Search results for: Bond graph modeling
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 2441

Search results for: Bond graph modeling

1301 Generalized Exploratory Model of Human Category Learning

Authors: Toshihiko Matsuka

Abstract:

One problem in evaluating recent computational models of human category learning is that there is no standardized method for systematically comparing the models' assumptions or hypotheses. In the present study, a flexible general model (called GECLE) is introduced that can be used as a framework to systematically manipulate and compare the effects and descriptive validities of a limited number of assumptions at a time. Two example simulation studies are presented to show how the GECLE framework can be useful in the field of human high-order cognition research.

Keywords: artificial intelligence, category learning, cognitive modeling, radial basis functions.

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1300 E-government Security Modeling: Explaining Main Factors and Analysing Existing Models

Authors: N. Alharbi

Abstract:

E-government is becoming more important these days. However, the adoption of e-government is often slowed down by technical and non-technical security factors. Nowadays, there many security models that can make the e-government services more secure. This paper will explain the main security factors that affected the level of e-government security. Moreover, it will also analyse current existing models. Finally, the paper will suggest a comprehensive security model that will contain most of technical and non-technical factors.

Keywords: E-government, technical, non-technical, security model.

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1299 Average Current Estimation Technique for Reliability Analysis of Multiple Semiconductor Interconnects

Authors: Ki-Young Kim, Jae-Ho Lim, Deok-Min Kim, Seok-Yoon Kim

Abstract:

Average current analysis checking the impact of current flow is very important to guarantee the reliability of semiconductor systems. As semiconductor process technologies improve, the coupling capacitance often become bigger than self capacitances. In this paper, we propose an analytic technique for analyzing average current on interconnects in multi-conductor structures. The proposed technique has shown to yield the acceptable errors compared to HSPICE results while providing computational efficiency.

Keywords: current moment, interconnect modeling, reliability analysis, worst-case switching

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1298 Techno-Economic Analysis Framework for Wave Energy Conversion Schemes under South African Conditions: Modeling and Simulations

Authors: Siyanda S. Biyela, Willie A. Cronje

Abstract:

This paper presents a desktop study of comparing two different wave energy to electricity technologies (WECs) using a techno-economic approach. This techno-economic approach forms basis of a framework for rapid comparison of current and future technologies. The approach also seeks to assist in investment and strategic decision making expediting future deployment of wave energy harvesting in South Africa.

Keywords: Cost of energy, tool, wave energy converter, WEC-Sim.

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1297 DEVS Modeling of Network Vulnerability

Authors: Hee Suk Seo, Tae Kyung Kim

Abstract:

As network components grow larger and more diverse, and as securing them on a host-by-host basis grow more difficult, more sites are turning to a network security model. We concentrate on controlling network access to various hosts and the services they offer, rather than on securing them one by one with a network security model. We present how the policy rules from vulnerabilities stored in SVDB (Simulation based Vulnerability Data Base) are inducted, and how to be used in PBN. In the network security environment, each simulation model is hierarchically designed by DEVS (Discrete EVent system Specification) formalism.

Keywords: SVDB, PBN, DEVS, Network security.

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1296 Techniques for Reliability Evaluation in Distribution System Planning

Authors: T. Lantharthong, N. Phanthuna

Abstract:

This paper presents reliability evaluation techniques which are applied in distribution system planning studies and operation. Reliability of distribution systems is an important issue in power engineering for both utilities and customers. Reliability is a key issue in the design and operation of electric power distribution systems and load. Reliability evaluation of distribution systems has been the subject of many recent papers and the modeling and evaluation techniques have improved considerably.

Keywords: Reliability Evaluation, Optimization Technique, Reliability Indices

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1295 Characterization of Indoor Power Lines as Data Communication Channels Experimental Details and Results

Authors: Sheroz Khan, A. F. Salami, W. A. Lawal, AHM Zahirul Alam, Shihab Abdel Hameed, M. J. E.Salami

Abstract:

In this paper, a multi-branch power line is modeled using ABCD matrix to show its worth as a communication channel. The model is simulated using MATLAB in an effort to investigate the effects of multiple loading, multipath, and those as a result of load mismatching. The channel transfer function is obtained and investigated using different cable lengths, and different number of bridge taps under given loading conditions.

Keywords: Power line Communication, Transfer Function, Channel Modeling, Signal Transmission.

