信用風險長久以來是學術和實務研究的重要議題，而以往的研究常常著重在違約機率的計算與探討;而另一方面，在信評公司的系統性的評估下，信用評等的發佈適時地提供了提供了利害關係人另一種信用風險的客觀參考指標。 本文採用Moodys所研發的PFM模型(Private Firm Model，針對未上市櫃公司的KMV模型)進行台灣金融產業中未上市櫃銀行的研究，計算各被研究公司的違約距離，再加以分組比較，計算出依此模型所求出之內部信用評等分級。 由於信用評等公司所採用的評等方式多是利用已發生的財務資訊以資產品質、獲利能力、通路、風險管理能力和資本結構進行，以訪談的方式進行，其中人為主觀的成分往往無法客觀的屏除。然若可以採用股價所隱含的資訊進行分析，理論上應可以反應一家公司所有財務和非財務的資訊。本研究即試圖找出未上市櫃公司之應有股價，用以進行風險的分析研究，此即為PFM模型之精神。 最後，在有效建立出台灣未上市櫃銀行之信用分佈後，本文進一部將模型所預測出的信用評等與中華信評之既有信評歷史交叉分析以檢視兩模型之關係，研究結果顯示，加入金控的銀行具有與信評較為一致的信用評等，未加入金控銀行之信用評等則俱較明顯的不同。 / Credit risk has been long interested by scholars and practitioners in ways of different measures, especially probability of default; on the other hand, credit rating agencies such as S&P, Moodys, and Fitch also provide rating reports in a timing manner for interested parties for diverse purposes. This paper adopted Moodys’ PFM (Private Firm Model, based on KMV model for listed corporation) for exploring Taiwan’s unlisted banks’ distance to default (DD) in a bid to create our internal rating model for each bank’s credit profile. Basically, rating agencies utilize historical financial and non-financial information in terms of asset quality, profitability, risk management, and capitalization as well by in-depth interviews to assess companies’ credit, however, exclusion of fully subjective appraisers’ opinions is questioned. In contrast, stock price should, theoretically, contain sophisticated information both financially and non-financially for credit research, which is the spirit of PFM’s credit assessment. In the final session, this paper will compare credit ratings generated from internal rating model with the ratings assigned by Taiwan Ratings’ to study the correlation between these two models. It concludes that FHC-based banks have similar credit ratings as Taiwan Ratings’ but not non-FHC-based ones.

Ferroelectric materials have found a wide range of applications in data storage devices, sensors and actuators, capacitors, oscillators and filters, among others thanks to fabrication methods that allow integration into semiconductor devices at micro and nanoscales. As many of these materials also exhibit ferroelasticity, the interplay between ferroelectric and ferroelastic phenomena is a subject of intensive research. In earlier work on this topic, resonance enhanced piezoresponse force microscopy was introduced and theoretical models were developed to support quantitative imaging with PFM. The resonant PFM mechanism was thoroughly investigated, and functional materials including tetragonal polycrystalline PbZr0.3Ti0.7O3 and epitaxial PbZr0.2Ti0.8O3 thin films were studied at different length scales using resonant PFM. This technique was also used to study the ferroelectric/ferroelastic domains and their dynamics. In the current work, the interplay between ferroelectric and ferroelastic domains is investigated in both polycrystalline and epitaxial thin films, during which a type of unexpected controllable defects was proposed. It is shown that certain defects are controllable via an external electrical excitation and the strain associated with the defect can also be controlled. Lastly, ways to modify the thin film geometry with focused ion beam milling and broad beam milling and its impact on domain configurations is studied. The resulting changing geometry and the ferroelectric/ferroelectric domain modification has been compared.

