Linearly-increasing-stress testing of carbon steel in 4 N NaNO3 and in Bayer liquor

This paper reports the application of linearly increasing stress testing (LIST) to the study of stress corrosion cracking (SCC) of carbon steel in 4 N NaNO3 and in Bayer liquor. LIST is similar to the constant extension-rate testing (CERT) methodology with the essential difference that the LIST is load controlled whereas the CERT is displacement controlled. The main conclusion is that LIST is suitable for the study of the SCC of carbon steels in 4 N NaNO3 and in Bayer liquor. The low crack velocity in Bayer liquor and a measured maximum stress close to that of the reference specimen in air both indicate that a low applied stress rate is required to study SCC in this system. (C) 1998 Chapman & Hall.

Influence of the bonding substrate in dental composite polymerization stress testing

Our objective was to compare the polymerization stress (sigma(pol)) of a series of composites obtained using poly(methyl methacrylate) (PMMA) or glass as bonding substrates, and to compare the results with those from in vitro microleakage of composite restorations. The tested hypothesis was that stress values obtained in a less rigid testing system (i.e. using PMMA) would show a better relationship with microleakage data. Five dental composites were tested: Filtek Z250 (FZ), Z100 (Z1), Concept (CO), Durafill (DU) and Heliomolar (HM). sigma(pol) was determined in 1 mm high specimens inserted between two rods (empty set = 5 mm) of either PMMA or glass. The composite elastic modulus (E) was obtained by three-point bending. sigma(pol) and E data were submitted to a one-way analysis of variance/Tukey test (alpha = 0.05). For the microleakage test (MI), bovine incisors received cylindrical cavities (empty set = 5 mm, h = 2 mm), which were restored in bulk. After storage for 24 h in water, specimens were subjected to dye penetration using AgNO(3) as tracer. Specimens were sectioned twice, perpendicularly, and microleakage was measured (in millimeters) under 20x magnification. Data from MI were submitted to the Kruskal-Wallis test. Means (SD) of sigma(pol) (MPa) using glass/PMMA were FZ: 7.5(1.8)(A)/2.5(0.2)(bc); Z1: 7.3(0.5)(A)/2.8(0.3)(ab); CO: 6.8(1.1)(A)/3.2(0.5)(a); DU: 4.5(0.7)(B)/2.0(0.2)(bc); HM: 3.5(0.2)(B)/2.3(0.3)(c). sigma(pol) obtained using PMMA rods were 34-67% lower than with glass. Means (SD) for tooth average/tooth maximum microleakage were FZ: 0.92(0.19)(B)/1.53(0.30)(a); Z1: 1.19(0.21)(A)/1.75(0.20)(a); CO: 1.26(0.25)(A)/1.78(0.24)(a); DU: 0.83(0.30)(B)/1.68(0.46)(a): HM: 0.81(0.27)(B)/1.64(0.54)(a). The tested hypothesis was confirmed, as the composites showed the same ordering both in the polymerization stress test using PMMA rods and in the microleakage test. (C) 2009 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Exercise stress testing in healthy subjects during cholinergic stimulation after a single dose of pyridostigmine

OBJETIVE: The evaluation, by exercise stress testing, of the cardiorespiratory effects of pyridostigmine (PYR), a reversible acetylcholinesterase inhibitor. METHODS: A double-blind, randomized, cross-over, placebo-controlled comparison of hemodynamic and ventilation variables of 10 healthy subjects who underwent three exercise stress tests (the first for adaptation and determination of tolerance to exercise, the other two after administration of placebo or 45mg of PYR). RESULTS: Heart rate at rest was: 68±3 vs 68±3bpm before and after placebo, respectively (P=0.38); 70±2 vs 59±2bpm, before and after pyridostigmine, respectively (P<0.01). During exercise, relative to placebo: a significantly lower heart rate after PYR at, respectively, 20% (P=0.02), 40% (P=0.03), 80% (P=0.05) and 100% (P=0.02) of peak effort was observed. No significant differences were observed in arterial blood pressure, oxygen consumption at submaximal and maximal effort, exercise duration, respiratory ratio, CO2 production, ventilation threshold, minute ventilation, and oxygen pulse. CONCLUSION: Pyridostigmine, at a dose of 45mg, decreases heart rate at rest and during exercise, with minimal side effects and without interfering with exercise tolerance and ventilation variables.

Stress testing practices in risk management - Empirical evidence from the Finnish banking and insurance sectors

The main purpose of this study was to analyze how stress tests are used in risk management in the Finnish banking and insurance sectors. In order to enhance understanding of the topic, stress testing was explored in the context of corporate governance and regulato-ry implications of Basel II and Solvency II on stress testing were examined. In addition, the effects of the global financial crisis on stress testing were mapped and the differences in stress testing practices between the banking and insurance sector were discussed. The research method was qualitative case study and it was conducted by interviewing risk managers from ten institutions and a representative from FIN-FSA. Findings pointed out that stress testing practices vary significantly between different institutions. Interesting observations were made in terms of stress testing practices in the banking and insurance sectors. The increasing importance and use of stress tests were recognized as a result of the financial crisis. Stress testing was even considered more like art than science given the amount of challenges it involves. In general, improvements in stress tests were suggested, with an emphasis on stress concentration between different types of risks.