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1294 The Effect of Innovation Factors to Customer Loyalty by Structural Equation Model

Authors: M. Dachyar, Fatkhurrohman

Abstract:

Innovation is being view from four areas of innovation, product, service, technology, and marketing. Whereas customer loyalty is composed of customer expectation, perceived quality, perceived value, corporate image, customer satisfaction, customer trust/confidence, customer commitment, customer complaint, and customer loyalty. This study aimed to investigate the influence of innovation factors to customer loyalty to GSM in the telecom companies where use of products and services. Structural Equation Modeling (SEM) using to analyze innovation factors. It was found the factor of innovation have significant influence on customer loyalty.

Keywords: Innovation, telecommunication, customer loyalty, SEM

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1293 Triplet Shear Tests on Retrofitted Brickwork Masonry Walls

Authors: Berna Istegun, Erkan Celebi

Abstract:

The main objective of this experimental study is to assess the shear strength and the crack behavior of the triplets built of perforated brickwork masonry elements. In order to observe the influence of shear resistance and energy dissipating before and after retrofitting applications by using the reinforcing system, static-cyclic shear tests were employed in the structural mechanics laboratory of Sakarya University. The reinforcing system is composed of hybrid multiaxial seismic fabric consisting of alkali resistant glass and polypropylene fibers. The plaster as bonding material used in the specimen’s retrofitting consists of expanded glass granular. In order to acquire exact measuring data about the failure behavior of the two mortar joints under shear stressing, vertical load-controlled cylinder having force capacity of 50 kN and loading rate of 1.5 mm/min. with an internal inductive displacement transducers is carried out perpendicular to the triplet specimens. In this study, a total of six triplet specimens with textile reinforcement were prepared for these shear bond tests. The three of them were produced as single-sided reinforced triplets with seismic fabric, while the others were strengthened on both sides. In addition, three triplet specimens without retrofitting and plaster were also tested as reference samples. The obtained test results were given in the manner of force-displacement relationships, ductility coefficients and shear strength parameters comparatively. It is concluded that two-side seismic textile applications on masonry elements with relevant plaster have considerably increased the sheer force resistance and the ductility capacity.

Keywords: Triplet shears tests, retrofitting, seismic fabric, perforated brickwork, expanded glass granular.

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1292 Computational Analysis of the MembraneTargeting Domains of Plant-specific PRAF Proteins

Authors: Ewa Wywial, Shaneen M. Singh

Abstract:

The PRAF family of proteins is a plant specific family of proteins with distinct domain architecture and various unique sequence/structure traits. We have carried out an extensive search of the Arabidopsis genome using an automated pipeline and manual methods to verify previously known and identify unknown instances of PRAF proteins, characterize their sequence and build 3D structures of their individual domains. Integrating the sequence, structure and whatever little known experimental details for each of these proteins and their domains, we present a comprehensive characterization of the different domains in these proteins and their variant properties.

Keywords: PRAF proteins, homology modeling, Arabidopsisthaliana

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1291 Equilibrium Modeling of Carbon Dioxide Adsorption on Zeolites

Authors: Alireza Behvandi, Somayeh Tourani

Abstract:

High pressure adsorption of carbon dioxide on zeolite 13X was investigated in the pressure range (0 to 4) Mpa and temperatures 298, 308 and 323K. The data fitting is accomplished with the Toth, UNILAN, Dubinin-Astakhov and virial adsorption models which are generally used for micro porous adsorbents such as zeolites. Comparison with experimental data from the literature indicated that the virial model would best determine results. These results may be partly attributed to the flexibility of the virial model which can accommodate as many constants as the data warrants.

Keywords: adsorption models, zeolite, carbon dioxide

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1290 Mathematical Modelling for Separation of Binary Aqueous Solution using Hollow Fiber Reverse Osmosis Module

Authors: Anil Kumar, S. Deswal

Abstract:

The mathematical equation for Separation of the binary aqueous solution is developed by using the Spiegler- Kedem theory. The characteristics of a B-9 hollow fibre module of Du Pont are determined by using these equations and their results are compared with the experimental results of Ohya et al. The agreement between these results is found to be excellent.

Keywords: Binary aqueous solution, modeling, reverse osmosis module, Spiegler-Kedem theory.