不論是對保險監理者或是保戶來說，保險公司是否具有清償能力一直都是大家關注的焦點。這方面的議題探討不勝枚舉。在過去的文獻裡，大家所採用的模型不竟相同，但相同的是，大家焦點都是放在保險公司破產機率這方面。 本文使用Moody研發的KMV模型下針對未上市公司有顯著解釋能力的PFM模型(Private Firm Model)。並利用PFM模型來預測北美壽險業的違約風險。一開始，我們先從上市的壽險業中取得足夠的資料，進而去估計未上市壽險業的資產市值及資產波動度，並利用這些資料算出違約距離(Distance-to-Default)。 本文的另ㄧ個重點，是將過去文獻中有顯著的比率與違約距離作比較，試圖提出一個能夠代表市場資訊的新比率。因此，我們利用羅吉斯迴歸來對照不同變數下的模型，並利用ROC(Receiver Operating Characteristic Curve)曲線下的範圍來衡量模型的適合度。 本文所採用的上市北美壽險業與未上市北美壽險業資料，取自CompuStat、DataStream及NAIC。 / Insurer’s solvency has always been the primary concern of insurance regulators and policyholders. Researchers therefore have strived to develop various models to identify potentially troubled insurers. Our paper will contribute to the literature by applying a new method, the KMV’s private firm model (PFM), to predict the solvency/insolvency of life insurers.In this paper, we will apply the KMV’s PFM to estimate the default risk of life insurers. We will first apply the KMV’s public firm model to public life insurers and then use the two simple mapping methods to estimate the asset value and volatility of private life insurers. The estimated values and volatilities can then be used to calculate an insurer’s distance-to-default (DD) and default probability. The predictive power of PFM will be compared with the common ratio analysis using logistic regressions and Receiver Operating Characteristic (ROC) Curves. The data on public and private life insurers will come from CompuStat, DataStream and NAIC’s A-list data respectively. Both are readily available at our university.

This paper investigates the needs of a PFM (Personal Financial Management) tool in a projected banking app, where information is presented as statistics of the users’ personal economy. By studying how youths would like to monitor their finances in a banking app the paper aims to investigate what a PFM tool could include to attract consumers to use it in order to get a better control of their finances. The question of the paper is therefore: How can a banking app containing a PFM contribute to greater awareness of the users’ finances and savings, and how should such an app be designed? User tests were made to investigate what kind of statistics the users want in a PFM tool in a mobile app. The Delphi method was used to get a ranked list of ten suggestions, and a focus group interview was conducted to analyze the results further and to contribute to a qualitative view of the paper. The test results together with previous research show that a PFM tool included in a banking app could attract the target group to monitor their money, and also encourage them to save more. The respondents would like to have general statistics over their economy in a PFM tool, but also the possibility to monthly set personal budgets and monitor how well they are respected.

BiFeO3, a material with coexistence of antiferromagnetic and ferroelectric phases at room temperature, has been expecting to be used on novel devices such as FeRAM and spintronics. In this research, it is found that the surface morphologies of SrTiO3 influence the subsequence growth of SrRuO3 and Pb-dopant BiFeO¬3 (PBFO) films. The domain structures are associated to various surface structure and different thickness of PBFO investigated by a piezoresponse force microscopy. The radial-polarization-like domains was found on the PBFO island structures, and the domain size and the remnant piezoresponse increases with the thickness increasing; in contrary, the shifting of the electric coercive field occurs in the thinner films.

Orientador: Eudes Borges de Araújo / Resumo: Polycrystalline thin films of Pb0.91La0.09Zr0.65Ti0.35O3 (PLZT9/65/35) and Sr0.75Ba0.25Nb2O6 (SBN75) were prepared by the chemical polymeric routine in order to investigate their physical properties at the macro- and nanoscale. X-ray diffraction (XRD), piezoresponse force microscopy (PFM), and scanning electron microscopy (SEM) were used as investigative tools. PLZT9/65/35 and SBN75 thin films have exhibited perovskite and tungsten bronze crystal structure at room temperature, as it was expected in this nominal composition for these relaxor ferroelectric materials. In addition, Rietveld method of the crystalline structure has revealed the thickness dependence of the crystallite size, grain size, and microstrain. The transition temperature of SBN thin film showed to shift to lower temperatures, suggesting the presence of a higher defect concentration, such as oxygen vacancies, chemical disorder, and lattice defects in this film. SEM has exhibited the porosity features in both thin films and has confirmed the existence of chemical elements (such as oxygen, niobium, lanthanum, strontium, platinum, silicon and barium) in film surface and near the substrate. Ferroelectric properties have been investigated by PFM and the results have suggested a thickness and crystallite size dependence of the piezoelectric response. Also in this work, the dynamic of ferroelectric domain switching and the induced domain relaxation were studied using the switching spectroscopy PFM (SS-PFM) in both r... (Resumo completo, clicar acesso eletrônico abaixo) / Doutor

