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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
111

Evaluating Sociotechnical Factors Associated With Telecom Service Provisioning: A Case Study

Iqbal, Fahad 01 January 2017 (has links)
Provisioning Internet services remains an area of concern for Internet service providers. Despite investments to improve resources and technology, the understanding of sociotechnical factors that influence the service-provisioning life cycle remains limited. The purpose of this case study was to evaluate the influence of sociotechnical factors associated with telecom service provisioning and to explore the critical success and failure factors, specifically in the telecommunication industry of Kuwait. Guided by sociotechnical systems theory, this qualitative exploratory case study approach examined a purposeful sample of 19 participants comprising of managers, engineers, and technicians who had the knowledge and experience of the service-provisioning life cycle. Semistructured interviews, project logs, and a self-created follow-up questionnaire were the primary sources of data. Thematic analysis techniques assisted in coding the data and developing themes, which resulted in a set of critical success and failure factors that influence the service-provisioning life cycle. Cross-functional communication, risk management practices, infrastructure availability, and employee skill development were among the emergent factors that influenced the service implementation. Internet service providers may use the results from this study to improve the service-provisioning life cycle. Successful implementations will promote an environment of positive social change that will increase employee motivation, productivity, and employee morale.
112

Behaviour and life-history responses to chick provisioning under risk of nest predation

Eggers, Sönke January 2002 (has links)
<p>This thesis examines risk management in breeding Siberian jays (<i>Perisoreus infaustus</i>), which is indigenous to the northern taiga. Parent behaviour and the nest are cryptic. A new nest is built each year. It is placed on spruce or pine branches close to the trunk and well insulated with lichens, feathers and reindeer hair.</p><p>Nest failure rate was the main factor driving annual variations in jay numbers. The probability for nesting attempts to be successful ranged annually between 0.08 and 0.70. Nest predation was rampant and a main cause of nest failure. Nest predators were mainly other corvids (primarily the Eurasian jay <i>Garrulus glandarius</i>). Habitat quality was the main factor determining the risk of predation. The risk for nest failure due to predation was higher in thinned forests with an open structure and with a high abundance of man-associated corvid species (jays, crows, raven). </p><p>Siberian jay parents show several strategic adjustments in life-history and behaviour to the risk of nest predation. Parents traded reduced feeding rates for a lower predation risk and allocated feeding to low risk situations. Chick provisioning imposes a cost by drawing the attention of visually hunting predators to the location of nests, and parents adjusted their daily routines and avoided exposure by allocating provisioning to times of low activity among nest predators. These strategic adjustments of feeding efforts were estimated to reduce the exposure to nest predators by 26 percent. Also, parents adjusted their reproductive efforts to the perceived presence of predators in a playback experiment. Siberian jays reduced their reproductive investment by laying a smaller clutch size when high risk of nest predation reduced the value of current reproduction, as predicted from life-history theory.</p>
113

Behaviour and life-history responses to chick provisioning under risk of nest predation

Eggers, Sönke January 2002 (has links)
This thesis examines risk management in breeding Siberian jays (Perisoreus infaustus), which is indigenous to the northern taiga. Parent behaviour and the nest are cryptic. A new nest is built each year. It is placed on spruce or pine branches close to the trunk and well insulated with lichens, feathers and reindeer hair. Nest failure rate was the main factor driving annual variations in jay numbers. The probability for nesting attempts to be successful ranged annually between 0.08 and 0.70. Nest predation was rampant and a main cause of nest failure. Nest predators were mainly other corvids (primarily the Eurasian jay Garrulus glandarius). Habitat quality was the main factor determining the risk of predation. The risk for nest failure due to predation was higher in thinned forests with an open structure and with a high abundance of man-associated corvid species (jays, crows, raven). Siberian jay parents show several strategic adjustments in life-history and behaviour to the risk of nest predation. Parents traded reduced feeding rates for a lower predation risk and allocated feeding to low risk situations. Chick provisioning imposes a cost by drawing the attention of visually hunting predators to the location of nests, and parents adjusted their daily routines and avoided exposure by allocating provisioning to times of low activity among nest predators. These strategic adjustments of feeding efforts were estimated to reduce the exposure to nest predators by 26 percent. Also, parents adjusted their reproductive efforts to the perceived presence of predators in a playback experiment. Siberian jays reduced their reproductive investment by laying a smaller clutch size when high risk of nest predation reduced the value of current reproduction, as predicted from life-history theory.
114