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1289 Multi-Scale Gabor Feature Based Eye Localization

Authors: Sanghoon Kim, Sun-Tae Chung, Souhwan Jung, Dusik Oh, Jaemin Kim, Seongwon Cho

Abstract:

Eye localization is necessary for face recognition and related application areas. Most of eye localization algorithms reported so far still need to be improved about precision and computational time for successful applications. In this paper, we propose an eye location method based on multi-scale Gabor feature vectors, which is more robust with respect to initial points. The eye localization based on Gabor feature vectors first needs to constructs an Eye Model Bunch for each eye (left or right eye) which consists of n Gabor jets and average eye coordinates of each eyes obtained from n model face images, and then tries to localize eyes in an incoming face image by utilizing the fact that the true eye coordinates is most likely to be very close to the position where the Gabor jet will have the best Gabor jet similarity matching with a Gabor jet in the Eye Model Bunch. Similar ideas have been already proposed in such as EBGM (Elastic Bunch Graph Matching). However, the method used in EBGM is known to be not robust with respect to initial values and may need extensive search range for achieving the required performance, but extensive search ranges will cause much more computational burden. In this paper, we propose a multi-scale approach with a little increased computational burden where one first tries to localize eyes based on Gabor feature vectors in a coarse face image obtained from down sampling of the original face image, and then localize eyes based on Gabor feature vectors in the original resolution face image by using the eye coordinates localized in the coarse scaled image as initial points. Several experiments and comparisons with other eye localization methods reported in the other papers show the efficiency of our proposed method.

Keywords: Eye Localization, Gabor features, Multi-scale, Gabor wavelets.

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1288 Analytical Modeling of Globular Protein-Ferritin in α-Helical Conformation: A White Noise Functional Approach

Authors: Vernie C. Convicto, Henry P. Aringa, Wilson I. Barredo

Abstract:

This study presents a conformational model of the helical structures of globular protein particularly ferritin in the framework of white noise path integral formulation by using Associated Legendre functions, Bessel and convolution of Bessel and trigonometric functions as modulating functions. The model incorporates chirality features of proteins and their helix-turn-helix sequence structural motif.

Keywords: Globular protein, modulating function, white noise, winding probability.

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1287 Mathematical Modeling of the Influence of Hydrothermal Processes in the Water Reservoir

Authors: Alibek Issakhov

Abstract:

In this paper presents the mathematical model of hydrothermal processes in thermal power plant with different wind direction scenarios in the water reservoir, which is solved by the Navier - Stokes and temperature equations for an incompressible fluid in a stratified medium. Numerical algorithm based on the method of splitting by physical parameters. Three dimensional Poisson equation is solved with Fourier method by combination of tridiagonal matrix method (Thomas algorithm).

Keywords: thermal power plant, hydrothermal process, large eddy simulation, water reservoir

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1286 Multiagent Systems Simulation

Authors: G. Balakayeva, A. Aktymbayeva

Abstract:

In this paper, we consider components of discrete event imitating model, implementing a simulation model by using JAVA and performing an input analysis of the data and an output analysis of the simulation results. Was lead development of imitating model of mass service system with n (n≥1) devices of service. On the basis of the developed process of a multithreading simulated the distributed processes with presence of synchronization. Was developed the algorithm of event-oriented simulation, was received results of system functioning with n devices of service.

Keywords: Imitating modeling, Mass service system, Multi agentsystem.

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1285 Contaminant Transport Modeling Due to Thermal Diffusion Effects with the Effect of Biodegradation

Authors: Nirmala P. Ratchagar, S. Senthamilselvi

Abstract:

The heat and mass transfer characteristics of contaminants in groundwater subjected to a biodegradation reaction is analyzed by taking into account the thermal diffusion (Soret) effects. This phenomenon is modulated mathematically by a system of partial differential equations which govern the motion of fluid (groundwater) and solid (contaminants) particles. The numerical results are presented graphically for different values of the parameters entering into the problem on the velocity profiles of fluid, contaminants, temperature and concentration profile.

Keywords: Heat and mass transfer, Soret number, porous media.

