Chest pain is an extremely common presenting symptom that is usually related to a cardiac cause. This case illustrates an unusual presentation of multiple myeloma as a cause of atypical chest pain. This case presentation shows the importance of having a broad differential diagnosis while evaluating patients with atypical chest pain. It also illustrates the potential role of Tc-99m sestamibi imaging as a diagnostic modality in patients with multiple myeloma.

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What is crucial for an alarm server to work correctly? Companies these days are reliant on alarm servers to stay operational continually. Therefore, these servers must be correctly tested. This is where load testing comes in. By performing load testing before placing a server in production, the company can be confident it stays operational even when handling heavy loads. By automating the process, we ensure quality assurance of each test and leave human error out of it. In this thesis, we describe our research regarding Locust, an open-source tool for load testing, the important parts of testing and the methods employed in our software. First and foremost, the research gave us valuable insights into the basic principles of load testing. What aspects must we include, and what tests should we perform? Furthermore, it helped us conclude that Locust is the best open-source tool for our purpose due to its outstanding performance compared to JMeter. Developing the software could then be executed with a mixture of work from the Locust documentation and instructions given by the partner company. The most important aspect of Locust is the load shape construction and metrics to be recorded. Instructions from the partner were for the software to be able to integrate into their CI/CD pipeline (Continuous Integration and Continuous Deployment) and for parameters to be input for scaling the load test. Finally, while metrics are recorded and showcased, the thesis does not evaluate the quality of the alarm server. The metrics showcased are used to ensure the functionality of the test. Instead, the metrics collected will be evaluated in the pipeline by the company in the future. The results achieved fulfilled all the tasks given except for the input parameters that were limited due to the functionality of Locust.

Hoarding disorder (HD) is characterized by (a) the acquisition of and inability to discard a large number of possessions; (b) clutter that interferes with the use of appliances and general living areas in the home; and (c) clinically significant distress or impairment in functioning. Although previous studies have reported that individuals with HD exhibit emotional dysregulation when discarding personal items, this investigation is the first to examine the biological indices of distress. The current study aimed to examine whether individuals with HD differed from healthy controls in their psychological and biological responses to a general psychosocial stressor and to investigate whether individual differences in stress response relate to differences in symptom severity and impairment. Twenty-one individuals with HD and 22 healthy controls (CTLs) completed the Trier Social Stress Task and self-reported affect and salivary cortisol responses to the stressor were assessed. Individuals with HD did not significantly differ compared to CTLs in their salivary cortisol levels in relation to the stressor. However, individuals with HD significant-ly differed compared to CTLs in their subjective levels of distress in relation to the stressor. Contrary to our hypotheses, responses to stress were not significantly correlated with measures of symptom severity and impairment due to hoarding. The current findings indicate that individuals with HD exhibit a greater self-reported emotional response to a general stressor. The implications of these findings are discussed. / Thesis / Master of Science (MS)

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This thesis contains three main parts. In the first part, we adapt a model developed for the US economy to the unique Chinese economic and institutional context. The uniqueness is mainly from two perspectives: the dual-channel housing financing system in China and the existence of the shadow banking sector (which differs from the shadow banking in developed economies) in China’s housing market. It would be difficult to obtain a clear picture of the Chinese housing market and macroeconomy without a thorough understanding of these two characteristics. This is due to the crucial role played by shadow banking and other informal finance institutions within the context of China in both the development and purchase of housing, in supporting productive economic activities in general, and that the housing market is in turn intricately connected to the health of the Chinese economy, being a key ‘barometer’. The second part of the research is the quantification of the determinants of the scale of shadow banking in China. The quantification is crucial since policy makers need to be aware of how sensitive shadow banking is to various factors. We develop a theoretical framework to explain the evolution of the scale of shadow banking in China. As part of this research, we investigate whether the real interest rate of household saving deposits, the required reserve ratio and bank loans to business and household are the main factors in explaining the evolution of China’s shadow banking. In the third part of research, we employ a credit risk and macroeconomic stress test to investigate the vulnerability of the commercial banks in China. Our originality here is the integration of both the role of shadow banking and housing market related loans in the commercial banks’ stress test scenarios at the macro level. Since a systematic analysis regarding the effect of changes in the macroeconomy and housing market on the credit risk of commercial banks in China is scarce, we use bank stress tests to analyse the credit risk in terms of the non-performing loans ratio of commercial banks in China; this is in response to changes in the macroeconomic factors and housing market. We address the role of the variation of the scale of shadow banking in China in terms of its contribution to the credit risk because of its uncertainty and close link with the commercial banks. Stress tests often focus on a single bank or financial institution yet we apply the same principles to examine the financial system as a whole in China, which would allow us to quantify the systemic risk in the entire Chinese financial system; and which variables, especially shadow banking contribute to the risks and by how much. This thesis contributes to the understanding of how China’s dual-channel housing finance system and shadow banking affect the evolution of house prices; and also, the main driving factors of the scale of China’s shadow banking and whether the housing market related loans and shadow banking pose risks to commercial banks. Possible research questions raised by the main findings of this thesis will enrich the debate on China’s housing market, shadow banking and regular banks, especially at a time when China is reforming its economic structure.

This master thesis is focused on assessing the impact of the global financial crisis on the EU banking sector. The main objectives is the description and analysis of measures taken by U.S. and European policies in response to the collapsing banking market. In the first part I deal with the beginning of the crisis in the U.S., defining the causes of the crisis, impact on the U.S. banking rescue and analysis of individual steps by the government and FED. The second and third part is already fully paid to the situation in the European Union. Besides of the stimulus policies of the ECB, which shoud prevented the deepening recession in the EU, I try to analyze and evaluate the impact of the Larosiere report. Large space is devoted to evaluation of Stress test of European's banks 2010, which were carried out by the ECB. In conclusion, I try to show my subjective outline of future development of European's banking market.

Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. However, these instruments have never been tested in a stressed European financial system. Hence, there is no genuine information of how these instruments would behave. Neither have there been any published efforts in testing this through simulation, to the best of my knowledge. Using a temporally disaggregated augmentation of the EBA 2016 stress test, I simulate how the financial system would be affected by triggering the CoCos. Studying the implications of both low and high trigger instruments. Results indicate that there are low risks for a systemic fallout and showcases some notable differences as a result of CoCo design and type of trigger.