Tootfinder

Credit risk for large portfolios of green and brown loans: extending the ASRF model
Alessandro Ramponi, Sergio Scarlatti
https://arxiv.org/abs/2506.12510 h…

Credit risk for large portfolios of green and brown loans: extending the ASRF model
We propose a credit risk model for portfolios composed of green and brown loans, extending the ASRF framework via a two-factor copula structure. Systematic risk is modeled using potentially skewed distributions, allowing for asymmetric creditworthiness effects, while idiosyncratic risk remains Gaussian. Under a non-uniform exposure setting, we establish convergence in quadratic mean of the portfolio loss to a limit reflecting the distinct characteristics of the two loan segments. Numerical resu…

A visco-plastic constitutive model for accurate densification and shape predictions in powder metallurgy hot isostatic pressing
Subrato Sarkar, Jason R Mayeur, KPK Ajjarapu, Fred A List III, Soumya Nag, Ryan R Dehoff
https://arxiv.org/abs/2506.11946

A visco-plastic constitutive model for accurate densification and shape predictions in powder metallurgy hot isostatic pressing
Powder metallurgy hot isostatic pressing (PM-HIP) is an advanced manufacturing process that produces near net shape parts with high material utilization and uniform microstructures. Despite being used frequently to produce small-scale components, the application of PM-HIP to large-scale components is limited due to inadequate understanding of its complex mechanisms that cause unpredictable post-HIP shape distortions. A computational model can provide necessary information about the intermediate…