Market risk charge of the trading book: a comparison of the Basel II and Basel III

This paper aims to investigate if the market capital charge of the trading book increased in Basel III compared to Basel II. I showed that the capital charge rises by 232% and 182% under the standardized and internal model, respectively. The varying liquidity horizons, the calibration to a stress period, the introduction of credit spread risk, the restrictions on correlations across risk categories and the incremental default charge boost Basel III requirements. Nevertheless, the impact of Expected shortfall at 97.5% is low and long term shocks decrease the charge. The standardized approach presents advantages and disadvantages relative to internal models.

Analysis and implementation of a multi-ratio switched capacitor DC-DC converter for a supercapacitor power supply

An energy harvesting system requires an energy storing device to store the energy retrieved from the surrounding environment. This can either be a rechargeable battery or a supercapcitor. Due to the limited lifetime of rechargeable batteries, they need to be periodically replaced. Therefore, a supercapacitor, which has ideally a limitless number of charge/discharge cycles can be used to store the energy; however, a voltage regulator is required to obtain a constant output voltage as the supercapacitor discharges. This can be implemented by a Switched-Capacitor DC-DC converter which allows a complete integration in CMOS technology, although it requires several topologies in order to obtain a high efficiency. This thesis presents the complete analysis of four different topologies in order to determine expressions that allow to design and determine the optimum input voltage ranges for each topology. To better understand the parasitic effects, the implementation of the capacitors and the non-ideal effect of the switches, in 130 nm technology, were carefully studied. With these two analysis a multi-ratio SC DC-DC converter was designed with an output power of 2 mW, maximum efficiency of 77%, and a maximum output ripple, in the steady state, of 23 mV; for an input voltage swing of 2.3 V to 0.85 V. This proposed converter has four operation states that perform the conversion ratios of 1/2, 2/3, 1/1 and 3/2 and its clock frequency is automatically adjusted to produce a stable output voltage of 1 V. These features are implemented through two distinct controller circuits that use asynchronous time machines (ASM) to dynamically adjust the clock frequency and to select the active state of the converter. All the theoretical expressions as well as the behaviour of the whole system was verified using electrical simulations.

Measurement of the charge asymmetry in dileptonic decays of top quark pairs in pp collisions at s√=7 TeV using the ATLAS detector

A measurement of the top--antitop (tt¯) charge asymmetry is presented using data corresponding to an integrated luminosity of 4.6 fb−1 of LHC pp collisions at a centre-of-mass energy of 7 TeV collected by the ATLAS detector. Events with two charged leptons, at least two jets and large missing transverse momentum are selected. Two observables are studied: AℓℓC based on the identified charged leptons, and Att¯C, based on the reconstructed tt¯ final state. The asymmetries are measured to be AℓℓC=0.024±0.015 (stat.)±0.009 (syst.), Att¯C=0.021±0.025 (stat.)±0.017 (syst.). The measured values are in agreement with the Standard Model predictions.

Measurement of the production and lepton charge asymmetry of W bosons in Pb plus Pb collisions at root s(NN)=2.76 TeV with the ATLAS detec

A measurement of W boson production in lead-lead collisions at sNN−−−√=2.76 TeV is presented. It is based on the analysis of data collected with the ATLAS detector at the LHC in 2011 corresponding to an integrated luminosity of 0.14 nb−1 and 0.15 nb−1 in the muon and electron decay channels, respectively. The differential production cross-sections and lepton charge asymmetry are each measured as a function of the average number of participating nucleons ⟨Npart⟩ and absolute pseudorapidity of the charged lepton. The results are compared to predictions based on next-to-leading-order QCD calculations. These measurements are, in principle, sensitive to possible nuclear modifications to the parton distribution functions and also provide information on scaling of W boson production in multi-nucleon systems.

Analysis of events with b-jets and a pair of leptons of the same charge in pp collisions at √s=8 TeV with the ATLAS detector

An analysis is presented of events containing jets including at least one b-tagged jet, sizeable missing transverse momentum, and at least two leptons including a pair of the same electric charge, with the scalar sum of the jet and lepton transverse momenta being large. A data sample with an integrated luminosity of 20.3 fb−1 of pp collisions at s√=8 TeV recorded by the ATLAS detector at the Large Hadron Collider is used. Standard Model processes rarely produce these final states, but there are several models of physics beyond the Standard Model that predict an enhanced rate of production of such events; the ones considered here are production of vector-like quarks, enhanced four-top-quark production, pair production of chiral b′-quarks, and production of two positively charged top quarks. Eleven signal regions are defined; subsets of these regions are combined when searching for each class of models. In the three signal regions primarily sensitive to positively charged top quark pair production, the data yield is consistent with the background expectation. There are more data events than expected from background in the set of eight signal regions defined for searching for vector-like quarks and chiral b′-quarks, but the significance of the discrepancy is less than two standard deviations. The discrepancy reaches 2.5 standard deviations in the set of five signal regions defined for searching for four-top-quark production. The results are used to set 95% CL limits on various models.

Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Reports of the Princeton University Expeditions to Patagonia, 1896-1899. J. B. Hatcher in charge. Edited by William B. Scott.

v.3:pt.4 (1910)

Entwurf und Implementierung rekonfigurierbarer Controller für mechatronische Systeme

Magdeburg, Univ., Fak. für Maschinenbau, Diss., 2008

Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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Report of the United States Geological Survey of the territories. F.V. Hayden, United States geologist in charge ... [Final reports or monographs. vol. I]-III, V-XIII.

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