva IS Novo Keynesiana (NKISC) e a curva IS Híbrida (HISC). Utilizamos dados dos Estados Unidos (1985Q1--2007Q4) e do Brasil (1996Q1--2012Q2). A evidência empírica rejeita as restrições decorrentes da NKISC e da HISC, mas não rejeita aquelas da KISC. O terceiro ensaio ("Os Efeitos da Política Fiscal e suas Interações com a Política Monetária") analisa os efeitos de choques na política fiscal sobre a dinâmica da economia e a interação entre as políticas fiscal e monetária usando modelos SVARs. Testamos a Teoria Fiscal do Nível de Preços para o Brasil analisando a resposta do passivo do setor público a choques no superávit primário. Para a identificação híbrida, encontramos que não é possível distinguir empiricamente entre os regimes Ricardiano (Dominância Monetária) e não-Ricardiano (Dominância Fiscal). Entretanto, utilizando a identificação de restrições de sinais, existe evidência que o governo seguiu um regime Ricardiano (Dominância Monetária) de janeiro de 2000 a junho de 2008.

In vitro culture, PCR , and nested PCR for the detection of Theileria equi in horses submitted to exercise

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Electrical conductivity testing of corn seeds as influenced by temperature and period of storage

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Teste de condutividade elétrica para sementes de mamoneira

The aim was to study the efficiency of electrical conductivity test in evaluating the quality of castor seeds. Emergence of seedlings was evaluated in the field, with five seed lots of cv. AL Guarany 2002. The seeds were submitted to the following tests: germination; first count of germination; accelerated aging (45 degrees C by 24 to 100% UR), emergence of seedlings in the field, rate of speed of development of seedlings and electrical conductivity, testing the periods (2, 4, 6, 8 and 24 hours) and the number of seeds (25,50 and 75) in 75ml of distilled water conditioning to 25 degrees C. A completely randomized design was used. The averages were compared by the Tukey test at 5%. The mean laboratory and field test data were correlated. Electrical conductivity test for 4 hours with 25 seeds and 6 hours with 50 seeds, and the rate of speed emergency proved efficient in the selection of lots vigor by providing information equivalent to the emergence of seedlings in the field.

Um sistema para estimação da vazão de gás de poços produzindo por Plunger Lift para vaso separador de teste em plataformas de petróleo

This work intends to analyze the behavior of the gas flow of plunger lift wells producing to well testing separators in offshore production platforms to aim a technical procedure to estimate the gas flow during the slug production period. The motivation for this work appeared from the expectation of some wells equipped with plunger lift method by PETROBRAS in Ubarana sea field located at Rio Grande do Norte State coast where the produced fluids measurement is made in well testing separators at the platform. The oil artificial lift method called plunger lift is used when the available energy of the reservoir is not high enough to overcome all the necessary load losses to lift the oil from the bottom of the well to the surface continuously. This method consists, basically, in one free piston acting as a mechanical interface between the formation gas and the produced liquids, greatly increasing the well s lifting efficiency. A pneumatic control valve is mounted at the flow line to control the cycles. When this valve opens, the plunger starts to move from the bottom to the surface of the well lifting all the oil and gas that are above it until to reach the well test separator where the fluids are measured. The well test separator is used to measure all the volumes produced by the well during a certain period of time called production test. In most cases, the separators are designed to measure stabilized flow, in other words, reasonably constant flow by the use of level and pressure electronic controllers (PLC) and by assumption of a steady pressure inside the separator. With plunger lift wells the liquid and gas flow at the surface are cyclical and unstable what causes the appearance of slugs inside the separator, mainly in the gas phase, because introduce significant errors in the measurement system (e.g.: overrange error). The flow gas analysis proposed in this work is based on two mathematical models used together: i) a plunger lift well model proposed by Baruzzi [1] with later modifications made by Bolonhini [2] to built a plunger lift simulator; ii) a two-phase separator model (gas + liquid) based from a three-phase separator model (gas + oil + water) proposed by Nunes [3]. Based on the models above and with field data collected from the well test separator of PUB-02 platform (Ubarana sea field) it was possible to demonstrate that the output gas flow of the separator can be estimate, with a reasonable precision, from the control signal of the Pressure Control Valve (PCV). Several models of the System Identification Toolbox from MATLAB® were analyzed to evaluate which one better fit to the data collected from the field. For validation of the models, it was used the AIC criterion, as well as a variant of the cross validation criterion. The ARX model performance was the best one to fit to the data and, this way, we decided to evaluate a recursive algorithm (RARX) also with real time data. The results were quite promising that indicating the viability to estimate the output gas flow rate from a plunger lift well producing to a well test separator, with the built-in information of the control signal to the PCV