Submitted by MICHAEL DE MELO null (michaeldemelo@hotmail.com) on 2017-09-28T20:19:34Z No. of bitstreams: 1 Tese_Versão de Correção_Final_6_ultima.pdf: 5448253 bytes, checksum: 719d0e92c6a574eea487ee70a3b68542 (MD5) / Approved for entry into archive by Monique Sasaki (sayumi_sasaki@hotmail.com) on 2017-09-29T18:01:11Z (GMT) No. of bitstreams: 1 melo_m_dr_ilha.pdf: 5511619 bytes, checksum: 89580a7f6e20d2c6d9a389aa1939e9e1 (MD5) / Made available in DSpace on 2017-09-29T18:01:11Z (GMT). No. of bitstreams: 1 melo_m_dr_ilha.pdf: 5511619 bytes, checksum: 89580a7f6e20d2c6d9a389aa1939e9e1 (MD5) Previous issue date: 2017-09-11 / Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq) / Polycrystalline thin films of Pb0.91La0.09Zr0.65Ti0.35O3 (PLZT9/65/35) and Sr0.75Ba0.25Nb2O6 (SBN75) were prepared by the chemical polymeric routine in order to investigate their physical properties at the macro- and nanoscale. X-ray diffraction (XRD), piezoresponse force microscopy (PFM), and scanning electron microscopy (SEM) were used as investigative tools. PLZT9/65/35 and SBN75 thin films have exhibited perovskite and tungsten bronze crystal structure at room temperature, as it was expected in this nominal composition for these relaxor ferroelectric materials. In addition, Rietveld method of the crystalline structure has revealed the thickness dependence of the crystallite size, grain size, and microstrain. The transition temperature of SBN thin film showed to shift to lower temperatures, suggesting the presence of a higher defect concentration, such as oxygen vacancies, chemical disorder, and lattice defects in this film. SEM has exhibited the porosity features in both thin films and has confirmed the existence of chemical elements (such as oxygen, niobium, lanthanum, strontium, platinum, silicon and barium) in film surface and near the substrate. Ferroelectric properties have been investigated by PFM and the results have suggested a thickness and crystallite size dependence of the piezoelectric response. Also in this work, the dynamic of ferroelectric domain switching and the induced domain relaxation were studied using the switching spectroscopy PFM (SS-PFM) in both relaxor systems as a function of variable DC applied voltages and pulse durations. / Filmes policristalinos de Pb0,91La0,09Zr0,65Ti0,35O3 (PLZT9/65/35) e de Sr0,75Ba0,25Nb2O6 (SBN75) foram preparados por uma rotina química polimérica para investigarmos as suas propriedades em nano- e macroescala. Difração de raios-X (DRX), microscopia de força atômica de piezoresposta (PFM), e microscopia eletrônica de varredura (SEM), foram utilizados como ferramentas investigativas. Os filmes finos de PLZT9/65/35 e de SBN75 exibiram estrutura peroviskita e tungstênio bronze, respectivamente, conforme esperado à temperatura ambiente e na composição nominal para estes materiais ferroelétricos relaxores. Além disso, o refinamento de Rietveld da estrutura revelou a dependência do tamanho do cristalito e do microstrain com a espessura. A temperatura de transição de fase do filme de SBN mostrou um deslocamento para valores menores de temperatura, sugerindo a presença de concentração de defeitos, tais como vacâncias de oxigênio, desordem química e defeitos de rede, maior no filme de SBN. Microscopia eletrônica de varredura (SEM) exibiu o caráter poroso de ambos os filmes. Propriedades ferroelétricas desses filmes foram investigados por meio da técnica de PFM. A piezoresposta mostrou ter uma dependência em função do tamanho do cristalito e da espessura. Neste trabalho, a dinâmica de reversão de domínios ferroelétricos e a relaxação de domínios induzidos foram estudados por meio do uso da espectroscopia de chaveamento (SS-PFM) em ambos os sistemas em função da tensão DC e do tempo de duração do pulso. / CNPq: 232241/2014-7