Architectures and protocols for sub-wavelength optical networks: contributions to connectionless and connection-oriented data transport

Triay Marquès, Joan 07 October 2011 (has links)
La ràpida evolució d’Internet i l’àmplia gamma de noves aplicacions (per exemple, multimèdia, videoconferència, jocs en línia, etc.) ha fomentat canvis revolucionaris en la manera com ens comuniquem. A més, algunes d’aquestes aplicacions demanden grans quantitats de recursos d’ample de banda amb diversos requeriments de qualitat de servei (QoS). El desenvolupament de la multiplexació per divisió de longitud d’ona (WDM) en els anys noranta va fer molt rendible la disponibilitat d’ample de banda. Avui dia, les tecnologies de commutació òptica de circuits són predominants en el nucli de la xarxa, les quals permeten la configuració de canals (lightpaths) a través de la xarxa. No obstant això, la granularitat d’aquests canals ocupa tota la longitud d’ona, el que fa que siguin ineficients per a proveir canals de menor ample de banda (sub-longitud d’ona). Segons la comunitat científica, és necessari augmentar la transparència dels protocols, així com millorar l’aprovisionament d’ample de banda de forma dinàmica. Per tal de fer això realitat, és necessari desenvolupar noves arquitectures. La commutació òptica de ràfegues i de paquets (OBS/OPS), són dues de les tecnologies proposades. Aquesta tesi contribueix amb tres arquitectures de xarxa destinades a millorar el transport de dades sub-longitud d’ona. En primer lloc, aprofundim en la naturalesa sense connexió en OBS. En aquest cas, la xarxa incrementa el seu dinamisme a causa de les transmissions a ràfega. A més, les col·lisions entre ràfegues degraden el rendiment de la xarxa fins i tot a càrregues molt baixes. Per fer front a aquestes col·lisions, es proposa un esquema de resolució de col·lisions pro actiu basat en un algorisme d’encaminament i assignació de longitud d’ona (RWA) que balanceja de forma automàtica i distribuïda la càrrega en la xarxa. En aquest protocol, el RWA i la transmissió de ràfegues es basen en l’explotació i exploració de regles de commutació que incorporen informació sobre contencions i encaminament. Per donar suport a aquesta arquitectura, s’utilitzen dos tipus de paquets de control per a l’encaminament de les ràfegues i l’actualització de les regles de commutació, respectivament. Per analitzar els beneficis del nou algorisme, s’utilitzen quatre topologies de xarxa diferents. Els resultats indiquen que el mètode proposat millora en diferents marges la resta d’algorismes RWA en funció de la topologia i sense penalitzar altres paràmetres com el retard extrem a extrem. La segona contribució proposa una arquitectura híbrida sense i orientada a connexió sobre la base d’un protocol de control d’accés al medi (MAC) per a xarxes OBS (DAOBS). El MAC ofereix dos mètodes d’accés: arbitratge de cua (QA) per a la transmissió de ràfegues sense connexió, i pre-arbitratge (PA) per serveis TDM orientats a connexió. Aquesta arquitectura permet una àmplia gamma d’aplicacions sensibles al retard i al bloqueig. Els resultats avaluats a través de simulacions mostren que en l’accés QA, les ràfegues de més alta prioritat tenen garantides zero pèrdues i latències d’accés molt baixes. Pel que fa a l’accés PA, es reporta que la duplicació de la càrrega TDM augmenta en més d’un ordre la probabilitat de bloqueig, però sense afectar en la mateixa mesura les ràfegues sense connexió. En aquest capítol també es tracten dos dels problemes relacionats amb l’arquitectura DAOBS i el seu funcionament. En primer lloc, es proposa un model matemàtic per aproximar el retard d’accés inferior i superior com a conseqüència de l’accés QA. En segon lloc, es formula matemàticament la generació i optimització de les topologies virtuals que suporten el protocol per a l’escenari amb tràfic estàtic. Finalment, l’última contribució explora els beneficis d’una arquitectura de xarxa òptica per temps compartit (TSON) basada en elements de càlcul de camins (PCE) centralitzats per tal d’evitar col·lisions en la xarxa. Aquesta arquitectura permet