Market and credit risk as components of bank enterprise risk management

Risk is a very important aspect to consider in the banking sector. The risk model used in the developed economies can be very attractive, but very misleading when used in the emerging economies. This paper analyzes the need for enterprise risk management (ERM) in the banking sector in the emerging economies. Further, it tackles the relationship between market and credit risk in emerging economies banking sector. Despite the technical problems, such as, the lack of historical data to work with in the emerging economies and the markets inefficiency that I faced while doing this paper, this study shows, on a relatively small scale, that market and credit risk affects one another, and proves ERM as a very important tool to enhance risk measurement and supervision in the banking sector. This paper show that despite the fact that not a lot of banks out of my sample crystallize the interaction between market and credit risk, still, they point a number of factors contributing to such outcome. The results end to an important implication that ERM has to be implemented in the emerging economies banking sector, while the current regulatory framework should be changed to accommodate the ERM program

Effect of fly ash and silica fume on compressive strength of self-compacting concrete under different curing conditions

AbstractThis study presents an experimental study on self-compacting concrete (SCC) with two cement content. The work involves three types of mixes, the first consisted of different percentages of fly ash (FA), the second uses different percentages of silica fume (SF), and the third uses a mixture of FA and SF. After each mix preparation, nine cylinder specimens are cast and cured. Three specimens are cured in water for 28days, three specimens are cured in water for 7days, and three specimens are left in air for 28days. The slump and V-funnel test are carried out on the fresh SCC and concrete compressive strength values are determined. The results show that SCC with 15% of SF gives higher values of compressive strength than those with 30% of FA and water cured specimens for 28days give the highest values of compressive strength

Investor trading behavior: empirical evidence from the Egyptian stock exchange

Using unique, intraday transactions data from Egypt, this study examines the extent to which past returns, over several intervals going back to up to six months of past returns, and the level of sophistication of the different investor types, determine the propensity of different investor groups to buy and sell. I adopted the buy ratio differences method to determine which investors adopt a momentum behavior and which investors adopt a contrarian behavior. I find that non-Arab foreign investors tend to be momentum investors, buying past winning stocks and selling past losers while domestic investors, especially individual investors, tend to exhibit contrarianism. The distinctions in behavior are, to a great extent, consistent across the five different past-return intervals

Network science algorithms for mobile networks.

Network Science is one of the important and emerging fields in computer science and engineering that focuses on the study and analysis of different types of networks. The goal of this dissertation is to design and develop network science algorithms that can be used to study and analyze mobile networks. This can provide essential information and knowledge that can help mobile networks service providers to enhance the quality of the mobile services. We focus in this dissertation on the design and analysis of different network science techniques that can be used to analyze the dynamics of mobile networks. These techniques include evolutionary clustering, classification, discovery of maximal cliques, and evolutionary centrality algorithms. We proposed evolutionary clustering and evolutionary centrality algorithms that can be used to dynamically discover clusters and central nodes in mobile networks. Overall, the experimental results show that the proposed evolutionary algorithms are robust to short-term variations but reflects long-term trends and can be used effectively to analyze the dynamics of mobile networks

Effect of using swimmer bars on the behavior of normal and high strength reinforced concrete beams

AbstractShear failure of RC beams is often sudden and catastrophic. The shear cracks progress rapidly without warning, and the diagonal cracks are considerably wider than the flexural cracks. In this study, two types of shear reinforcement are used, traditional stirrups and swimmer bars. Swimmer bar system is a new type of shear reinforcement defined as inclined bars welded to longitudinal top and bottom bars. High strength concrete is a more brittle material than normal strength concrete, and the cracks that form in high strength concrete will propagate more extensively than in normal strength concrete. Ten beams are tested, and the main variables investigated were two different shapes of swimmer bars in addition to traditional stirrups, number of swimmer bar planes, and compressive strength of concrete. The test results will be presented and discussed in order as deflection, ultimate loads, ultimate shear stress, cracking stress and failure modes. Moreover, shear strain is calculated

Machine learning approaches for early prediction of hypertension.

Hypertension afflicts one in every three adults and is a leading cause of mortality in 516, 955 patients in USA. The chronic elevation of cerebral perfusion pressure (CPP) changes the cerebrovasculature of the brain and disrupts its vasoregulation mechanisms. Reported correlations between changes in smaller cerebrovascular vessels and hypertension may be used to diagnose hypertension in its early stages, 10-15 years before the appearance of symptoms such as cognitive impairment and memory loss. Specifically, recent studies hypothesized that changes in the cerebrovasculature and CPP precede the systemic elevation of blood pressure. Currently, sphygmomanometers are used to measure repeated brachial artery pressure to diagnose hypertension after its onset. However, this method cannot detect cerebrovascular alterations that lead to adverse events which may occur prior to the onset of hypertension. The early detection and quantification of these cerebral vascular structural changes could help in predicting patients who are at a high risk of developing hypertension as well as other cerebral adverse events. This may enable early medical intervention prior to the onset of hypertension, potentially mitigating vascular-initiated end-organ damage. The goal of this dissertation is to develop a novel efficient noninvasive computer-aided diagnosis (CAD) system for the early prediction of hypertension. The developed CAD system analyzes magnetic resonance angiography (MRA) data of human brains gathered over years to detect and track cerebral vascular alterations correlated with hypertension development. This CAD system can make decisions based on available data to help physicians on predicting potential hypertensive patients before the onset of the disease

"Dissecting the poisoned honey" : Sexist Humor in Egypt: A linguistic analysis of sexism in Colloquial Cairene Arabic jokes

This paper attempts to shed light on sexism in Egyptian Internet jokes. It examines how language, as an institution largely controlled by men, is manipulated and used to disparage women in this discursive mode of humor. Through running a qualitative and quantitative analysis of 284 sexist internet jokes, the study addressed three points; namely, the most frequently targeted category of women in sexist jokes; the most salient physical and personal attributes and finally the way sexist jokes is used to promote violence against women. The analysis has shown that the "wife" is the category most ridiculed. The data also revealed that in spite of the freedom in anonymity that the internet provides, personal attributes far outnumber the physical features. The jokes conformed to the conservative nature of the society as derision of physical features was done through the use of general terms. The analysis has shown that 'hatefulness' was the most highly criticised personal attribute, with "stupidity" coming second. It was also shown that under the guise of benign amusement, the effect of these jokes go beyond tolerating gender inequality to actually promoting physical violence against women. We conclude that in a patriarchal social system like that of Egypt, which already disparages women as the 'marked' and the 'different', such jokes should not be dismissed lightly as "just jokes".Este artículo trata de arrojar luz sobre el sexismo en los chistes de Internet egipcios. Examina cómo el lenguaje, entendido como una institución controlada en gran medida por los hombres, es manipulado y utilizado para desacreditar a las mujeres en esta modalidad discursiva del humor. El estudio consta de un análisis cualitativo y cuantitativo de 284 chistes sexistas de Internet