Desenvolvimento e teste de um protótipo de reator de plasma com gaiola catódica rotatória para nitretação em lote de pequenas peças

The technique of ion nitriding, despite being fully consolidated in the industry, has great limitations when applied to the treatment of small parts. This is because effects that occur due to non-uniformity of the electric field, generate localized heating in parts, damaging the uniformity of nitrided layer. In addition, because the samples are treated static parts thereof are untreated. To expand the use of plasma nitriding, this work presents the development, assembly and testing of a prototype plasma reactor with rotatory cathodic cage [patent pending], able to meet these needs, giving the material a uniform treatment and opening doors to industrial scale production. The samples tested with hexagonal nuts are 6.0 mm in diameter, made of stainless steel AISI 304 nitrided at a pressure of 1 mbar in an atmosphere of 20% H2 + 80% N2 for 1 h. After treatment, testing visual inspection, optical microscopy and microhardness were carried out to check the effectiveness of the process for uniformity and hardness of the parts. All samples exhibited uniform color, and matte brownish, unlike the untreated samples, silver color and gloss. The hardness of the surface (top and sides) was 65% and even higher than the original hardness. The nitrided layer showed great uniformity in microstructure and thickness. It is concluded, therefore, that the unit was effective constructed for the purposes for which it was designed

Comparação da precisão dos resultados do teste de tetrazolio usando a metodologia alternativa e a tradicional em sementes de soja

The use of tetrazolium testing is recognized in the soybean seed quality control due to the large amount of data which it provides. Although it is considered a quick test, in 1998 an alternative methodology was proposed for the seed preconditioning, which allows 10 hours of time saving in seeds preparation. The objective of this research is to compare the accuracy of the new and the traditional tetrazolium testing. Three soybean seed genotypes were used, Conquista, Garantia and M-soy 8400, all 2000/2001 crop. The seeds were evaluated in relation to germination, evaluated with the traditional (TZt) and the alternative (Tza) tetrazolium test as well as with the accelerated aging performed in two different conditions (45 degrees C 24h(-1) and 45 degrees C 72h(-1)). After aging, the seeds too were submitted to TZt and Tza testing. The experimental design was a randomized blocks, with four replicates the 50 seeds per genotype in every evaluation, with exception only for tetrazolium test, with two replicates. The averages were compared in the Tukey test level of 5% probability. The comparison between the two methodologies in relation to level of vigor (class 1 to 3) and germination potential (class 1 to 5) indicated no statistical discrepancies, for aged non-aged seeds. This, the use of the alternative tetrazolium test is recommend in case a reduced seed preparation time is needed.

Indicadores cardiovasculares em repouso e durante um teste incremental em jovens do sexo masculino

O presente estudo comparou valores de glicemia, frequência cardíaca em repouso e durante exercício, além da composição corporal entre hipertensos e normotensos. A amostra foi composta por 32 jovens do sexo masculino, com média de idade de 22,6 anos. Inicialmente, aferiu-se a pressão arterial, para divisão em dois grupos: hipertensos e normotensos. Posteriormente foram mensurados, glicemia em jejum, impedância bioelétrica, antropometria, e a frequência cardíaca no repouso, durante o teste de esforço máximo e na fase de recuperação. A análise estatística foi composta pelo teste t- Student e análise de variância para medidas repetidas two-way, entre os grupos. O valor de significância adotado foi p = 0,05. Os dados analisados mostraram que indivíduos hipertensos apresentam maiores índices metabólicos e valores hemodinâmicos do que indivíduos normotensos, sendo estes indicadores de risco cardiovascular.

Respostas fisiológicas durante teste de caminhada dos 6 minutos em mulheres com diferentes níveis de adiposidade

Backgroud: Obesity is a major public health problem and is related to the low physical capacity when obese are compared to no-obese people, however the cause of this limitation is not completely understood. The measurement associated of physiological response to the telemetric 6MWT adds information of metabolic and respiratory system for diagnose of the functional limitation. Objective: Analyze physiological, metabolic and ventilatory responses in women with different body fat during the 6MWT. Methods: 32 women (8 non-obese, 8 Overweight, 8 Obese and 8 morbidly obese) were evaluated for anthropometry, lung function and exercise capacity. Results: Morbidly obese walked the shortest distance (400.2±38.7m), had lower VO2/Kg (12.75±3.20l/Kg/min) and lower R (0.74± 0.11) in the 6MWT compared to other groups. Analyses of metabolic (VO2 and VCO2) and respiratory (VE, VT and BF) during the test did not identify differences between groups. The evaluation of cardiac function (O2 pulse) found higher values in the OM (12.3 ± 4.9ml/bat). Conclusion: The OM had worse performance in the 6MWT compared to other groups. The physical performance may be reduced in this population related to a protocol-dependent response because the speed of 6MWT is self-adjusted allows the individual himself select the intensity of the test, making it set at a speed where there is energy saving