garantir l’aprovisionament orientat a connexió de canals sub-longitud d’ona. En aquest capítol proposem i simulem tres arquitectures GMPLS/PCE/TSON. A causa del enfocament centralitzat, el rendiment de la xarxa depèn en gran mesura de l’assignació i aprovisionament de les connexions. Amb aquesta finalitat, es proposen diferents algorismes d’assignació de ranures temporals i es comparen amb les corresponents formulacions de programació lineal (ILP) per al cas estàtic. Per al cas de tràfic dinàmic, proposem i avaluem mitjançant simulació diferents heurístiques. Els resultats mostren els beneficis de proporcionar flexibilitat en els dominis temporal i freqüencial a l’hora d’assignar les ranures temporals. / The rapid evolving Internet and the broad range of new data applications (e.g., multimedia, video-conference, online gaming, etc.) is fostering revolutionary changes in the way we communicate. In addition, some of these applications demand for unprecedented amounts of bandwidth resources with diverse quality of service (QoS). The development of wavelength division multiplexing (WDM) in the 90's made very cost-effective the availability of bandwidth. Nowadays, optical circuit switching technologies are predominant in the core enabling the set up of lightpaths across the network. However, full-wavelength lightpath granularity is too coarse, which results to be inefficient for provisioning sub-wavelength channels. As remarked by the research community, an open issue in optical networking is increasing the protocol transparency as well as provisioning true dynamic bandwidth allocation at the network level. To this end, new architectures are required. Optical burst/packet switching (OBS/OPS) are two such proposed technologies under investigation. This thesis contributes with three network architectures which aim at improving the sub-wavelength data transport from different perspectives. First, we gain insight into the connectionless nature of OBS. Here, the network dynamics are increased due to the short-lived burst transmissions. Moreover, burst contentions degrade the performance even at very low loads. To cope with them, we propose a proactive resolution scheme by means of a distributed auto load-balancing routing and wavelength assignment (RWA) algorithm for wavelength-continuity constraint networks. In this protocol, the RWA and burst forwarding is based on the exploitation and exploration of switching rule concentration values that incorporate contention and forwarding desirability information. To support such architecture, forward and backward control packets are used in the burst forwarding and updating rules, respectively. In order to analyze the benefits of the new algorithm, four different network topologies are used. Results indicate that the proposed method outperforms the rest of tested RWA algorithms at various margins depending on the topology without penalizing other parameters such as end-to-end delay. The second contribution proposes a hybrid connectionless and connection-oriented architecture based on a medium access control (MAC) protocol for OBS networks (DAOBS). The MAC provides two main access mechanisms: queue arbitrated (QA) for connectionless bursts and pre-arbitrated (PA) for TDM connection-oriented services. Such an architecture allows for a broad range of delay-sensitive applications or guaranteed services. Results evaluated through simulations show that in the QA access mode highest priority bursts are guaranteed zero losses and very low access latencies. Regarding the PA mode, we report that doubling the offered TDM traffic load increases in more than one order their connection blocking, slightly affecting the blocking of other connectionless bursts. In this chapter, we also tackle two of the issues related with the DAOBS architecture and its operation. Firstly, we model mathematically the lower and upper approximations of the access delay as a consequence of the connectionless queue arbitrated access. Secondly, we formulate the generation of the virtual light-tree overlay topology for the static traffic case.
115

