One objective of the BCBS is to implement minimum supervisory capital standards in the banking sector. Basel I to Basel III attempted to maintain a minimum capital standard for credit risk, market risk and operational risk. Many loopholes were highlighted through years when political and economic disturbances occurred and caused volatility in the financial markets. This study analysed five major South African banks from 2002–2012 to determine the size of these disturbances on the regulatory capital levels. The empirical portion of this study comprised of statistical models to be applied to the quantitative observations of capital levels. These measurements served as the bases of comparison between the five banks. After the investigation it was evident that the capital levels of these five banks first decreased as the South African economy prevailed in a boom phase and banks were at ease. When the 2007–2009 financial crisis struck, the capital levels increased again in respect of the three risks. Global volatility surfaced as economic and political factors were introduced into the markets / MCom (Risk Management), North-West University, Vaal Triangle Campus, 2014

One objective of the BCBS is to implement minimum supervisory capital standards in the banking sector. Basel I to Basel III attempted to maintain a minimum capital standard for credit risk, market risk and operational risk. Many loopholes were highlighted through years when political and economic disturbances occurred and caused volatility in the financial markets. This study analysed five major South African banks from 2002–2012 to determine the size of these disturbances on the regulatory capital levels. The empirical portion of this study comprised of statistical models to be applied to the quantitative observations of capital levels. These measurements served as the bases of comparison between the five banks. After the investigation it was evident that the capital levels of these five banks first decreased as the South African economy prevailed in a boom phase and banks were at ease. When the 2007–2009 financial crisis struck, the capital levels increased again in respect of the three risks. Global volatility surfaced as economic and political factors were introduced into the markets / MCom (Risk Management), North-West University, Vaal Triangle Campus, 2014

Environmental concerns caused by burning fossil fuel and the safety concerns associated with nuclear power plants have led to increased interest and investment in wind power. Wind penetration in power systems is rapidly increasing world-wide and creating significant impacts on the overall system performance. The impact of wind generation on the overall system performance increases substantially as wind penetration in power systems continues to increase to relatively high levels. It becomes increasingly important to accurately model the wind behavior, the interaction with other wind sources and conventional sources, and incorporate the characteristics of the energy demand in order to carry out a realistic evaluation of system reliability. Analytical methods using annual wind models have generally been used for reliability evaluation of wind integrated power systems. These methods do not recognize the seasonal and diurnal load following capability of wind. In this thesis, the system adequacy indices are first evaluated on an annual and seasonal basis and then a technique is developed to incorporate the diurnal load following capability of wind. Power systems with high wind penetrations are often connected to multiple wind farms at different geographic locations. Wind speed correlations between the different wind farms largely affect the total wind power generation characteristics of such systems, and therefore should be an important parameter in the wind modeling process. Another concern that arises is the lack of time-synchronized data, especially at the planning phase, which limits the capability of system planners to accurately model multiple correlated wind farms using simple analytical methods. A simple and appropriate probabilistic analytical wind model which can be used for adequacy evaluation of multiple wind-integrated power systems is proposed in the thesis. A simple analytical method to develop an approximate wind model of multiple correlated wind farms when time-synchronized wind data is not available is also proposed in the thesis. The methods to incorporate correlations in the adequacy evaluations of wind integrated power systems presented in the thesis are expected to be highly useful for system planners and policy makers as wind penetration continues to increase.

It is the general consensus that continuous and comprehensive health care of good quality should be available to all, under conditions that are convenient, comfortable, and not detrimental to the dignity or self-respect of the individual. This study concerns the adequacy of health services as perceived by persons living in rural, urban, and urbanizing-rural areas of Utah. It is also a study (1) to determine the degree to which various demographics found to be related to differential medical needs in metropolitan areas is related to perception of health services, and (2) to assess the congruence between empirical and perceived availability of health services among persons of varying age, sex, education, and other conditions generally related to the use of health services. The findings on perceived availability tend to more closely reflect the actual availability of health services than demographic background differences between urban and rural areas. The urbanizing-rural areas, however, do not reflect the actual availability of health services, as much as they do the improvement in availability of health services. Within both rural and urban areas and to a lesser degree within urbanizing-rural areas, health service delivery as perceived by different categories of the population appears to be quite equitable.

