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12 results on '"distribution of losses"'

1. Problems of Asset Valuation in the Process of Bank Liquidation

Author

Krasnova Iryna V., Prymostka Liudmyla O., Stepanets Viktoria S., and Chepizhko Oksana V.

Subjects
bankruptcy, liquidation of banks, sale of assets, property valuation, loan portfolio, estimated value, creditors, dgf, distribution of losses, Finance, HG1-9999, Economics as a science, HB71-74
Abstract

The aim of the article is to identify problematic issues of valuation of property (assets) of banks that are in the process of liquidation, and substantiate proposals for the desired solution, taking into account the need to protect the rights of bank creditors. Although the bankruptcy of banks causes significant economic and moral losses, the processes of removing insolvent banks from the market, their reorganization or liquidation are constantly taking place. Therefore, regulators and banks that have been declared insolvent face many questions, including the adequate valuation of banking assets and the determination of the liquidation estate. The article discusses approaches to asset valuation and features of their application in Ukrainian practice, as well as peculiarities of the sale of assets of banks in liquidation according to the Dutch auction model. It is noted that the imperfection of management of banks’ assets in the process of their functioning leads to discrepancies in the valuation of these low-quality assets in the liquidation procedure. It is determined that the ratio between the estimated value of assets and their book value for banks declared insolvent is on average 26.2 %, and the median value is 22.3 % This leads to a number of problems, including the inability of the Deposit Guarantee Fund (DGF) to ensure the repayment of part of the bank’s liabilities, which could be repaid in case of timely acceptance of tender offers at market value. It is noted that the most liquid assets, which are real estate and property, occupy an insignificant share in the structure of the liquidation mass – about 5 %, and the conversion rate in the sale of real estate quite often reaches 200 %. It is proposed, in accordance with European practice, to empower the Fund to monitor the assets of banks in the process of their functioning. The expediency of valuating assets not from the position of doing business «as usual» but from the point of view of the objective need to sell assets, focusing on the quick sale of assets at a market price, is emphasized. In order to improve the process of valuating the assets of an insolvent bank and focusing on the quick and transparent sale of the bank’s assets, it is proposed to implement the international experience of using loss-sharing agreements into domestic practice.

Published
2023
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2. Проблеми оцінки активів у процесі ліквідації банку.

Author

І. В., Краснова, Л. О., Примостка, В. С., Степанець, and О. В., Чепіжко

Subjects
LOANS, DEBTOR & creditor, BANKRUPTCY, LIQUIDATION, VALUATION
Abstract

The aim of the article is to identify problematic issues of valuation of property (assets) of banks that are in the process of liquidation, and substantiate proposals for the desired solution, taking into account the need to protect the rights of bank creditors. Although the bankruptcy of banks causes significant economic and moral losses, the processes of removing insolvent banks from the market, their reorganization or liquidation are constantly taking place. Therefore, regulators and banks that have been declared insolvent face many questions, including the adequate valuation of banking assets and the determination of the liquidation estate. The article discusses approaches to asset valuation and features of their application in Ukrainian practice, as well as peculiarities of the sale of assets of banks in liquidation according to the Dutch auction model. It is noted that the imperfection of management of banks’ assets in the process of their functioning leads to discrepancies in the valuation of these low-quality assets in the liquidation procedure. It is determined that the ratio between the estimated value of assets and their book value for banks declared insolvent is on average 26.2 %, and the median value is 22.3 % This leads to a number of problems, including the inability of the Deposit Guarantee Fund (DGF) to ensure the repayment of part of the bank’s liabilities, which could be repaid in case of timely acceptance of tender offers at market value. It is noted that the most liquid assets, which are real estate and property, occupy an insignificant share in the structure of the liquidation mass – about 5 %, and the conversion rate in the sale of real estate quite often reaches 200 %. It is proposed, in accordance with European practice, to empower the Fund to monitor the assets of banks in the process of their functioning. The expediency of valuating assets not from the position of doing business «as usual» but from the point of view of the objective need to sell assets, focusing on the quick sale of assets at a market price, is emphasized. In order to improve the process of valuating the assets of an insolvent bank and focusing on the quick and transparent sale of the bank’s assets, it is proposed to implement the international experience of using loss-sharing agreements into domestic practice. [ABSTRACT FROM AUTHOR]

Published
2023
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3. Market Risk Management - Modeling the Distribution of Losses Using Romanian Securities

Author

Zwak-Cantoriu Maria-Cristina, Anghel Lucian Claudiu, and Ermiş Simona

Subjects
market risk management, value at risk, distribution of losses, Business, HF5001-6182
Abstract

Market risk with its major components, such as the risk of interest rate instruments, currency risk, and risk related to stock and commodity investigations, represents the risk of losses in balance sheet and off-balance sheet positions, resulting from negative market price movements. Portfolios of instruments traded for short-term profits, called trading portfolios, are exposed to market risk or risk of loss, resulting from changes in the prices of instruments, such as stocks, bonds, and currencies. This paper, through theoretical and empirical methods, assesses risk by using the probability distribution of daily variations in government bond yields. Long-term government securities in most cases have a higher return due to the higher level of risk assumed regarding changes in risk factors such as interest rates, which, when raised above a certain threshold, cause a price decrease, which illustrates the price sensitivity to long-term bonds. Using Value at Risk as the main element for determining the maximum possible loss on investment in a trading book, as well as statistical tests to measure the similarity between two or more distributions such as the Kolmogorov-Smirnov test, Anderson -Darling or Chi-squared, we identified the most representative theoretical probabilistic distribution both for the value of losses and for the frequency of risk events. At the same time, the most used distributions to manage the market risk by advanced methods and, of course, the distributions used in this paper, were Weibull and Pareto (including the generalized form), as well as other distributions, because they better capture the asymmetry in queues and the presence of thick tails. Modeling the distribution of losses requires choosing from a set of probable distributions, the one with the highest log-likelihood.