Ingénierie dirigée par les modèles pour le provisioning d'images de machines virtuelles pour l'informatique en nuage

Le Nhan, Tam 10 December 2013 (has links) (PDF)
Le contexte et la problématique De nos jours, le cloud computing est omniprésent dans la recherche et aussi dans l'industrie. Il est considéré comme une nouvelle génération de l'informatique où les ressources informatiques virtuelles à l'échelle dynamique sont fournies comme des services via l'internet. Les utilisateurs peuvent accéder aux systèmes de cloud utilisant différentes interfaces sur leurs différents dis- positifs. Ils ont seulement besoin de payer ce qu'ils utilisent, respectant le l'accord de service (Service-Layer Agreement) établi entre eux et les fournisseurs de services de cloud. Une des caractéristiques principales du cloud computing est la virtualisation grâce à laquelle toutes les ressources deviennent transparentes aux utilisateurs. Les utilisateurs n'ont plus besoin de contrôler et de maintenir les infrastructures informatiques. La virtualisation dans le cloud computing combine des images de machines virtuelles (VMIs) et des machines physiques où ces images seront déployées. Typiquement, le déploiement d'une telle VMI comprend le démarrage de l'image, l'installation et la configuration des packages définis pas la VMI. Dans les approches traditionnelles, les VMIs sont crées par les experts techniques des fournisseurs de services cloud. Il s'agit des VMIs pré-packagés qui viennent avec des composants pré-installés et pré-configurés. Pour répondre à une requête d'un client, le fournisseur sélectionne une VMI appropriée pour cloner et déployer sur un nœud de cloud. Si une telle VMI n'existe pas, une nouvelle VMI va être créée pour cette requête. Cette VMI pourrait être générée à partir de la VMI existante la plus proche ou être entièrement neuve. Le cycle de vie de l'approvisionnement d'une VMI dans l'approche traditionnelle est décrite dans la Figure 1. Une VMI standard contient normalement plusieurs packages parmi lesquels certains qui ne seront jamais utilisés. Cela vient du fait que la VMI est créée au moment de conception pour le but d'être clonée plus tard. Cette approche a des inconvénients tels que la demande de ressources importantes pour stocker des VMIs ou pour les déployer. De plus, elle requiert le démarrage de plusieurs composants, y compris ceux non utilisés. Particulièrement, à partir du point de vue de gestion de services, il est difficile de gérer la complexité des interdépendances entre les différents composants afin de maintenir les VMIs déployées et de les faire évoluer. Pour résoudre les problèmes énumérés ci-dessus, les fournisseurs de services de cloud pourraient automatiser le processus d'approvisionnement et permettre aux utilisateurs de choisir des VMIs d'une manière flexible en gardant les profites des fournisseur en terme de temps, de ressources, et de coût. Dans cette optique, les fournisseurs devraient considérer quelques préoccupations: (1) Quels packages et dépendances seront déployés? (2) Comment optimiser une configuration en terme de coût, de temps, et de consommation de ressources? (3) Comment trouver la VMI la plus ressemblante et comment l'adapter pour obtenir une nouvelle VMI? (4) Comment éviter les erreurs qui viennent souvent des opérations manuelles? (5) Comment gérer l'évolution de la VMI déployée et l'adapter aux besoins de reconfigurer et de passer automatiquement à l'échelle? A cause de ces exigences, la construction d'un systèmes de gestion de plateformes cloud (PaaS-Platform as a Sevice) est difficile, particulièrement dans le processus d'approvisionnement de VMIs. Cette difficulté requiert donc une approche appropriée pour gérer les VMIs dans les systèmes de cloud computing. Cette méthode fournirait des solutions pour la reconfiguration et le passage automatique à l'échelle. Les défis et les problèmes clés A partir de la problématique, nous avons identifié sept défis pour le développement d'un processus d'approvisionnements dans cloud computing. * C1: Modélisation de la variabilité des options de configuration des VMIs afin de