Reserve Required System, a monetary policy manipulated by Taiwanese Government has been gradually reduced or even abandoned in global financial market, which eliminates the international competiveness of domestic banking industry. However, the government has no intention in implementing Zero Reserve Requirement. Given current domestic monetary policies as well as system of banking supervision, I propose "Risk-Based Deposit Reserves" for financial authorities implement. Current international usage sets an absolute value of reserve ratio, not in accordance with its operating risk. Therefore I designed a ¡§Five-Level Differential Deposit Reserve System¡¨ based on Capital Adequacy Ratio and Composite Risk Rating Score of the bank. Such innovation will help increase the quality of banks and eliminate unhealthy banks which will strengthen domestic banking industry in challenges of Basel ¢» and its competitiveness.

Abstract With the liberalization and globalization, the scope for banks is much more sophisticated in decade. Accompanied with Asian Financial Crisis, the Non-Performing Loan (NPL) ratio of domestic financial institutions has increased significantly. Consequently, this research adopts 2SLS to estimate simultaneous equations and examines the impact of risk-based capital regulation on NPL ratio and operating performance. The empirical results are summarily as following: 1. There exists a negative relationship between capital adequacy ratio and NPL ratio, which means that the higher the capital adequacy ratio is, the lower the NPL loan will be. Therefore, adopting the capital regulation will be helpful to improve the balance-sheet structure. 2. With the change of capital adequacy ratio, ROE moves in the same direction; that is, there is a positive relationship between capital adequacy ratio and ROE. Usually, the high-profit companies have more cash flow to support the capital requirement. 3. Examining the effectiveness of ¡§First-Stage Financial Reform Policy¡¨, we find that only 12% and 26% of the banks are not qualified for capital adequacy ratio and NPL ratio, respectively.. Thus, the ¡§First-Stage Financial Reform Policy¡¨ has achieved the preliminary goal. 4. We adopt t-test to distinguish whether the difference between actual and standard figures is significantly large for those disqualified banks. It shows that the main factor might be because of the essential problem of bad asset-debt structure, and not the lack of time to adapt themselves to the new regulation.

Ultrasound has become a widely available imaging modality for the investigation of patients with a variety of clinical conditions. Concerns have been raised by clinicians and government alike that a sizeable proportion of this imaging may be unnecessary, inappropriate or of inadequate quality for patient management. This study aims to prospectively evaluate the opinions of treating vascular clinicians as to whether the vascular ultrasound imaging studies that patients bring with them when initially referred are necessary, and technically adequate to permit clinical decision-making for the patient’s management. Vascular clinicians Australia-wide were invited to participate in the study in April 2003. They were asked to recruit their next 50 consecutive new patients, eligible to be enrolled in the study, who presented with ultrasound scans organized by their referring doctor. The clinicians were asked to fill out a two-page proforma detailing the diagnosis, if known, and their opinion regarding the study and report, whether they required further information, and what investigations they would have ordered if seeing the patient for the first time, in a primary setting. 17 vascular clinicians Australia-wide agreed to participate in the study and to recruit their next 50 patients referred to them with vascular ultrasound imaging performed prior to specialist consultation. 473 Proformas were returned for analysis. Of all studies performed, 19 percent were judged unnecessary. Studies that were considered necessary however, were, in some cases, technically inaccurately or inadequately reported in 27 percent of cases, and 67 percent of these studies were then repeated. The NATAVUS Study has demonstrated that a significant percentage of ultrasound imaging performed by referring clinicians to vascular specialists is unnecessary, and that necessary imaging does not, in a large percentage of cases, provide accurate and adequate data to allow for specialist clinical decision-making. The data from this study has the potential to develop guidelines for appropriate use of vascular ultrasound imaging for various vascular conditions. If the results of this study were to be duplicated in a larger study, development and adoption of such guidelines would have the potential to generate significant cost savings to the health system by the elimination of some unnecessary testing. This is of particular relevance with Australia’s ageing population.

