Search results for: Baobao Li

Authors: Baobao Li

Abstract:

Operational risk covers all operations of commercial banks and has a close relationship with the bank’s internal control. But in the commercial banks' management practice, internal control is always separated from the operational risk measurement. With the increasing of operational risk events in recent years, operational risk is paid more and more attention by regulators and banks’ managements. The paper first discussed the relationship between internal control and operational risk management and used CVaR-POT model to measure operational risk, and then put forward a modified measurement method (to use operational risk assessment results to modify the measurement results of the CVaR-POT model). The paper also analyzed the necessity and rationality of this method. The method takes into consideration the influence of internal control, improves the accuracy and effectiveness of operational risk measurement and save the economic capital for commercial banks, avoiding the drawbacks of using some mainstream models one-sidedly.

Keywords: commercial banks, internal control, operational risk, risk measurement

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Authors: Baobao Chang, Konrad Schneider, Vogel Roland, Gert Heinrich

Abstract:

In this work, the influence of annealing on the mechanical αc-relaxation behavior of isotactic polypropylene (iPP) was investigated. The results suggest that the mechanical αc-relaxation behavior depends strongly on the confinement force on the polymer chains in the intermediate phase and the thickness of the intermediate phase. After quenching at 10°C, abundant crystallites with a wide size distribution are formed. The polymer chains in the intermediate phase are constrained by the crystallites, giving rise to one broad αc-relaxation peak. With an annealing temperature between 60°C~105°C, imperfect lamellae melting releases part of the constraint force, which reduces the conformational ordering of the polymer chains neighboring the amorphous phase. Consequently, two separate αc-relaxation peaks could be observed which are labeled as αc1-relaxation and αc2-relaxation. αc1-relaxation and αc2-relaxation describe the relaxation behavior of polymer chains in the region close to the amorphous phase and the crystalline phase, respectively. Both relaxation peaks shift to a higher temperature as annealing temperature increases. With an annealing temperature higher than 105°C, the new crystalline phase is formed in the intermediate phase, which enhances the constraint force on the polymer chains. αc1-relaxation peak is broadened obviously and its position shifts to a higher temperature as annealing temperature increases. Moreover, αc2-relaxation is undetectable because that the polymer chains in the region between the initial crystalline phase and the newly formed crystalline phase are strongly confined.

Keywords: annealing, αc-relaxation, isotactic-polypropylene, intermediate phase

Procedia PDF Downloads 316