gérer les interdépendances entre les packages logiciels Les différents composants logiciels pourraient requérir des packages spécifiques ou des bibliothèques du système d'exploitation pour une configuration correcte. Ces dépendances doivent être arrangées, sélectionnées, et résolues manuellement pour chaque copie de la VMI standard. D'autre part, les VMIs sont créées pour répondre aux exigences d'utilisateurs qui pourraient partager des sous-besoins en commun. La modélisation de la similitude et de la variabilité des VMIs au regard de ces exigences est donc nécessaire. * C2: Réduction des données transférées via les réseaux pendant le processus d'approvisionnement Afin d'être prêt pour répondre aux requêtes de clients, plusieurs packages sont installés sur la machine virtuelle standard , y compris les packages qui ne seront pas utilisé. Ces packages devront être limités afin de minimaliser la taille des VMIs. * C3: Optimisation de la consommation de ressources pendant l'exécution Dans l'approche traditionnelle, les activités de création et de mise à jour des VMIs requièrent des opérations manuelles qui prennent du temps. D'autre part, tous les packages dans les VMIs, y compris ceux qui ne sont pas utilisés, sont démarrés et occupent donc des ressources. Ces consommations de ressources devraient être optimisées. * C4: Mise à disposition d'un outil interactif facilitant les choix de VMIs des utilisateurs Les fournisseurs de services cloud voudraient normalement donner la flexibilité aux utilisateurs clients dans leurs choix de VMIs. Cependant, les utilisateurs n'ont pas de con- naissances techniques approfondies. Pour cette raison, des outils facilitant les choix sont nécessaires. * C5: Automatisation du déploiement des VMIs Plusieurs opérations du processus d'approvisionnement sont très complexes. L'automatisation de ces opérations peut réduire le temps de déploiement et les erreurs. * C6: Support de la reconfiguration de VMIs pendant leurs exécutions Un des caractéristiques importantes de cloud computing est de fournir des services à la demande. Puisque les demandes évoluent pendant l'exécution des VMIs, les systèmes de cloud devraient aussi s'adapter à ces évolutions des demandes. * C7: Gestion de la topologie de déploiement de VMIs Le déploiement de VMIs ne doit pas seulement tenir en compte multiple VMIs avec la même configuration, mais aussi le cas de multiple VMIs ayant différentes configurations. De plus, le déploiement de VMIs pourrait être réalisé sur différentes plateformes de cloud quand le fournisseur de service accepte une infrastructure d'un autre fournisseur Afin d'adresser ces défis, nous considérons trois problèmes clés pour le déploiement du processus d'approvisionnement de VMIs: 1. Besoin d'un niveau d'abstraction pour la gestion de configurations de VMIs: Une approche appropriée devrait fournir un haut niveau d'abstraction pour la modélisation et la gestion des configurations des VMIs avec leurs packages et les dépendances entre ces packages. Cette abstraction permet aux ingénieurs experts des fournisseurs de services de cloud à spécifier la famille de produits de configurations de VMIs. Elle facilite aussi l'analyse et la modélisation de la similitude et de la variabilité des configurations de VMIs, ainsi que la création des VMIs valides et cohérentes. 2. Besoin d'un niveau d'abstraction pour le processus de déploiement de VMIs: Une ap- proche appropriée pour l'approvisionnement de VMIs devrait fournir une abstraction du processus de déploiement. 3. Besoin d'un processus de déploiement et de reconfiguration automatique: Une approche appropriée devrait fournir une abstraction du processus de déploiement et de reconfigura- tion automatique. Cette abstraction facilite la spécification, l'analyse, et la modélisation la modularité du processus. De plus, l'approche devrait supporter l'automatisation afin de réduire les tâches manuelles qui sont couteuses en terme de performance et contiennent potentiellement des erreurs.
116

Parental effort in the Northern Flicker (Colaptes auratus) and the trade-off between quantity and quality of offspring

