Securitization and Lending Standards: Evidence from the Wholesale Loan Market

securitization;bank risk taking;syndicated loans;financial crisis

A model for vortex formation in magnetic nanodots

We use Monte Carlo simulation to study the vortex nucleation on magnetic nanodots at low temperature. In our simulations, we have considered a simple microscopic two-dimensional anisotropic Heisenberg model with term to describe the anisotropy due to the presence of the nanodot edge. We have considered the thickness of the edge, which was not considered in previous works, introducing a term that controls the energy associated to the edge. Our results clearly show that the thickness of the edge has a considerable influence in the vortex nucleation on magnetic nanodots. We have obtained the hysteresis curve for several values of the surface anisotropy and skin depth parameter ($\xi$). The results are in excellent agreement with experimental data

Excitonic effects in the optical properties of CdSe nanowires

Using a first-principle approach beyond density functional theory we calculate the electronic and optical properties of small diameter CdSe nanowires.Our results demonstrate how some approximations commonly used in bulk systems fail at this nano-scale level and how indispensable it is to include crystal local fields and excitonic effects to predict the unique optical properties of nanowires. From our results, we then construct a simple model that describes the optical gap as a function of the diameter of the wire, that turns out to be in excellent agreement with experiments for intermediate and large diameters.Comment: submitte

Ab-initio angle and energy resolved photoelectron spectroscopy with time-dependent density-functional theory

We present a time-dependent density-functional method able to describe the photoelectron spectrum of atoms and molecules when excited by laser pulses. This computationally feasible scheme is based on a geometrical partitioning that efficiently gives access to photoelectron spectroscopy in time-dependent density-functional calculations. By using a geometrical approach, we provide a simple description of momentum-resolved photoe- mission including multi-photon effects. The approach is validated by comparison with results in the literature and exact calculations. Furthermore, we present numerical photoelectron angular distributions for randomly oriented nitrogen molecules in a short near infrared intense laser pulse and helium-(I) angular spectra for aligned carbon monoxide and benzene.Comment: Accepted for publication on Phys. Rev.

On the use of semi-distributed and fully-distributed urban stormwater models

Urban stormwater models comprise four main components: rainfall, rainfall-runoff, overland flow and sewer flow modules. They can be considered semi-distributed (SD) or fully distributed (FD) according to the rainfall-runoff module definition. SD models are based on sub-catchments units through which rainfall is applied to the model and at which runoff volumes are estimated. In FD models, the runoff volumes are estimated and applied directly on every element of a twodimensional (2D) model of the surface. This poster presents a comparison of SD and FD models based on two case studies: Zona Central catchment at Coimbra, Portugal, and Cranbrook catchment at London, UK. SD and FD modelling results are compared against water depth and flow records in sewers, and photographic records of a flood event. In general, FD models are theoretically more realistic and physically-based, but the results of this study suggest that the implementation of these models requires higher resolution (more detailed) elevation, land use and sewer network data than is normally used in the implementation of SD models. Failing to use higher resolution data for the implementation of FD models could result in poor-performing models. In cases when high resolution data are not available, the use of SD models could be a better choice