Detta kandidatexamensarbete syftar till att konstruera ett förslag på en lagerlösning till en generator av typen TFM [1], utvecklad av Anders Hagnestål vid KTH, som är tänkt att användas i vind- eller vågkraft. Generatorn alstrar inre elektromagnetiska krafter som ger upphov till påfrestningar på dess konstruktion, inte minst på de kullager som håller generatorns struktur på plats. Valet av lager föll på ett axialkullager i hybridutförande då den betydande delen av den elektromagnetiska kraften verkar rent axiellt. Hybridlagret består av keramiska kulor mot en kulbana av lagerstål, en kombination som motstår högre tryck än axialkullager med stålkulor. Keramiska kulor används främst för att undvika problem med elektriska urladdningar mellan lagerbana och kula, vilka uppkommer på grund av switchtransienter i strömmen från kraftelektroniksystemet. Lagrets placering i generatorn är av stor vikt, något som togs i beaktning för att minimera utböjningen i konstruktionen. Fokus har lagts på att analysera utböjningen av rotorskivan och de punkter där trycket på kullagret är som störst, dvs i kontaktytan mellan kulan och lagerbanan. Hertz yttryck användes för att beräkna kontakttrycket mellan kula och lagerbana och Finita Element Metoden för att beräkna utböjningen av rotorskivan. / The purpose of this Bachelor thesis project is the design of a bearing solution for a TFM generator [1], developed by Anders Hagnestål at KTH, suitable for windand wave power. The generator produces inner electromagnetic forces that puts stress on the generators architecture. The bearings will have an essential role in withstanding the force from the electromagnets. The most suitable solution was a hybrid axial bearing since the electromagnetic forces are mainly in the axial direction. The hybrid bearing consists of ceramic balls and a steel bearing race, a combination being able to withstand pressures better than axial bearings with steel balls. Ceramic balls are mainly used to avoid electrical discharges between the bearing race and balls. These discharges occur due to switchtransients in the current from the powerelectronic system. The placement of the bearing in the generator is of great importance and has to be considered to minimize the displacement of the rotor discs. The project is focused on analyzing the displacement of the rotor disc and the area with greatest pressure in the bearing, this area occurs in the contact point between the ceramic ball and the steel bearing race. Hertzian contact pressure was used for the contact pressure between the ball and the bearing race and the Finite Element Method for calculating the displacement of the rotor disc.

¡@¡@We consider output voltage regulation of a novel twin-buck switching power converters with so-called zero voltage switching (ZVS) and zero current switching (ZCS). In order to observe the constraints imposed by ZVS and ZCS, it is necessary to adopt the pulse frequency modulation (PFM) technique, which lead to a switching system with aperiodic operating cycles. The control design is based on a sampled data model of the original switching dynamics and a linear quadratic criterion that takes the at-sampling behaviour into account. The applicability of the proposed controller is validated via numerical simulations written in MATLAB and SIMULINK. The controller is realized using Field Programmable Gate Array (FPGA). The experimental results indicate that the feedback system have good transient response and adequate robustness margin against source and load variation, which verify the applicability of the proposed control design approach.

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