Surgical risk tests related to cardiopulmonary postoperative complications: comparison between upper abdominal and thoracic surgery

PURPOSE: To investigate if tests used in the preoperative period of upper abdominal or thoracic surgeries are able to differentiate the patients that presented cardiopulmonary postoperative complications. METHODS: Seventy eight patients, 30 submitted to upper abdominal surgery and 48 to thoracic surgery were evaluated. Spirometry, respirometry, manovacuometry, six-minute walk test and stair-climbing test were performed. Complications from immediate postoperative to discharge from hospital were registered. RESULTS: The postoperative complications rate was 17% in upper abdominal surgery and 10% in thoracic surgery. In the univariate regression, the only variable that kept the correlation with postoperative complications in the upper abdominal surgery was maximal expiratory pressure. In thoracic surgery, the maximal voluntary ventilation, six-minute walk test and time in stair-climbing test presented correlation with postoperative complications. After multiple regression only stair-climbing test continued as an important risk predictor in thoracic surgery. CONCLUSION: The respiratory pressure could differentiate patients with complications in upper abdominal surgery, whereas in thoracic surgery, only spirometric values and exercise tests could differentiate them.

Uma ferramenta de análise automatizada de técnicas de seleção de testes de regressão baseada em mineração de repositórios de software

The main goal of Regression Test (RT) is to reuse the test suite of the latest version of a software in its current version, in order to maximize the value of the tests already developed and ensure that old features continue working after the new changes. Even with reuse, it is common that not all tests need to be executed again. Because of that, it is encouraged to use Regression Tests Selection (RTS) techniques, which aims to select from all tests, only those that reveal faults, this reduces costs and makes this an interesting practice for the testing teams. Several recent research works evaluate the quality of the selections performed by RTS techniques, identifying which one presents the best results, measured by metrics such as inclusion and precision. The RTS techniques should seek in the System Under Test (SUT) for tests that reveal faults. However, because this is a problem without a viable solution, they alternatively seek for tests that reveal changes, where faults may occur. Nevertheless, these changes may modify the execution flow of the algorithm itself, leading some tests no longer exercise the same stretch. In this context, this dissertation investigates whether changes performed in a SUT would affect the quality of the selection of tests performed by an RTS, if so, which features the changes present which cause errors, leading the RTS to include or exclude tests wrongly. For this purpose, a tool was developed using the Java language to automate the measurement of inclusion and precision averages achieved by a regression test selection technique for a particular feature of change. In order to validate this tool, an empirical study was conducted to evaluate the RTS technique Pythia, based on textual differencing, on a large web information system, analyzing the feature of types of tasks performed to evolve the SUT

Valores de referência para o teste de caminhada com carga progressiva em indivíduos saudáveis: da distância percorrida às respostas fisiológicas

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Associação glicemia de jejum e fatores de risco como teste para rastreamento do diabete gestacional

OBJETIVOS: comparar dois testes de rastreamento do diabete gestacional. MÉTODOS: estudo prospectivo no qual foram avaliadas 356 gestantes, sem diagnóstico prévio do diabete melito, submetidas, de modo independente, a dois testes de rastreamento: associação glicemia de jejum e fator de risco (GJ+FR) e teste oral simplificado de tolerância à glicose (TTG50g). A comparação entre os métodos foi realizada pelos índices de sensibilidade (S), especificidade (E) e valores preditivos positivo (VPP) e negativo (VPN), resultados falsos, positivos (FP) e negativos (FN) e pela diferença dos resultados observados e esperados, avaliada pelo teste do Qui-quadrado (p<0,05). RESULTADOS: a associação GJ+FR determinou a confirmação diagnóstica em maior número de gestantes (187; 52,5%) que o TTG50g (49; 13,8%). Esta diferença foi significativa (p<0,05). A associação GJ+FR apresentou sensibilidade de 83,7% e valor preditivo negativo (VPN) de 95,3% em relação ao TTG50g. CONCLUSÕES: os índices elevados de sensibilidade e VPN da associação GJ+FR em relação ao TTG50g, sua simplicidade, praticidade, baixo custo e fácil replicação permitem sua indicação no rastreamento do diabete gestacional.