Published
2021
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4. Mehanički gubici i mehanizam trenja u motorima SUS / Mechanical losses and the principle of friction in IC engines

Author

Zoran B. Građin

Subjects
motor SUS, mehanički gubici, raspodela gubitaka, 1C engine, mechanical losses, distribution of losses, engine tribology, IC engine, Military Science, Engineering (General). Civil engineering (General), TA1-2040
Abstract

Savremene konstrukcije motora SUS treba da zadovolje zahtev za malu potrošnju goriva i ulja za podmazivanje, pre svega zbog ekoloških a zatim i energetskih i ekonomskih razloga. Pošto se pretpostavlja da će konvencionalni motori SUS još dugo dominirati kao pogonski agregati, raznim konstrukcionim merama pristupa se smanjenju potrošnje goriva, a time i smanjenju izduvne emisije. Pre svega, radi se o optimizaciji radnog ciklusa primeni varijabilnog stepena sabijanja, primeni varijabilnog razvoda radne materije, boljim sprezanjem sa gasnim mašinama, itd. Značajan potencijal za povećanje ekonomičnosti rada motora jeste u smanjenju mehaničkih gubitaka. Najveći udeo u mehaničkim gubicima predstavlja trenje po-kretnih delova motora, pre svega delova klipno-cilindarskog sklopa. Zbog toga se posebna pažnja posvećuje izučavanju mehanizma trenja, koji je inače veoma složen. / One of demands for modern designed IC engines is low fuel and lubricant consumption because of reasons concerning ecology as well as energy and economy. The symptom is that conventional IC engines will be the first choice as a power source for numerous applications in the future. Therefore many changes and improvements in design need to be done for further decrease of fuel consumption followed by the decrease of exhaust emission. First of all, there is the optimization of the working cycle, the application of variable compression, the application of variable valve control, better coupling with gas machines, etc. Significant potential for efficiency improvement of IC engines is in reducing mechanical losses. Mechanical losses in IC engines are caused mostly by friction between the mobile parts of the engine (piston-cylinder assembly). Therefore, continual attention to the research process of studying friction problems would be necessary.

Published
2003
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5. Use of Modern Methods of Credit Portfolio Risk Management in Commercial Banks of Russian Federation

Author

Dmitrii S. Melnyk

Subjects
distribution of losses, lcsh:Social Sciences, lcsh:H, Сredit risk, probability of default, portfolio
Abstract

The article deals with the structure and factors of credit portfolio risk, analyses existing models of portfolio risk assessment and develops recommendations on the implementation of risk management adapted methods, presents recommendations on the optimization of the approach to credit risk minimization in Russian banking system.

Published
2013

6. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Kaczmarczyk, Ruben, Klíma, Jiří, Mach, Martin, and Kaczmarczyk, Ruben

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

7. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Klíma, Jiří, and Mach, Martin

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

8. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Klíma, Jiří, and Mach, Martin

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

9. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Klíma, Jiří, and Mach, Martin

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

10. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Klíma, Jiří, and Mach, Martin

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

11. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Kaczmarczyk, Ruben, Klíma, Jiří, Mach, Martin, and Kaczmarczyk, Ruben

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

12. Měření a analýza vysokootáčkového motoru s klecovým vinutím

Author

Klíma, Jiří, Mach, Martin, Kaczmarczyk, Ruben, Klíma, Jiří, Mach, Martin, and Kaczmarczyk, Ruben

Abstract

Tato práce se zabývá seznámením se s klasickými asynchronními a vysokootáčkovými motory, jejich konstrukcí a principem. Jsou zde také popsány konstrukční zvláštnosti vysokootáčkového motoru a také porovnání ztrát mezi oběma motory. Dále je pak na základě výrobní dokumentace proveden zjednodušený výpočet zadaného asynchronního motoru. Analytický výpočet je proveden i v programu RMxprt po nastavení všech požadovaných parametrů motoru. Součástí bakalářské práce je i experimentální měření na laboratorním vzorku pro ověření požadovaných vlastností., The thesis is focused on familiarization with classical asynchronous and high-speed motors, their construction and principle. There are also described constructional peculiarities of the high-speed motor and comparison of losses between both motors. Then, on the basis of production documantation a simplified calculation of the particular asynchronous motor is made. Analytical calculation is also made in RMxprt program after setting of all given parameters of the motor. Experimental measurment upon the laboratory sample for the verification of given qualities is also embodied in the bachelor thesis.

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