178 resultados para structural models of credit risk

em Indian Institute of Science - Bangalore - Índia


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Experimental conditions or the presence of interacting components can lead to variations in the structural models of macromolecules. However, the role of these factors in conformational selection is often omitted by in silico methods to extract dynamic information from protein structural models. Structures of small peptides, considered building blocks for larger macromolecular structural models, can substantially differ in the context of a larger protein. This limitation is more evident in the case of modeling large multi-subunit macromolecular complexes using structures of the individual protein components. Here we report an analysis of variations in structural models of proteins with high sequence similarity. These models were analyzed for sequence features of the protein, the role of scaffolding segments including interacting proteins or affinity tags and the chemical components in the experimental conditions. Conformational features in these structural models could be rationalized by conformational selection events, perhaps induced by experimental conditions. This analysis was performed on a non-redundant dataset of protein structures from different SCOP classes. The sequence-conformation correlations that we note here suggest additional features that could be incorporated by in silico methods to extract dynamic information from protein structural models.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Merton's model views equity as a call option on the asset of the firm. Thus the asset is partially observed through the equity. Then using nonlinear filtering an explicit expression for likelihood ratio for underlying parameters in terms of the nonlinear filter is obtained. As the evolution of the filter itself depends on the parameters in question, this does not permit direct maximum likelihood estimation, but does pave the way for the `Expectation-Maximization' method for estimating parameters. (C) 2010 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The financial crisis set off by the default of Lehman Brothers in 2008 leading to disastrous consequences for the global economy has focused attention on regulation and pricing issues related to credit derivatives. Credit risk refers to the potential losses that can arise due to the changes in the credit quality of financial instruments. These changes could be due to changes in the ratings, market price (spread) or default on contractual obligations. Credit derivatives are financial instruments designed to mitigate the adverse impact that may arise due to credit risks. However, they also allow the investors to take up purely speculative positions. In this article we provide a succinct introduction to the notions of credit risk, the credit derivatives market and describe some of the important credit derivative products. There are two approaches to pricing credit derivatives, namely the structural and the reduced form or intensity-based models. A crucial aspect of the modelling that we touch upon briefly in this article is the problem of calibration of these models. We hope to convey through this article the challenges that are inherent in credit risk modelling, the elegant mathematics and concepts that underlie some of the models and the importance of understanding the limitations of the models.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The formulation of higher order structural models and their discretization using the finite element method is difficult owing to their complexity, especially in the presence of non-linearities. In this work a new algorithm for automating the formulation and assembly of hyperelastic higher-order structural finite elements is developed. A hierarchic series of kinematic models is proposed for modeling structures with special geometries and the algorithm is formulated to automate the study of this class of higher order structural models. The algorithm developed in this work sidesteps the need for an explicit derivation of the governing equations for the individual kinematic modes. Using a novel procedure involving a nodal degree-of-freedom based automatic assembly algorithm, automatic differentiation and higher dimensional quadrature, the relevant finite element matrices are directly computed from the variational statement of elasticity and the higher order kinematic model. Another significant feature of the proposed algorithm is that natural boundary conditions are implicitly handled for arbitrary higher order kinematic models. The validity algorithm is illustrated with examples involving linear elasticity and hyperelasticity. (C) 2013 Elsevier Inc. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Using computer modeling of three-dimensional structures and structural information available on the crystal structures of HIV-1 protease, we investigated the structural effects of mutations, in treatment-naive and treatment-exposed individuals from India and postulated mechanisms of resistance in clade C variants. A large number of models (14) have been generated by computational mutation of the available crystal structures of drug bound proteases. Localized energy minimization was carried out in and around the sites of mutation in order to optimize the geometry of interactions present. Most of the mutations result in structural differences at the flap that favors the semiopen state of the enzyme. Some of the mutations were also found to confer resistance by affecting the geometry of the active site. The E35D mutation affects the flap structure in clade B strains and E35N and E35K mutation, seen in our modeled strains, have a more profound effect. Common polymorphisms at positions 36 and 63 in clade C also affected flap structure. Apart from a few other residues Gln-58, Asn-83, Asn-88, and Gln-92 and their interactions are important for the transition from the closed to the open state. Development of protease inhibitors by structure-based design requires investigation of mechanisms operative for clade C to improve the efficacy of therapy.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We consider an enhancement of the credit risk+ model to incorporate correlations between sectors. We model the sector default rates as linear combinations of a common set of independent variables that represent macro-economic variables or risk factors. We also derive the formula for exact VaR contributions at the obligor level.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Of the similar to 4000 ORFs identified through the genome sequence of Mycobacterium tuberculosis (TB) H37Rv, experimentally determined structures are available for 312. Since knowledge of protein structures is essential to obtain a high-resolution understanding of the underlying biology, we seek to obtain a structural annotation for the genome, using computational methods. Structural models were obtained and validated for similar to 2877 ORFs, covering similar to 70% of the genome. Functional annotation of each protein was based on fold-based functional assignments and a novel binding site based ligand association. New algorithms for binding site detection and genome scale binding site comparison at the structural level, recently reported from the laboratory, were utilized. Besides these, the annotation covers detection of various sequence and sub-structural motifs and quaternary structure predictions based on the corresponding templates. The study provides an opportunity to obtain a global perspective of the fold distribution in the genome. The annotation indicates that cellular metabolism can be achieved with only 219 folds. New insights about the folds that predominate in the genome, as well as the fold-combinations that make up multi-domain proteins are also obtained. 1728 binding pockets have been associated with ligands through binding site identification and sub-structure similarity analyses. The resource (http://proline.physics.iisc.ernet.in/Tbstructuralannotation), being one of the first to be based on structure-derived functional annotations at a genome scale, is expected to be useful for better understanding of TB and for application in drug discovery. The reported annotation pipeline is fairly generic and can be applied to other genomes as well.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The study extends the first order reliability method (FORM) and inverse FORM to update reliability models for existing, statically loaded structures based on measured responses. Solutions based on Bayes' theorem, Markov chain Monte Carlo simulations, and inverse reliability analysis are developed. The case of linear systems with Gaussian uncertainties and linear performance functions is shown to be exactly solvable. FORM and inverse reliability based methods are subsequently developed to deal with more general problems. The proposed procedures are implemented by combining Matlab based reliability modules with finite element models residing on the Abaqus software. Numerical illustrations on linear and nonlinear frames are presented. (c) 2012 Elsevier Ltd. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Heterodimeric proteins with homologous subunits of same fold are involved in various biological processes. The objective of this study is to understand the evolution of structural and functional features of such heterodimers. Using a non-redundant dataset of 70 such heterodimers of known 3D structure and an independent dataset of 173 heterodimers from yeast, we note that the mean sequence identity between interacting homologous subunits is only 23-24% suggesting that, generally, highly diverged paralogues assemble to form such a heterodimer. We also note that the functional roles of interacting subunits/domains are generally quite different. This suggests that, though the interacting subunits/domains are homologous, the high evolutionary divergence characterize their high functional divergence which contributes to a gross function for the heterodimer considered as a whole. The inverse relationship between sequence identity and RMSD of interacting homologues in heterodimers is not followed. We also addressed the question of formation of homodimers of the subunits of heterodimers by generating models of fictitious homodimers on the basis of the 3D structures of the heterodimers. Interaction energies associated with these homodimers suggests that, in overwhelming majority of the cases, such homodimers are unlikely to be stable. Majority of the homologues of heterodimers of known structures form heterodimers (51.8%) and a small proportion (14.6%) form homodimers. Comparison of 3D structures of heterodimers with homologous homodimers suggests that interfacial nature of residues is not well conserved. In over 90% of the cases we note that the interacting subunits of heterodimers are co-localized in the cell. Proteins 2015; 83:1766-1786. (c) 2015 Wiley Periodicals, Inc.