The objective of this study is to determine whether there are inadequacies in the rural financial markets of Virginia. The analysis is based on data from a survey of farm and non-farm small businesses, in five rural counties in Virginia. A Probit model is used to determine whether the financing difficulty encountered by small rural businesses is significantly determined by non-risk characteristics of users of capital and/or non-risk characteristics of local capital markets. Four variables representing different aspects of financing difficulty are used as the dependent variables in each of the four models used in this study. These variables are, loan denial and non-local financing reported by the survey respondents, opinions of survey respondents on the adequacy of local capital markets, and their expectations on future satisfaction with the performance of the local capital market. Businesses' risk characteristics should be the only determinant of the financing difficulty faced by capital users. However, this analysis indicates that access to capital is determined by non-risk local businesses' and local financial market characteristics as well. Among the most influential non-risk characteristics are: firm size, number of non-local locations, number of competitors in the local market, form of ownership, size of local financial institutions, and local financial institutions' specialization in lending to small businesses. In addition there are large differences in the way financing needs are met in different economic sectors in rural areas. Non-agricultural businesses seem to have less access to financing compared to agricultural businesses. Further, there is evidence that information in rural financial markets is not complete, and that the sources of information are limited. The evidence on availability of capital is mixed and insufficient to conclude that this is an issue in rural Virginia. The results of the analysis are used to identify ways to increase the availability of cost efficient capital for new and small businesses in rural areas in Virginia. The recommendations include considerations on how to improve governmental presence in rural capital markets to provide or facilitate better access to capital. / Ph. D.

