相关论文: Life after (Soft) Default

When not appropriately managed, technical debt is considered to have negative effects on the long term success of a software project. However, how the debt metaphor applies to requirements engineering in general, and to requirements…

This paper characterizes the probability of a market failure defined as the default of two or more globally systemically important banks (G-SIBs) in a small interval of time. The default probabilities of the G-SIBs are correlated through…

Multiplayer online games are ideal settings for studying the effects of technological disruptions on social behavior. Software patches to online games cause significant changes to the game's rules and require players to develop new…

In recent years, high availability and reliability of Data Storage Systems (DSS) have been significantly threatened by soft errors occurring in storage controllers. Due to their specific functionality and hardware-software stack, error…

Software updates are essential to enhance security, fix bugs, and add better features to the existing software. While some users accept software updates, non-compliance remains a widespread issue. While some users accept software updates,…

Despite significant anecdotal evidence regarding the vulnerability of the U.S. power infrastructure, there is a dearth of longitudinal and nation-level characterization of the spatial and temporal patterns in the frequency and extent of…

Awareness about security and privacy risks is important for developing good security habits. Learning about real-world security incidents and data breaches can alert people to the ways in which their information is vulnerable online, thus…

As software systems continue to play a significant role in modern society, ensuring their fairness has become a critical concern in software engineering. Motivated by this scenario, this paper focused on exploring the multifaceted nature of…

The IFRS 9 accounting standard requires the prediction of credit deterioration in financial instruments, i.e., significant increases in credit risk (SICR). However, the definition of such a SICR-event is inherently ambiguous, given its…

Credit scorecards are models used for the modelling of the probability of default of clients. The decision to extend credit to an applicant, as well as the price of the credit, is often based on these models. In order to ensure that…

This work proposes a new and flexible unreliable failure detector whose output is related to the trust level of a set of processes. By expressing the relevance of each process of the set by an impact factor value, our approach allows the…

In the face of a pandemic, urban protests, and an affordability crisis, is the desirability of dense urban settings at a turning point? Assessing cities' long term trends remains challenging. The first part of this chapter describes the…

Smart contracts underpin high-value ecosystems such as decentralized finance (DeFi), yet recurring vulnerabilities continue to cause losses worth billions of dollars. Although numerous security analyzers that detect such flaws exist,…

We propose a novel credit default model that takes into account the impact of macroeconomic information and contagion effect on the defaults of obligors. We use a set-valued Markov chain to model the default process, which is the set of all…

The writers propose a mathematical Method for deriving risk weights which describe how a borrower's income, relative to their debt service obligations (serviceability) affects the probability of default of the loan. The Method considers the…

We study cross-country GDP losses due to financial crises in terms of frequency (number of loss events per period) and severity (loss per occurrence). We perform the Loss Distribution Approach (LDA) to estimate a multi-country aggregate GDP…

With negative growth in real production in many countries and debt levels which become an increasing burden on developed societies, the calls for a change in economic policy and even the monetary system become louder and increasingly…

How long a technological civilization remains active, and what determines whether it collapses or persists, is a central question for both projecting humanity's future and assessing the prevalence of detectable intelligence in the galaxy.…

This study presents a granular analysis of societal recovery from disasters at the individual level, focusing on the aftermath of Hurricane Harvey and Hurricane Ida. Societal recovery is defined as the restoration of the societal…

Software errors and incidents are inevitable in web based applications. Scalability challenges, increasing demand, and ongoing code changes can contribute to such failures. As software architectures evolve rapidly, understanding how and why…