2014 September 1900 (has links)
The two main goals of my thesis were to further our understanding of how parental effort is related to life-history trade-offs and to see how parental investment is reflected in various potential measures of nestling quality. I looked at how fitness is maximized by examining (1) the trade-off between current and future reproduction, and (2) the trade-off between quantity and quality of offspring. To see how parents responded to energetic demands and whether each sex reacted in a similar way, I experimentally manipulated brood sizes and quantified provisioning rates. Both male and female parents with enlarged broods increased their feeding rates, but provisioning on a per nestling basis declined, so that parents fledged lighter nestlings with shorter wings. Although the incidence of mortality did not differ between control and enlarged broods, nestlings from enlarged broods were lighter than those from control broods with the same brood size, suggesting that clutch size may be individually optimized. I also looked at how nestlings responded to different levels of nutritional stress in the manipulated broods by quantifying size and body condition, plumage colouration, and the physiological measures of T-cell mediated immune responses, and corticosterone levels in nestling feathers as a long-term integrated measure of stress physiology. The size of melanin ornaments on feathers and the saturation and brightness of carotenoid colouration was associated with nestling mass in such a way that suggested that plumage characteristics reflect nestling quality. The immune function of nestlings was negatively related to brood size and nestlings in better body condition could mount greater immune responses to foreign antigens suggesting that immune responses are energetically costly. Corticosterone levels in the feathers were not related to nestling body condition and were unaffected by the experimental brood manipulation. The ii mass of male nestlings, which are the larger sex, was more compromised by brood size than female mass was. I also found sex-specific relationships between plumage characteristics and measures of physiological performance. These findings help to explain optimal clutch size and the classic trade-off between quality and quantity of offspring. They also offer new insights into the reliability of putative measures of quality in nestlings and relationships between physiological and morphological traits.
117

Optimal provisioning for deposit withdrawals and loan losses in the banking industry / F. Gideon

Gideon, Frednard January 2008 (has links)
With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the notion of Levy-process was introduced, it has emerged as an important tool for modeling economic variables in a Basel II framework. In this study, we investigate the stochastic dynamics of banking items that are driven by such processes. In particular, we discuss bank provisioning for loan losses and deposit withdrawals. The first type of provisioning is related to the earnings that the bank sets aside in order to cover loan defaults. In this case, we apply principles from robustness to a situation where the decision maker is a bank owner and the decision rule determines the optimal provisioning strategy for loan losses. In this regard, we formulate a dynamic banking loan loss model involving a provisioning portfolio consisting of provisions for expected losses and loan loss reserves for unexpected losses. Here, unexpected loan losses and provisioning for expected losses are modeled via a compound Poisson process and an exponential Levy process, respectively. We use historical evidence from OECD (Organization for Economic Corporation and Development) countries to support the fact that the provisions for loan losses-to-total assets ratio is negatively correlated with aggregate asset prices and the private credit-to-GDP ratio. Secondly, we construct models for provisioning for deposit withdrawals. In particular, we build stochastic dynamic models which enable us to analyze the interplay between deposit withdrawals and the provisioning for these withdrawals via Treasuries and reserves. Further insight is gained by considering a numerical problem and a simulation of the trajectory of the stochastic dynamics of the sum of the Treasuries and reserves. Since managing the risk that depositors will exercise their withdrawal option is an important aspect of this thesis, we consider the idea of a hedging provisioning strategy for deposit withdrawals in an incomplete market setting. In this spirit, we discuss an optimal risk management problem for a commercial bank whose main activity is to obtain funds through deposits from the public and use the Treasuries and reserves to cater for the resulting withdrawals. Finally, we provide a brief analysis of some of the issues arising from the dynamic models of the banking items derived. / Thesis (Ph.D. (Computer, Statistical and Mathematical Sciences))--North-West University, Potchefstroom Campus, 2008.
118

Optimal provisioning for deposit withdrawals and loan losses in the banking industry / F. Gideon

