2,661 research outputs found
Default contagion risks in Russian interbank market
Systemic risks of default contagion in the Russian interbank market are
investigated. The analysis is based on considering the bow-tie structure of the
weighted oriented graph describing the structure of the interbank loans. A
probabilistic model of interbank contagion explicitly taking into account the
empirical bow-tie structure reflecting functionality of the corresponding nodes
(borrowers, lenders, borrowers and lenders simultaneously), degree
distributions and disassortativity of the interbank network under consideration
based on empirical data is developed. The characteristics of contagion-related
systemic risk calculated with this model are shown to be in agreement with
those of explicit stress tests.Comment: Final version, to appear in Physica
Role of a decrease in body heat content in the thermoregulatory reaction of the concha auriculae vessels
At the constant ambient temperature 28-30 C the rabbit ear vessels were dilated and their temperature was 34.8/0.1 C. Administration of the 23-29 C water into the stomach entailed thermoregulatory construction of the ear vessels within 15-25 min. The response occurred at various combinations of temperature changes in different parts of the body. The heat content of the rabbit body, as calculated by the blood temperature in the aorta arc, reduced by 266.3 + or - 26.2 cal/kg at the beginning of the response. The decrease in the organism heat content seems to serve as a signal for occurrence of a corresponding thermoregulatory response
Variational principles for systems with unilateral constraints
International audienceDerivations and formulations are given of the variational principles of analytical mechanics for systems with unilateral ideal smooth constraints, originally established for systems with bilateral constraints. The virtual work principle, the Fourier inequality, the d'Alembert–Lagrange principle, the Gauss principle of least constraint and its modification – the Chetayev principle of maximum work, the Jourdain principle, the Hamilton–Ostrogradskii principle, the principle of least action in Lagrangian and Jacobian forms, and the Suslov–Voronets principle are described
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