Internal measurement approach: foundation model

Risk management

Capital allocation and bank management based on the quantification of credit risk

This paper was presented at the conference "Financial services at the crossroads: capital regulation in the twenty-first century" as part of session 2, "Credit risk modeling." The conference, held at the Federal Reserve Bank of New York on February 26-27, 1998, was designed to encourage a consensus between the public and private sectors on an agenda for capital regulation in the new century.Bank capital ; Bank loans ; Risk ; Bank management

Internal measurement approach: foundation model

Risk management

Investigation on microstructure and mechanical properties of FA/GGBS -based geopolymer after exposure at elevated temperature

Fly ash (FA) and ground granulated blast -furnace slag (GGBS) are industrial wastes and have been widely utilized as construction material due to the environmental impacts. The use of these by-products is not only for the sustainable construction but also for reducing the emission of CO2 due to the use of Portland cement. This study presents the microstructure and mechanical properties of geopolymer paste made from different ratios of low -calcium FA and GGBS after exposure at elevated temperature (500- 950oC). Compressive strength tests for both heated and unheated cylindrical specimens (using 50 mm x 100 mm mold) after the age of 28 days have been carried out. The results showed that the compressive strength of unheated specimens is increasing with increasing amount of GGBS in the mixes (up to 84 MPa). However, exposure at high temperature caused dehydration of water inside the specimen, resulting in strength loss. It was also found that exposure at 500oC caused a shrinkage, while a thermal expansion event was observed to occur at approximately 750oC. Moreover, scanning electron microscopy (SEM), X-ray diffraction (XRD), and mercury intrusion porosimetry (MIP) methods have been used to investigate the microstructure, phase composition, and pore distribution, respectively

Effect of Sodium Sulfate Activator on Compressive Strength and Hydration of Fly-Ash Cement Pastes

In the study, the effect of 4% sodium sulfate (Na2SO4) as an activator on cement pastes with 0%, 20%, and 40% fly-ash replacements and a low water-to-cementitious materials ratio of 0.30 was investigated. The investigation was conducted to evaluate the effectiveness of the technique for the utilization of fly ash in developing sustainable concrete. The use of Na2SO4 decreased setting times of the fresh pastes and increased compressive strength of the hardened pastes up to 28 days irrespective of fly-ash replacement. The use decreased Ca(OH)2 content in the hardened pastes irrespective of fly-ash replacement. Meanwhile, it increased Ca(OH)2 consumption by the pozzolanic reaction of fly ash and content of calcium silicate and aluminate hydrates in the hardened fly-ash–cement pastes. Consequently, the use of Na2SO4 negatively affected cement hydration in the hardened cement pastes without fly ash, while it accelerated ettringite formation and pozzolanic reaction of fly ash in the hardened pastes

Highly sensitive chiral analysis in capillary electrophoresis with large-volume sample stacking with an electroosmotic flow pump.

To improve the sensitivity in chiral analysis by capillary electrophoresis without loss of optical resolution, application of large-volume sample stacking with an electroosmotic flow pump (LVSEP) was investigated. Effects of the addition of cyclodextrin (CD) into a running solution on the LVSEP preconcentration was theoretically studied, where the preconcentration efficiency and effective separation length would be slightly increased if the effective electrophoretic velocity (v(ep, eff, BGS)) of the analytes was decreased by interacting with CD. In LVSEP-CD-modified capillary zone electrophoresis (CDCZE) and LVSEP-CD electrokinetic chromatography with reduced v(ep, eff, BGS), up to 1000-fold sensitivity increases were achieved with almost no loss of resolution. In LVSEP-CD-modified micellar electrokinetic chromatography of amino acids with increased v(ep, eff, BGS), a 1300-fold sensitivity increase was achieved without much loss of resolution, indicating the versatile applicability of LVSEP to many separation modes. An enantio-excess (EE) assay was also carried out in LVSEP-CDCZE, resulting in successful analyses of up to 99.6% EE. Finally, we analyzed ibuprofen in urine by desalting with a C(18) solid-phase extraction column. As a typical result, 250ppb ibuprofen was well concentrated and optically resolved with 84.0-86.6% recovery in LVSEP-CDCZE, indicating the applicability of LVSEP to real samples containing a large amount of unnecessary background salts