Gideon, Frednard January 2008 (has links)
With the acceptance of the new Basel II banking regulation (implemented in South Africa in January 2008) the search for improved ways of modeling the most important banking activities has become very topical. Since the notion of Levy-process was introduced, it has emerged as an important tool for modeling economic variables in a Basel II framework. In this study, we investigate the stochastic dynamics of banking items that are driven by such processes. In particular, we discuss bank provisioning for loan losses and deposit withdrawals. The first type of provisioning is related to the earnings that the bank sets aside in order to cover loan defaults. In this case, we apply principles from robustness to a situation where the decision maker is a bank owner and the decision rule determines the optimal provisioning strategy for loan losses. In this regard, we formulate a dynamic banking loan loss model involving a provisioning portfolio consisting of provisions for expected losses and loan loss reserves for unexpected losses. Here, unexpected loan losses and provisioning for expected losses are modeled via a compound Poisson process and an exponential Levy process, respectively. We use historical evidence from OECD (Organization for Economic Corporation and Development) countries to support the fact that the provisions for loan losses-to-total assets ratio is negatively correlated with aggregate asset prices and the private credit-to-GDP ratio. Secondly, we construct models for provisioning for deposit withdrawals. In particular, we build stochastic dynamic models which enable us to analyze the interplay between deposit withdrawals and the provisioning for these withdrawals via Treasuries and reserves. Further insight is gained by considering a numerical problem and a simulation of the trajectory of the stochastic dynamics of the sum of the Treasuries and reserves. Since managing the risk that depositors will exercise their withdrawal option is an important aspect of this thesis, we consider the idea of a hedging provisioning strategy for deposit withdrawals in an incomplete market setting. In this spirit, we discuss an optimal risk management problem for a commercial bank whose main activity is to obtain funds through deposits from the public and use the Treasuries and reserves to cater for the resulting withdrawals. Finally, we provide a brief analysis of some of the issues arising from the dynamic models of the banking items derived. / Thesis (Ph.D. (Computer, Statistical and Mathematical Sciences))--North-West University, Potchefstroom Campus, 2008.
119

Exploração de metodologias para classificação de risco

Silva, Marcos Vinícius Alvarenga Ramos da 11 August 2015 (has links)
Submitted by Marcos Vinícius Alvarenga Ramos da Silva (marcosvarsilva@gmail.com) on 2015-08-19T01:38:31Z No. of bitstreams: 1 Tese_V11.pdf: 1831740 bytes, checksum: ea23632eaf2595347fb5bf42e94cf418 (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2015-08-19T15:50:35Z (GMT) No. of bitstreams: 1 Tese_V11.pdf: 1831740 bytes, checksum: ea23632eaf2595347fb5bf42e94cf418 (MD5) / Made available in DSpace on 2015-08-19T16:21:04Z (GMT). No. of bitstreams: 1 Tese_V11.pdf: 1831740 bytes, checksum: ea23632eaf2595347fb5bf42e94cf418 (MD5) Previous issue date: 2015-08-11 / Neste trabalho será apresentada a modelagem por regressão logística, com a finalidade de prever qual seria a inadimplência dos clientes que compõem o portfólio de uma grande instituição financeira do país. Sendo assim, será explorada a ideia de usar o conceito de provisionamento pura e simplesmente, através da estimação de uma probabilidade de default dado por um ou mais modelos estatísticos que serão construídos no decorrer do trabalho, conforme incentiva o comitê de Basileia. Um dos modelos será feito a partir de uma separação prévia de público através de clusters e a outra técnica a ser explorada será a criação de um modelo sem nenhuma separação. O objetivo será a comparação entre as duas métricas de classificação de risco e verificar os trade-off entre elas e os impactos de variáveis macroeconômicas nestes modelos. / This work presents the modeling logistic regression, in order to predict what the default of customers that make up the portfolio of a major financial institution in the country. Thus, the idea is exploited to use the concept of provisioning pure and simply, by estimating a probability of default data for one or more statistical models to be constructed during this work, as encourages Basel committee. One of the models will be done from a previous separation of the public through clusters and other technique being explored is the creation of a model with no separation. The goal will be to compare the two risk rating metrics and check the trade-off between them and the impacts of macroeconomic variables in these models.
120

