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Our analysis focuses on the risk budgeting process for banks using value at risk limits. In this context, we investigate three major practical problems: a) differences in time horizons between the bank’s total risk budget and the trading divisions’ activities; b) adjustment for accumulated profit and losses to risk budgets, and c) incorporation of correlations between assets into the risk budgeting...
The effects of single event upsets (SEU) are becoming increasingly important to circuit designers. Exact and detailed error rate estimations are needed to determine a system's level of reliability. The architectural vulnerability factor (AVF) is a measure for the relative reliability of a circuit. In this paper we outline the properties of several known approaches such as statistical testing (fault...
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