2,264 research outputs found
Asset correlations: shifting tides.
The Basel II accord outlines a general framework for determining regulatory capital requirements for credit risk portfolios. Different obligors usually operate independent socio-economic environments and these structural correlations are the main reason why regulatory capital is needed. Therefore, it is not surprising that an important component of the regulatory regime for capital is the asset correlation between obligors. Basel II has set a range for corporate asset correlations from 8 to 24 %, the exact value depending on several individual firm characteristics.We use monthly asset value data to calculate asset correlations and compare these with Basel II as well as results from other papers. Our results are in line with literature but a clear difference is found between the majority of these results and the results from Basel II and some major software providers. We discuss these differences and offer some explanations as an attempt to reconcile the differences. The impact of horizon is considered as wellResearch; Approximation; Distribution; Risk; Risk measure; Lognormal; Random variables; Variables; Lower bounds; Choice; Variance; Goodness of fit; Actuarial; Problems; Framework; Requirements; Credit; Portfolio; Impact; Software; Value; Data;
Imaging the symmetry breaking of molecular orbitals in carbon nanotubes
Carbon nanotubes have attracted considerable interest for their unique
electronic properties. They are fascinating candidates for fundamental studies
of one dimensional materials as well as for future molecular electronics
applications. The molecular orbitals of nanotubes are of particular importance
as they govern the transport properties and the chemical reactivity of the
system. Here we show for the first time a complete experimental investigation
of molecular orbitals of single wall carbon nanotubes using atomically resolved
scanning tunneling spectroscopy. Local conductance measurements show
spectacular carbon-carbon bond asymmetry at the Van Hove singularities for both
semiconducting and metallic tubes, demonstrating the symmetry breaking of
molecular orbitals in nanotubes. Whatever the tube, only two types of
complementary orbitals are alternatively observed. An analytical tight-binding
model describing the interference patterns of ? orbitals confirmed by ab initio
calculations, perfectly reproduces the experimental results
Database Engineering Processes with DB-MAIN
Software engineering needs more and more to be supported by CASE tools. Since databases are at the heart of information systems, they deserve a particular attention. More and more CASE tools allow method engineers to implement their own methodology and they allow users to record all their actions, with their rationales, in order to improve the quality of the design and the quality of the documentation of the design. DBMAIN is such a database oriented tool with a method description and a documentation generation facilities. But it has its particularities like its procedural non-deterministic Method Description Language, its well integrated multilevel histories and its userfriendly methodological engine
Localized state and charge transfer in nitrogen-doped graphene
Nitrogen-doped epitaxial graphene grown on SiC(000?1) was prepared by
exposing the surface to an atomic nitrogen flux. Using Scanning Tunneling
Microscopy (STM) and Spectroscopy (STS), supported by Density Functional Theory
(DFT) calculations, the simple substitution of carbon by nitrogen atoms has
been identified as the most common doping configuration. High-resolution images
reveal a reduction of local charge density on top of the nitrogen atoms,
indicating a charge transfer to the neighboring carbon atoms. For the first
time, local STS spectra clearly evidenced the energy levels associated with the
chemical doping by nitrogen, localized in the conduction band. Various other
nitrogen-related defects have been observed. The bias dependence of their
topographic signatures demonstrates the presence of structural configurations
more complex than substitution as well as hole-doping.Comment: 5 pages, accepted in PR
Multiple plasmon resonances in naturally-occurring multiwall nanotubes: infrared spectra of chrysotile asbestos
Chrysotile asbestos is formed by densely packed bundles of multiwall hollow
nanotubes. Each wall in the nanotubes is a cylindrically wrapped layer of . We show by experiment and theory that the infrared spectrum
of chrysotile presents multiple plasmon resonances in the Si-O stretching
bands. These collective charge excitations are universal features of the
nanotubes that are obtained by cylindrically wrapping an anisotropic material.
The multiple plasmons can be observed if the width of the resonances is
sufficiently small as in chrysotile.Comment: 4 pages, 5 figures. Revtex4 compuscript. Misprint in Eq.(6) correcte
Low frequency Raman studies of multi-wall carbon nanotubes: experiments and theory
In this paper, we investigate the low frequency Raman spectra of multi-wall
carbon nanotubes (MWNT) prepared by the electric arc method. Low frequency
Raman modes are unambiguously identified on purified samples thanks to the
small internal diameter of the MWNT. We propose a model to describe these
modes. They originate from the radial breathing vibrations of the individual
walls coupled through the Van der Waals interaction between adjacent concentric
walls. The intensity of the modes is described in the framework of bond
polarization theory. Using this model and the structural characteristics of the
nanotubes obtained from transmission electron microscopy allows to simulate the
experimental low frequency Raman spectra with an excellent agreement. It
suggests that Raman spectroscopy can be as useful regarding the
characterization of MWNT as it is in the case of single-wall nanotubes.Comment: 4 pages, 2 eps fig., 2 jpeg fig., RevTex, submitted to Phys. Rev.
The possible - mixing in QCD sum rules
We calculate the on-shell - mixing parameter with
the method of QCD sum rule. Our result is MeV. The electromagnetic interaction is not included
van der Waals interaction in nanotube bundles : consequences on vibrational modes
We have developed a pair-potential approach for the evaluation of van der
Waals interaction between carbon nanotubes in bundles.
Starting from a continuum model, we show that the intertube modes range from
to . Using a non-orthogonal tight-binding approximation
for describing the covalent intra-tube bonding in addition, we confirme a
slight chiral dependance of the breathing mode frequency and we found that this
breathing mode frequency increase by 10 % if the nanotube lie inside a
bundle as compared to the isolated tube.Comment: 5 pages, 2 figure
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