We propose a new measure of systemic financial distress that incorporates idiosyncratic and risks in the system network. Using this measure, we develop an integrated stress test bank liquidity solvency based on dynamics within banking apply framework to US identify vulnerability individual banks as well resilience whole economic shock. The helps us monitor interdependencies between banks. propo...

This dissertation proposes a combinatorial model, program representations, and constraint solving techniques for integrated register allocation and instruction scheduling in compiler back-ends. In contrast to traditional compilers based on heuristics, the proposed approach generates potentially optimal code by considering all trade-offs between interdependent decisions as a single optimization ...

Integrated logistics and financial services have been practiced by third party logistics (3PL) firms for years; however, the literature has been silent on the value of 3PL firms as credit providers in budget-constrained supply chains. This paper investigates an extended supply chain model with a supplier, a budget-constrained retailer, a bank, and a 3PL firm, in which the retailer has insuffici...

One of the most complicated decision making problems for managers is the evaluation of bank performance, which involves various criteria. There are many studies about bank efficiency evaluation by network DEA in the literature review. These studies do not focus on multi-level network. Wu (Eur J Oper Res 207:856–864, 2010) proposed a bi-level structure for cost efficiency at the first time. In t...

This paper outlines a model of the first true central bank, the Bank of Amsterdam, founded in 1609. Employing a variant of the Freeman (1996) model of money and payments, we first analyze the problematic monetary situation in the Netherlands prior to the founding of the Bank. We then use the model to describe how the Bank could remedy this situation by creating a stable medium for the settlemen...

the purpose of this study was the introduction of seed accumulation index as a new approach in the evaluation of soil seed bank consistency in the populus caspica in noor reserved forest park. sampling were made above ground vegetation at peak vegetation cover during june 2010 by systematic- selective method. soil samples were collected during late june, late november and early february by hamm...

the purpose of present paper was to examine the relationship between central bank independence and inflation rate in iran over 1960-2008. first, central bank independence has been accomplished through three indices including legal and real cbi indices and turnover rate of central bank governor index. then, augmented dickey-fuller test for model stationary of variables has been done by applying ...

Lead time is one of the major limits that affect planning at every stage of the supply chain system. In this paper, we study a continuous review inventory model. This paper investigates the ordering cost reductions are dependent on lead time. This study addressed two-echelon supply chain problem consisting of a single vendor and a single buyer. The main contribution of this study is that the in...