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1284 Performance Analysis of Ferrocement Retrofitted Masonry Wall Units under Cyclic Loading

Authors: Raquib Ahsan, Md. Mahir Asif, Md. Zahidul Alam

Abstract:

A huge portion of old masonry buildings in Bangladesh are vulnerable to earthquake. In most of the cases these buildings contain unreinforced masonry wall which are most likely to be subjected to earthquake damages. Due to deterioration of mortar joint and aging, shear resistance of these unreinforced masonry walls dwindle. So, retrofitting of these old buildings has become an important issue. Among many researched and experimented techniques, ferrocement retrofitting can be a low cost technique in context of the economic condition of Bangladesh. This study aims at investigating the behavior of ferrocement retrofitted unconfined URM walls under different types of cyclic loading. Four 725 mm × 725 mm masonry wall units were prepared with bricks jointed by stretcher bond with 12.5 mm mortar between two adjacent layers of bricks. To compare the effectiveness of ferrocement retrofitting a particular type wire mesh was used in this experiment which is 20 gauge woven wire mesh with 12.5 mm × 12.5 mm square opening. After retrofitting with ferrocement these wall units were tested by applying cyclic deformation along the diagonals of the specimens. Then a comparative study was performed between the retrofitted specimens and control specimens for both partially reversed cyclic load condition and cyclic compression load condition. The experiment results show that ultimate load carrying capacities of ferrocement retrofitted specimens are 35% and 27% greater than the control specimen under partially reversed cyclic loading and cyclic compression respectively. And before failure the deformations of ferrocement retrofitted specimens are 43% and 33% greater than the control specimen under reversed cyclic loading and cyclic compression respectively. Therefore, the test results show that the ultimate load carrying capacity and ductility of ferrocement retrofitted specimens have improved.

Keywords: Cyclic compression, ferrocement, masonry wall, partially reversed cyclic load, retrofitting.

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1283 A Survey on Hyperbolic Cooling Towers

Authors: E. Asadzadeh, M. Alam

Abstract:

This study offers a comprehensive review of the research papers published in the field of cooling towers and gives an insight into the latest developments of the natural draught cooling towers. Different modeling, analysis and design techniques are summarized and the challenges are discussed. The 118 references included in this paper are mostly concentrated on the review of the published papers after 2005. The present paper represents a complete collection of the studies done for cooling towers and would give an updated material for the researchers and design engineers in the field of hyperbolic cooling towers.

Keywords: Hyperbolic cooling towers, earthquakes, wind, nonlinear behavior, buckling, collapse, interference.

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1282 Modeling of Titanium Alloy Implant for Fractured Distal Femur

Authors: Abhishek Soni, Bhagat Singh

Abstract:

In the present work, reverse engineering (RE) approach has been used to create a 3D model of a fractured femur bone using the computed tomography (CT) scan data. Thereafter, counter fit fixation plates of Titanium alloy (Ti6Al4V) have been designed and analyzed considering physiological static loading conditions. From the analysis, it has been inferred that the stresses and deformation developed are quite low. It implies that these designed customized fixation plates are able to provide stable fixation resulting in improved fracture union.

Keywords: Biomechanical evaluations, customized implant, reverse engineering, titanium alloy.

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1281 PoPCoRN: A Power-Aware Periodic Surveillance Scheme in Convex Region using Wireless Mobile Sensor Networks

Authors: A. K. Prajapati

Abstract:

In this paper, the periodic surveillance scheme has been proposed for any convex region using mobile wireless sensor nodes. A sensor network typically consists of fixed number of sensor nodes which report the measurements of sensed data such as temperature, pressure, humidity, etc., of its immediate proximity (the area within its sensing range). For the purpose of sensing an area of interest, there are adequate number of fixed sensor nodes required to cover the entire region of interest. It implies that the number of fixed sensor nodes required to cover a given area will depend on the sensing range of the sensor as well as deployment strategies employed. It is assumed that the sensors to be mobile within the region of surveillance, can be mounted on moving bodies like robots or vehicle. Therefore, in our scheme, the surveillance time period determines the number of sensor nodes required to be deployed in the region of interest. The proposed scheme comprises of three algorithms namely: Hexagonalization, Clustering, and Scheduling, The first algorithm partitions the coverage area into fixed sized hexagons that approximate the sensing range (cell) of individual sensor node. The clustering algorithm groups the cells into clusters, each of which will be covered by a single sensor node. The later determines a schedule for each sensor to serve its respective cluster. Each sensor node traverses all the cells belonging to the cluster assigned to it by oscillating between the first and the last cell for the duration of its life time. Simulation results show that our scheme provides full coverage within a given period of time using few sensors with minimum movement, less power consumption, and relatively less infrastructure cost.

Keywords: Sensor Network, Graph Theory, MSN, Communication.

