Development of a program of radiopaque lesions images via radiographic cases for active learning in oral medicine

Through the creation of this project in English, we have made a file of radiographic images that will be used by third year dental students in order to improve the practical teaching part of the subject of Oral Medicine, essentially by incorporating these files to the Virtual Campus. We have selected the most representative radiopaque radiographic images studied in pathology lectures given. We have prepared a file with 59 radiopaque radiographic images. These lesions have been divided according to their relationship and number with the tooth, into the following groups: “Anatomic radiopacities”, “Periapical radiopacities”, “Solitary radiopacities not necessarily contacting teeth”,“Multiple separate radiopacities”, and “Generalized radiopacities”. We created 4 flowcharts synthesizing the mayor explanatory bases of each pathological process in relation to other pathologies within each location. We have focused primarily in those clinical and radiographic features that can help us differentiate one pathology from another. We believe that by giving the student a knowledge base through each flowchart, as well as provide clinical cases, will start their curiosity to seek new cases on the Internet or try to look for images that we have not been able to locate due to low frequency. In addition, as this project has been done in English, it will provide the students with necessary tools to do a literature search, as most of the medical and dental literature is in English; thus far, providing the student with this material necessary to make the appropriate searched using keywords in English.

Risk premiumin the global creditMarkets: 2006-2012

¿What have we learnt from the 2006-2012 crisis, including events such as the subprime crisis, the bankruptcy of Lehman Brothers or the European sovereign debt crisis, among others? It is usually assumed that in firms that have a CDS quotation, this CDS is the key factor in establishing the credit premiumrisk for a new financial asset. Thus, the CDS is a key element for any investor in taking relative value opportunities across a firm’s capital structure. In the first chapter we study the most relevant aspects of the microstructure of the CDS market in terms of pricing, to have a clear idea of how this market works. We consider that such an analysis is a necessary point for establishing a solid base for the rest of the chapters in order to carry out the different empirical studies we perform. In its document “Basel III: A global regulatory framework for more resilient banks and banking systems”, Basel sets the requirement of a capital charge for credit valuation adjustment (CVA) risk in the trading book and its methodology for the computation for the capital requirement. This regulatory requirement has added extra pressure for in-depth knowledge of the CDS market and this motivates the analysis performed in this thesis. The problem arises in estimating of the credit risk premium for those counterparties without a directly quoted CDS in the market. How can we estimate the credit spread for an issuer without CDS? In addition to this, given the high volatility period in the credit market in the last few years and, in particular, after the default of Lehman Brothers on 15 September 2008, we observe the presence of big outliers in the distribution of credit spread in the different combinations of rating, industry and region. After an exhaustive analysis of the results from the different models studied, we have reached the following conclusions. It is clear that hierarchical regression models fit the data much better than those of non-hierarchical regression. Furthermore,we generally prefer the median model (50%-quantile regression) to the mean model (standard OLS regression) due to its robustness when assigning the price to a new credit asset without spread,minimizing the “inversion problem”. Finally, an additional fundamental reason to prefer the median model is the typical "right skewness" distribution of CDS spreads...