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CreditRisk+ Risk contribution is derived analytically. It is most closely related to the contribution of the obligor to total portfolio standard deviation. Risk contributions approximately sum to total portfolio standard deviation. To give you an idea how this comparison looked, Exhibit 4.35 lists the 10 largest risk contributions from each of the three models. That is, we ran the same portfolio through Portfolio Manager, CreditManager, and Credit Risk+. Then, based on the risk contributions, we ranked all the facilities in each model, generating three rank lists (which we will refer to as risk rankings from here on). In our rankings, a larger rank means a smaller risk. Although we had expected to see very similar risk rankings throughout different models (since we inputted the same obligor and exposure information), Exhibit 4.35 shows that our expectation was wrong. To gain more insight into the comparison, we calculated rank correlation statistics for Portfolio Manager and Credit Risk+ and for Portfolio Manager and CreditManager in the following manner. Using risk rankings as explained, we counted how many rms were in the same range of risk rankings for two models. For example, we counted the number of rms that were in the risk ranking range from 51 to 150 for both Portfolio Manager and CreditManager. We repeated the test for risk rankings

At the time of detection con rmation the receiver-generated reference C=A-code will be in approximate alignment with that of the signal (usually within one-half chip), and the reference code chipping rate will be approximately that of the signal. Additionally, the frequency of the signal will be known to within the frequency bin width Df . However, unless further measures are taken, the residual Doppler on the

The authors would like to thank Deborah Reas for her assistance with the translation of this chapter.

74 4, 4, 5, 5, 6, 6, 7, 7, 8, 8, 9, 9,

You can perform multiple badblocks passes; for example, this command line can be used to burn in a drive and screen for hard drive infant mortality:

3:19

(continues)

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The maple output is not simpli ed or formatted in any way. We discard the larger root since it violates our constraint that s < for all t > 0. The corresponding maple code is given in Figure 3.10. In both examples, the last two LaTeX commands can be avoided on some personal computers by cutting and pasting the displayed equation from maple directly into LaTeX. The conversion is automatic. Note that the result of using the saddlepoint approximation on the owgraph MGF is to give us an approximation to the entire density, f (t| ). When we use , the MLE of , the result is the maximum likelihood estimated density.

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2.1 + to 1.2 2.2 - to 1. 5 2.2 - to 1. 5 2.3 - to 1.6 - to 1.6 - -to 0.11 1 1.6 to 0.1 1.1 + to 0.2 1.2 - to 0. 3 1.3 + to 0.6 1.3+ to 0.6 1.5 to 0.10 1.5 - - to 0.10

The cipher key is usually between 40 and 256 bits for a block cipher, and for an rround iterated cipher this is expanded into r-round keys The round function is usually a combination of substitution and transposition Substitution is when a block in the plaintext is substituted with another block by some substitution rule Transposition is to permute the blocks or characters in the plaintext In earlier ciphers, substitution and transposition were used on their own as a cipher, where each plaintext symbol was a block, but this proved to be insecure because of the small block size Most modern ciphers are a combination of substitution and transposition, and are often called product ciphers [37] Among the main building blocks of modern block ciphers are substitutions and permutations, which are primitive ciphers on their own.

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