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1280 Learning the Dynamics of Articulated Tracked Vehicles

Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

Abstract:

In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, Gaussian processes, robot control learning, tracked vehicles.

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1279 Hygric Performance of a Sandstone Wall Retrofitted with Interior Thermal Insulation

Authors: J. Maděra, M. Jerman, R. Černý

Abstract:

Temperature, relative humidity and overhygroscopic moisture fields in a sandstone wall provided with interior thermal insulation were calculated in order to assess the hygric performance of the retrofitted wall. Computational simulations showed that during the time period of 10 years which was subject of investigation no overhygroscopic moisture appeared in the analyzed building envelope so that it performed in a satisfactory way from the hygric point of view.

Keywords: Sandstone wall, interior thermal insulation, moisture, computational modeling.

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1278 Dengue Disease Mapping with Standardized Morbidity Ratio and Poisson-gamma Model: An Analysis of Dengue Disease in Perak, Malaysia

Authors: N. A. Samat, S. H. Mohd Imam Ma’arof

Abstract:

Dengue disease is an infectious vector-borne viral disease that is commonly found in tropical and sub-tropical regions, especially in urban and semi-urban areas, around the world and including Malaysia. There is no currently available vaccine or chemotherapy for the prevention or treatment of dengue disease. Therefore prevention and treatment of the disease depend on vector surveillance and control measures. Disease risk mapping has been recognized as an important tool in the prevention and control strategies for diseases. The choice of statistical model used for relative risk estimation is important as a good model will subsequently produce a good disease risk map. Therefore, the aim of this study is to estimate the relative risk for dengue disease based initially on the most common statistic used in disease mapping called Standardized Morbidity Ratio (SMR) and one of the earliest applications of Bayesian methodology called Poisson-gamma model. This paper begins by providing a review of the SMR method, which we then apply to dengue data of Perak, Malaysia. We then fit an extension of the SMR method, which is the Poisson-gamma model. Both results are displayed and compared using graph, tables and maps. Results of the analysis shows that the latter method gives a better relative risk estimates compared with using the SMR. The Poisson-gamma model has been demonstrated can overcome the problem of SMR when there is no observed dengue cases in certain regions. However, covariate adjustment in this model is difficult and there is no possibility for allowing spatial correlation between risks in adjacent areas. The drawbacks of this model have motivated many researchers to propose other alternative methods for estimating the risk.

Keywords: Dengue disease, Disease mapping, Standardized Morbidity Ratio, Poisson-gamma model, Relative risk.

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1277 Nonlinear Mathematical Model of the Rotor Motion in a Thin Hydrodynamic Gap

Authors: Jaroslav Krutil, František Pochylý, Simona Fialová

Abstract:

The article presents two mathematical models of the interaction between a rotating shaft and an incompressible fluid. The mathematical model includes both the journal bearings and the axially traversed hydrodynamic sealing gaps of hydraulic machines. A method is shown for the identification of additional effects of the fluid acting on the rotor of the machine, both for a linear and a nonlinear model. The interaction is expressed by matrices of mass, stiffness and damping.

Keywords: CFD modeling, hydrodynamic gap, matrices of mass, stiffness and damping, nonlinear mathematical model.

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1276 Analysis of Linked in Series Servers with Blocking, Priority Feedback Service and Threshold Policy

Authors: Walenty Oniszczuk

Abstract:

The use of buffer thresholds, blocking and adequate service strategies are well-known techniques for computer networks traffic congestion control. This motivates the study of series queues with blocking, feedback (service under Head of Line (HoL) priority discipline) and finite capacity buffers with thresholds. In this paper, the external traffic is modelled using the Poisson process and the service times have been modelled using the exponential distribution. We consider a three-station network with two finite buffers, for which a set of thresholds (tm1 and tm2) is defined. This computer network behaves as follows. A task, which finishes its service at station B, gets sent back to station A for re-processing with probability o. When the number of tasks in the second buffer exceeds a threshold tm2 and the number of task in the first buffer is less than tm1, the fed back task is served under HoL priority discipline. In opposite case, for fed backed tasks, “no two priority services in succession" procedure (preventing a possible overflow in the first buffer) is applied. Using an open Markovian queuing schema with blocking, priority feedback service and thresholds, a closed form cost-effective analytical solution is obtained. The model of servers linked in series is very accurate. It is derived directly from a twodimensional state graph and a set of steady-state equations, followed by calculations of main measures of effectiveness. Consequently, efficient expressions of the low computational cost are determined. Based on numerical experiments and collected results we conclude that the proposed model with blocking, feedback and thresholds can provide accurate performance estimates of linked in series networks.