Submitted by Fabio Sobreira Campos da Costa (fabio.sobreira@ufpe.br) on 2017-05-23T12:23:58Z No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) SOME NEW FAMILIES OF CONTINUOUS DISTRIBUTIONS.pdf: 5612905 bytes, checksum: 3fd32464f68606705a4b23070897a8e2 (MD5) / Made available in DSpace on 2017-05-23T12:23:58Z (GMT). No. of bitstreams: 2 license_rdf: 811 bytes, checksum: e39d27027a6cc9cb039ad269a5db8e34 (MD5) SOME NEW FAMILIES OF CONTINUOUS DISTRIBUTIONS.pdf: 5612905 bytes, checksum: 3fd32464f68606705a4b23070897a8e2 (MD5) Previous issue date: 2016-06-27 / FACEPE / The area of survival analysis is important in Statistics and it is commonly applied in biological sciences, engineering, social sciences, among others. Typically, the time of life or failure can have different interpretations depending on the area of application. For example, the lifetime may mean the life itself of a person, the operating time of equipment until its failure, the time of survival of a patient with a severe disease from the diagnosis, the duration of a social event as a marriage, among other meanings. The time of life or survival time is a positive continuous random variable, which can have constant, monotonic increasing, monotonic decreasing or non-monotonic (for example, in the form of a U) hazard function. In the last decades, several families of probabilistic models have been proposed. These models can be constructed based on some transformation of a parent distribution, commonly already known in the literature. A given linear combination or mixture of G models usually defines a class of probabilistic models having G as a special case. This thesis is composed of independent chapters. The first and last chapters are short chapters that include the introduction and conclusions of the study developed. Two families of distributions, namely the exponentiated logarithmic generated (ELG) class and the geometric Nadarajah-Haghighi (NHG) class are studied. The last one is a composition of the Nadarajah-Haghighi and geometric distributions. Further, we develop a statistical library for the R programming language called the AdequacyModel. This is an improvement of the package that was available on CRAN (Comprehensive R Archive Network) and it is currently in version 2.0.0. The two main functions of the library are the goodness.fit and pso functions. The first function allows to obtain the maximum likelihood estimates (MLEs) of the model parameters and some goodness-of-fit of the fitted probabilistic models. It is possible to choose the method of optimization for maximizing the log-likelihood function. The second function presents the method meta-heuristics global search known as particle swarm optimization (PSO) proposed by Eberhart and Kennedy (1995). Such methodology can be used for obtaining the MLEs necessary for the calculation of some measures of adequacy of the probabilistic models. / A área de análise de sobrevivência é importante na Estatística e é comumente aplicada às ciências biológicas, engenharias, ciências sociais, entre outras. Tipicamente, o tempo de vida ou falha pode ter diferentes interpretações dependendo da área de aplicação. Por exemplo, o tempo de vida pode significar a própria vida de uma pessoa, o tempo de funcionamento de um equipamento até sua falha, o tempo de sobrevivência de um paciente com uma doença grave desde o diagnóstico, a duração de um evento social como um casamento, entre outros significados. O tempo de vida é uma variável aleatória não negativa, que pode ter a função de risco na forma constante, monótona crescente, monótona decrescente ou não monótona (por exemplo, em forma de U). Nas últimas décadas, várias famílias de modelos probabilísticos têm sido propostas. Esses modelos podem ser construídos com base em alguma transformação de uma distribuição padrão, geralmente já conhecida na literatura. Uma dada combinação linear ou mistura de modelos G normalmente define uma classe de modelos probabilísticos tendo G como caso especial. Esta tese é composta de capítulos independentes. O primeiro e último são curtos capítulos que incluem a introdução e as conclusões do estudo desenvolvido. Duas famílias de distribuições, denominadas de classe “exponentiated logarithmic generated” (ELG) e a classe “geometric Nadarajah-Haghighi” (NHG) s˜ao estudadas. A ´ultima ´e uma composi¸c˜ao das distribuições de Nadarajah-Haghighi e geométrica. Além disso, desenvolvemos uma biblioteca estatística para a linguagem de programação R chamada AdequacyModel. Esta é uma melhoria do pacote que foi disponibilizado no CRAN (Comprehensive R Archive Network) e está atualmente na versão 2.0.0. As duas principais funções da biblioteca são as funções goodness.fit e pso. A primeira função permite obter as estimativas de máxima verossimilhança (EMVs) dos parâmetros de um modelo e algumas medidas de bondade de ajuste dos modelos probabilísticos ajustados. E possível escolher o método de otimização para maximizar a função de log-verossimilhan¸ca. A segunda função apresenta o método meta-heurístico de busca global conhecido como Particle Swarm Optimization (PSO) proposto por Eberhart e Kennedy (1995). Algumas metodologias podem ser utilizadas para obtenção das EMVs necessárias para o cálculo de algumas medidas de adequação dos modelos probablísticos ajustados.

Magister Public Health - MPH / Background: The World Health Organization (WHO) and United Nations Children’s Fund (UNICEF) recommend exclusive breastfeeding for the first six months of life and introduction of nutritionally adequate and safe complementary foods after 6 months with continued breastfeeding to 2 years and beyond. A variety of foods in the diet is needed to ensure that the nutrient needs of breastfed and non-breastfed children are met. Price of food and affordability are the main barriers of accessing sufficient, safe and nutritious diets to meet dietary needs for an active and healthy life. Many low-income households cannot afford a healthy nutritionally adequate diet, because of the cost of nutrient-rich foods relative to income. Aim: The aim of the study was to determine whether cost of the diet is associated with dietary diversity, energy and nutrient density, and nutrient adequacy in breastfeeding and non-breastfeeding children aged 12 to 24 months. Objectives: For breastfed and non-breastfed children age 12 to 24 months, to determine: (i) dietary diversity, nutrient adequacy and cost of total dietary intake; (ii) dietary diversity, nutrient density, energy density and cost of the complementary diet; (iii) the association of cost of the diet with dietary diversity and nutrient adequacy; and (iv) the association of cost of the complementary diet with dietary diversity, nutrient density and energy density of the complementary Study design: The study is a descriptive study and used an existing dataset consisting of pooled previously collected 24-hour dietary recalls for children age 12 to 24 months from the two most recent independent studies (n=1064). The dataset included data on dietary energy and nutrients, mean adequacy ratio, nutrient adequacy ratios, micronutrient density per 100 kcal of the complementary diet and cost of food per 100g edible portion.