Stress testing and risk evaluation of new capacity payment algorithm proposed by Market Council

In the Russian Wholesale Market, electricity and capacity are traded separately. Capacity is a special good, the sale of which obliges suppliers to keep their generating equipment ready to produce the quantity of electricity indicated by the System Operator. The purpose of the formation of capacity trading was the maintenance of reliable and uninterrupted delivery of electricity in the wholesale market. The price of capacity reflects constant investments in construction, modernization and maintenance of power plants. So, the capacity sale creates favorable conditions to attract investments in the energy sector because it guarantees the investor that his investments will be returned.

Exercise stress testing before and after successful multivessel percutaneous transluminal coronary angioplasty

Controversy exists regarding the diagnostic accuracy, optimal technique, and timing of exercise testing after percutaneous coronary intervention. The objectives of the present study were to analyze variables and the power of exercise testing to predict restenosis or a new lesion, 6 months after the procedure. Eight-four coronary multi-artery diseased patients with preserved ventricular function were studied (66 males, mean age of all patients: 59 ± 10 years). All underwent coronary angiography and exercise testing with the Bruce protocol, before and 6 months after percutaneous coronary intervention. The following parameters were measured: heart rate, blood pressure, rate-pressure product (heart rate x systolic blood pressure), presence of angina, maximal ST-segment depression, and exercise duration. On average, 2.33 lesions/patient were treated and restenosis or progression of disease occurred in 46 (55%) patients. Significant increases in systolic blood pressure (P = 0.022), rate-pressure product (P = 0.045) and exercise duration (P = 0.003) were detected after the procedure. Twenty-seven (32%) patients presented angina during the exercise test before the procedure and 16 (19%) after the procedure. The exercise test for the detection of restenosis or new lesion presented 61% sensitivity, 63% specificity, 62% accuracy, and 67 and 57% positive and negative predictive values, respectively. In patients without restenosis, the exercise duration after percutaneous coronary intervention was significantly longer (460 ± 154 vs 381 ± 145 s, P = 0.008). Only the exercise duration permitted us to identify patients with and without restenosis or a new lesion.

Stress testing a complement of value-a-risk.

Rapport de stage (maîtrise en finance mathématique et computationnelle)

Stress testing credit risk: the Great Depression scenario

By employing Moody’s corporate default and rating transition data spanning the last 90 years we explore how much capital banks should hold against their corporate loan portfolios to withstand historical stress scenarios. Specifically, we will focus on the worst case scenario over the observation period, the Great Depression. We find that migration risk and the length of the investment horizon are critical factors when determining bank capital needs in a crisis. We show that capital may need to rise more than three times when the horizon is increased from 1 year, as required by current and future regulation, to 3 years. Increases are still important but of a lower magnitude when migration risk is introduced in the analysis. Further, we find that the new bank capital requirements under the so-called Basel 3 agreement would enable banks to absorb Great Depression-style losses. But, such losses would dent regulatory capital considerably and far beyond the capital buffers that have been proposed to ensure that banks survive crisis periods without government support.

Assessment of electrocardiographic parameters in healthy dogs undergoing dobutamine stress testing

The electrocardiographic effects of dobutamine stress testing (10 to 40 mu g/kg/minute) were investigated in five conscious healthy dogs. We studied the changes in the duration and amplitude of P wave, PR interval, duration of QRS complex, R wave amplitude, QT interval, and heart rate. Development of arrhythmias and ST segment abnormalities were also recorded. It was observed that dobutamine significantly affects atrioventricular-nodal conduction and total electrical systole time at higher infusion rates. Only a single episode of sustained ventricular tachycardia was observed, which was promptly restored to sinus rhythm shortly after dobutamine infusion was discontinued. No ST segment abnormalities were detected. Dobutamine stress testing was concluded to play a role in some ECG parameters at higher infusion rates.

Using stress testing to guide primary prevention of coronary heart disease among intermediate-risk patients: a cost-effectiveness analysis

Noninvasive stress testing might guide the use of aspirin and statins for primary prevention of coronary heart disease, but it is unclear if such a strategy would be cost effective.

Falling short of expectations? Stress-testing the European banking system. CEPS Policy Brief No. 315, 15 January 2014

Before the ECB takes over responsibility for overseeing Europe’s largest banks, as foreseen in the establishment of a eurozone banking union, it plans to conduct an Asset Quality Review (AQR) throughout the coming year, which will identify the capital shortfalls of these banks. This study finds that a comprehensive and decisive AQR will most likely reveal a substantial lack of capital in many peripheral and core European banks. The authors provide estimates of the capital shortfalls of banks that will be stress-tested under the AQR using publicly available data and a series of shortfall measures. Their analysis identifies which banks will most likely need capital, where a public back stop is likely to be needed and, since many countries are already highly leveraged, where an EU-wide backstop might be necessary.