An investigation on moisture and water absorption in cement paste with electrical resistance method

Moisture in concrete is one of main factors related to degradation and deterioration of concrete structure, and there are various moisture transport phenomena in concrete such as drying and absorbing. There are a lot of previous studies on the drying process of concrete to clarify the mechanisms of creep as well as shrinkage. However, few studies have been reported on the process of water absorption and moisture absorption although carbonation and chloride attack are strongly related to moisture and water absorbing. It is necessary to investigate moisture transfer in concrete in detail. This study investigated the moisture transfer in moisture and water absorbing processes in cement paste by using electrical resistance method to understand how moisture and water transfer into concrete. Cement paste specimens with water-to-cement ratios (W/Cs) of 0.35 and 0.55 were prepared in this study. Stainless steel rods of 0.9 mm in diameter were arranged at an interval of 4 mm in the specimen for measuring the electrical resistance. The specimens for moisture and water absorbing test were cured in water at 20 ºC for 28 days and stored at 20 ºC and a relative humidity of 0% and 70% as reference and the national average of the annual average relative humidity in Japan, respectively. The electrical resistances were measured through the stainless-steel rods and converted to electrical resistivity. The calibration test was also conducted to obtain the relationship between the electrical resistivity and the internal relative humidity (IRH), which was used to know IRH in cement paste specimen. As a result, the rate of moisture transfer in the specimen at initial internal relative humidity (IIRH) of 0% was higher than that at IIRH of 70%. Additionally, the rate of moisture transfer in the specimen at any IIRH depends on the total pore volume in the specimen

Contribution of fly ash to mortar strength development under steam and internal curing

The purpose of this study is to quantitatively evaluate the effects of steam curing and internal curing on contribution of fly ash to strength development of mortar by using cementing efficiency factor (k-value) that represents strength development performance as a binder of fly ash. In addition, the pozzolanic reaction of fly ash was evaluated from the viewpoint of calcium hydroxide consumption by using thermogravimetry and differential thermal analysis as well as the degree of fly ash reaction by using selective dissolution method. The result indicated that steam curing improved early compressive strength and internal curing improved compressive strength and k-value at all ages. Also, a linearrelationship between the degree of fly ash reaction and the k-value was shown regardless of the age and the replacement ratio of fly ash

Role of a non-ionic surfactant in direct electron transfer-type bioelectrocatalysis by fructose dehydrogenase

A heterotrimeric membrane-bound fructose dehydrogenase (FDH) from Gluconobacter japonicus NBRC3260 contains FAD in subunit I and three heme C moieties in subunit II as the redox centers, and is one of the direct electron transfer (DET)-type redox enzymes. FDH-catalyzed current density of fructose oxidation at hydrophilic mercaptoethanol (MEtOH)-modified Au electrode is much larger than that at hydrophobic mercaptoethane (MEtn)-modified Au electrode. Addition of a non-ionic surfactant Triton® X-100 (1%) completely quenches the catalytic current at the MEtn-modified Au electrode, while only small competitive effect is observed at the MEtOH-modified Au electrode. Quartz crystal microbalance measurements support the adsorption of FDH and Triton® X-100 on both of the modified electrodes. We propose a model to explain the phenomenon as follows. The surfactant forms a monolayer on the hydrophobic MEtn-modified electrode with strong hydrophobic interaction, and FDH adsorbs on the surface of the surfactant monolayer. The monolayer inhibits the electron transfer from FDH to the electrode. On the other hand, the surfactant forms a bilayer on the hydrophilic MEtOH-modified electrode. The interaction between the surfactant bilayer and the hydrophilic electrode is relatively weak so that FDH replaces the surfactant and is embedded in the bilayer to communicate electrochemically with the hydrophilic electrode