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The diphenoxy bicyclic tetraphosphapentazane derivatives (EtN)(5)P-4(OPh)(2) 2 and its monoxide (EtN)(5)P-4(O)(OPh)(2) 3 have been prepared. Both 2 and 3 exist as a mixture of two isomers. One isomer of (EtN)(5)P-4(O)(OPh)(2) 3a has been isolated and its reaction with tetrachloro-1,2-benzoquinone yielded (EtN)(5)P-4(O)(OPh)(2)(O2C6Cl4) 5 in which the junction phosphorus atom becomes five-co-ordinated. Treatment of 2 or 3a with [Mo(CO)(4)(nbd)] (nbd = norbornadiene, bicyclo[2.2.1]hepta-2,5-diene), on the other hand, yielded the chelate complex [Mo(CO)(4){(EtN)(5)P-4(O)(n)(OPh)(2)}] (n = 0 or 1; 6 or 7) in which the peripheral phosphorus atoms are bonded to the metal. The structures of 3a and 5-7 have been confirmed by single-crystal X-ray diffraction studies. The two P3N3 rings in 3a and 5 adopt twist/twist and irregular/twist conformations respectively; the phenoxy substituents occupy the 'pseudo axial' positions. However, an ideal chair conformation is observed for the P3N3 rings in 6 and 7 with the phenoxy substituents taking up the 'pseudo equatorial' positions. The NMR spectroscopic data for the compounds are discussed.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

To circumvent the practical difficulties in research on tropical rainforest lianas in their natural habitat due to prevailing weather conditions, dense camouflaging vegetation and problems in transporting equipment for experimental investigations, Entada pursaetha DC (syn. Entada scandens Benth., Leguminosae) was grown inside a research campus in a dry subtropical environment. A solitary genet has attained a gigantic size in 17 years, infesting crowns of semi-evergreen trees growing in an area roughly equivalent to 1.6 ha. It has used aerially formed, cable-like stolons for navigating and spreading its canopy across tree gaps. Some of its parts which had remained unseen in its natural habitat due to dense vegetation are described. The attained size of this liana in a climatically different environment raises the question as to why it is restricted to evergreen rainforests. Some research problems for which this liana will be useful are pointed out.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Mr= 361.3, triclinic, P1, a = 6-239 (2), b=11.280(2), c=12-451(2)A, a=101.2 (1), B= 92.3 (1), 7=99.9(1)°, V=844.123 A3, Z=2, Dx= 1.42, D m = 1.42 (1) Mg m -3, n(Cu Ka) = 1.5418 ,A., g = 1-102 mm -1, F(000) = 376, T= 293 K. Final R = 0.064 for 2150 observed reflections. The niflumic acid anions consist essentially of three planar groupings, namely, two six-membered rings and a carboxylate group attached to one of them. The invariant common structural features observed in the crystal structures of fenamates, namely, the coplanarity of the carboxyl group and the six-membered ring bearing it, and the internal hydrogen bond between the carboxyl group and the imino N atom that bridges the two sixmembered rings, are retained in the complex. The amino N atom is gauche with respect to the terminal hydroxyl group in the ethanolamine cation. The complexation between the two molecules is achieved through ionic and hydrogen-bonded interactions involving the carboxylate group in niflumic acid.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The inclusion of fibers into a matrix over only a partial thickness of the beam is regarded as partially fiber reinforcing a beam. This concept is fully invoked in the present investigation. A tensile strain enhancement factor, t, as determined by a direct tension test, forms a convenient engineering parameter that takes care of the influence of the aspect ratio and volume fraction of the given type of fiber. The appropriate thickness of the beam section to be reinforced with fibers is computed using the above parameter. Necessary analytical expressions were developed to compute the moment enhancement factor associated with different values of the parameter, t. The validity of the approach was experimentally demonstrated. Practically similar deflection patterns for fully and partially fibrous sections were observed. The applicability of the method developed in practical situations, such as the design of airfield and highway pavements with fiber conretes, is cited.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Monopropiophenone thiocarbonohydrazone has been isolated in both linear and cyclic isomeric forms. Each form has been shown to isomerize and exist in equilibrium with the other in DMSO-d6 solution by 1H and 13C NMR spectroscopy. The kinetics of this transformation show attainment of equilibrium in approximately 6 h, with a linear to cyclic configuration ratio of 40:60.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A study of Bi-doped amorphous (Ge42S58)100−xBix and Ge20S80−xBix has been carried out by differential thermal analysis (DTA) and X-ray diffraction methods so as to elucidate the impurity-induced modifications in the semiconductors. Thermal analysis reveals the presence of complex structural units in the modified material. An interesting feature of this study is the existence of a double glass transition in Ge20S80−xBix, which is reported for the first time in this system.