Provisionamento de processos judiciais e administrativos: análise crítica e propostas de boas práticas

Kietzmann, Luís Felipe de Freitas 28 January 2016 (has links)
Submitted by Luís Felipe de Freitas Kietzmann (felipe.kietzmann@gmail.com) on 2016-02-24T18:03:10Z No. of bitstreams: 1 Provisionamento de Processos Judiciais F Kietzmann 22 02 16 v final.pdf: 904366 bytes, checksum: 7db9e2e608ffb321c33c77f98649f6ae (MD5) / Approved for entry into archive by Renata de Souza Nascimento (renata.souza@fgv.br) on 2016-02-24T18:11:40Z (GMT) No. of bitstreams: 1 Provisionamento de Processos Judiciais F Kietzmann 22 02 16 v final.pdf: 904366 bytes, checksum: 7db9e2e608ffb321c33c77f98649f6ae (MD5) / Made available in DSpace on 2016-02-25T15:04:28Z (GMT). No. of bitstreams: 1 Provisionamento de Processos Judiciais F Kietzmann 22 02 16 v final.pdf: 904366 bytes, checksum: 7db9e2e608ffb321c33c77f98649f6ae (MD5) Previous issue date: 2016-01-28 / This paper focuses on Brazilian standards concerning the provision and the disclosure of contingent liabilities specifically aiming at their use in legal and managerial proceedings, which are the kind of contingent liability that most significantly impacts the results of the majority of national companies in all segments. The description of the standards, therefore, is compared to the market reality and the specifications pertaining to legal and managerial proceedings. In addition to contextualizing the applicable rules and explaining how they work, in special Technical Standard number 25, created by the Committee of Accounting Standards, which became mandatory for publicly-held corporations by CVM Decision number 594, as of September 15, 2009, their critical analysis is also performed, with the identification of any omissions that might make it difficult to perform the provision activities by the appropriate professionals, which leads to a lack of uniformity of these records in the company's financial statements, as well as making it possible to manage results. Next, solutions are assessed and proposed for the problems found, in special the adoption of percentage values for risk classification criteria and the definition of contingency value measurement and contingent liability mensuration criteria organized as standards of good practices of provision and disclosure of contingent liabilities arising from legal and managerial proceedings. / O presente trabalho examina as normas brasileiras relativas ao provisionamento e à divulgação de passivos contingentes com vistas especificamente à sua aplicação para processos judiciais e administrativos, que representam o tipo de passivo contingente que mais impacta o resultado da maior parte das companhias nacionais, de todos os segmentos. O texto das normas, portanto, é confrontado com a realidade prática do mercado e as especificidades inerentes aos processos judiciais e administrativos. Além de contextualizar e explicar o funcionamento das regras aplicáveis, com destaque para o Pronunciamento Técnico nº. 25, do Comitê de Pronunciamentos Contábeis, que se tornou obrigatório para as companhias abertas por meio da Deliberação CVM nº. 594, de 15 de setembro de 2009, é realizada sua análise crítica, identificando omissões que podem dificultar o desempenho das atividades de provisionamento de tais demandas pelos profissionais competentes, fomentando a falta de uniformidade desses registros entre as demonstrações financeiras das companhias, bem como possibilitando o gerenciamento de resultados. Em seguida, são avaliadas e propostas soluções para os problemas identificados, com destaque para o estabelecimento de valores percentuais aos critérios de classificação de risco e a definição de critérios para classificação de risco de perda e mensuração de valores de passivos contingentes, organizadas em forma de diretrizes de boas práticas de provisionamento e de divulgação de passivos contingentes decorrentes de processos judiciais e administrativos.

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