Keywords: Blocking, Congestion control, Feedback, Markov chains, Performance evaluation, Threshold-base networks.

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1275 Measurement and Analysis of Human Hand Kinematics

Authors: Tamara Grujic, Mirjana Bonkovic

Abstract:

Measurements and quantitative analysis of kinematic parameters of human hand movements have an important role in different areas such as hand function rehabilitation, modeling of multi-digits robotic hands, and the development of machine-man interfaces. In this paper the assessment and evaluation of the reachto- grasp movement by using computerized and robot-assisted method is described. Experiment involved the measurements of hand positions of seven healthy subjects during grasping three objects of different shapes and sizes. Results showed that three dominant phases of reach-to-grasp movements could be clearly identified.

Keywords: Human hand, kinematics, reach-to-grasp movement.

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1274 Long-Term Deformations of Concrete Structures

Authors: A. Brahma

Abstract:

Drying is a phenomenon that accompanies the hardening of hydraulic materials. This study is concerned the modelling of drying shrinkage of the hydraulic materials and the prediction of the rate of spontaneous deformations of hydraulic materials during hardening. The model developed takes consideration of the main factors affecting drying shrinkage. There was agreement between drying shrinkage predicted by the developed model and experimental results. In last we show that developed model describe the evolution of the drying shrinkage of high performances concretes correctly.

Keywords: Drying, hydraulic concretes, shrinkage, modeling, prediction.

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1273 Indoor Mapping by using Smartphone Device

Authors: Shuib Rambat, Ruzsyahriman Jenal, John Elgy

Abstract:

This paper presented the potential of smart phone to provide support on mapping the indoor asset. The advantage of using the smart phone to generate the indoor map is that it has the ability to capture, store and reproduces still or video images; indeed most of us do have this powerful gadget. The captured images usually used by maintenance team to save a record for future reference. Here, these images are used to generate 3D models of an object precisely and accurately for efficient and effective solution in data gathering. Thus, it could be a resource for an informative database in asset management.

Keywords: 3D modeling, Asset Management, Object Extraction, Smart Device

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1272 Climate Related Financial Risk for Automobile Industry and Impact to Financial Institutions

Authors: S. Mahalakshmi, B. Senthil Arasu

Abstract:

As per the recent changes happening in the global policies, climate related changes and the impact it causes across every sector are viewed as green swan events – in essence, climate related changes can happen often and lead to risk and lot of uncertainty, but need to be mitigated instead of considering them as black swan events. This brings about a question on how this risk can be computed, so that the financial institutions can plan to mitigate it. Climate related changes impact all risk types – credit risk, market risk, operational risk, liquidity risk, reputational risk and others. And the models required to compute this have to consider the different industrial needs of the counterparty, as well as the factors that are contributing to this – be it in the form of different risk drivers, or the different transmission channels or the different approaches and the granular form of data availability. This brings out to the suggestion that the climate related changes, though it affects Pillar I risks, will be a Pillar II risk. This has to be modeled specifically based on the financial institution’s actual exposure to different industries, instead of generalizing the risk charge. And this will have to be considered as the additional capital to be met by the financial institution in addition to their Pillar I risks, as well as the existing Pillar II risks. In this paper, we present a risk assessment framework to model and assess climate change risks - for both credit and market risks. This framework helps in assessing the different scenarios, and how the different transition risks affect the risk associated with the different parties. This research paper delves on the topic of increase in concentration of greenhouse gases, that in turn causing global warming. It then considers the various scenarios of having the different risk drivers impacting credit and market risk of an institution, by understanding the transmission channels, and also considering the transition risk. The paper then focuses on the industry that’s fast seeing a disruption: automobile industry. The paper uses the framework to show how the climate changes and the change to the relevant policies have impacted the entire financial institution. Appropriate statistical models for forecasting, anomaly detection and scenario modeling are built to demonstrate how the framework can be used by the relevant agencies to understand their financial risks. The paper also focuses on the climate risk calculation for the Pillar II capital calculations, and how it will make sense for the bank to maintain this in addition to their regular Pillar I and Pillar II capital.

Keywords: Capital calculation, climate risk, credit risk, pillar II risk, scenario modeling.

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