Fracturas de escafoides carpiano: estudio retrospectivo en fracturas de polo proximal

Con el objetivo de evaluar los resultados obtenidos en nuestra experiencia con las fracturas de polo proximal de escafoides carpiano nos dispusimos a analizar una serie de variables para constatar los resultados finales en estas fracturas, detectar fallos en nuestros protocolos de actuación y plantear puntos de mejora en su diagnóstico y tratamiento. Para ello se recogieron todos los pacientes diagnosticados de fractura de polo proximal de escafoides entre 2001 y 2007 y de entre ellos analizamos los resultados de aquellos que se intervinieron quirúrgicamente (n=20). Esto incluía tanto aquellos pacientes que presentaban fracturas agudas, así como las pseudoartrosis y los retrasos de consolidación.

Fracturas de astrágalo

Estudio retrospectivo de 63 fracturas de astrágalo recogidas durante un periodo de 13 años. De las 31 fracturas del cuello astragalino se obtuvo un seguimiento de 2 años en 23 de ellas, pudiéndose valorar la aparición en la radiología del signo de Hawkins entre la 6ª y 8ª semana después del traumatismo y el desarrollo o no de necrosis avascular. Se concluye con el estudio que la observación del signo de Hawkins garantiza la correcta perfusión del astrágalo (sensibilidad del 100%). Sin embargo, la no detección de dicho signo no es predictiva del desarrollo de necrosis.

Morbimortalidad Asociada A La Fractura De Cadera Del Paciente Anciano. Analisis De Nuestro Medio

La fractura de cadera es una patología prevalente en la población anciana, con un crecimiento exponencial, altas tasas de morbimortalidad asociada, implicaciones en la calidad de vida y consumo de recursos sanitarios. Objetivos: Conocer las variables epidemiológicas de esta patología, el impacto en la atención médica y el proceso que implica para la adecuada previsión de recursos. Describir las causas de demora quirúrgica y sus posibles consecuencias, e implicaciones de todo lo anterior en la práctica anestésica. Material y métodos: Se realizó un estudio observacional retrospectivo, se revisan pacientes mayores de 65 años con diagnostico de fractura de cadera intervenidos en nuestro hospital entre enero de 2007 y diciembre de 2008, analizando datos epidemiológicos generales, morbimortalidad, antiagregación/anticoagulación, tipo de anestesia y complicaciones, tasa transfusional, estancia hospitalaria, demora quirúrgica y mortalidad, entre otros. Conclusiones: La fractura de cadera es un problema de salud serio y global, con implicaciones importantes en nuestra práctica diaria, en los costos inmediatos y a largo plazo. Siendo responsable de una alta morbimortalidad precoz y tardía. La demora quirúrgica se asocia a un aumento de complicaciones postoperatorias y mortalidad.

Epidemiologia de la fractura a l’atenció primària de catalunya

Utilitzant una base de dades amb informació clínica extreta de l’historial d’Atenció Primària (AP) a Catalunya, hem portat a terme un estudi de cohorts retrospectiu l’any 2009, incloent individus  50 anys. Hem identificat les fractures osteoporòtiques majors utilitzant codis CIE-10. 2.011.430 individus van ser inclosos. La incidència total va ser de 10’91/1.000 persones-any. La fractura més freqüent entre les dones va ser la d’avantbraç i entre els homes la vertebral simptomàtica. Totes les fractures van augmentar amb l’edat però es van observar diferents patrons segons localització. Aquesta informació és rellevant per la planificació dels serveis d’AP al nostre país.

State Failure – A Rationale for EU Foreign Policy?

'Estats fallits' ha arribat a ser un lema popular per als acadèmics i els polítics per igual. En opinió dels governs occidentals i les institucions internacionals, els estats fallits no compleixen amb les condicions necessàries per assolir el desenvolupament econòmic i social i alhora proporcionar un terreny fèrtil per als actors violents conflictes i no estatals que participen en la delinqüència internacional. La Unió Europea té una relació de llarga data amb els països de l'Àfrica subsahariana, molts dels quals es caracteritzen per ser fallat. En aquest treball es pretén analitzar si el compromís retòric de la UE per fer front a la insuficiència de l'Estat es tradueix en un enfocament coherent davant les causes profundes de la fragilitat de l'Estat i pregunta pels factors que expliquen el compromís de la UE amb els problemes que enfronten aquests estats. Mitjançant la comparació de les polítiques europees cap a la República Democràtica del Congo, Sierra Leone i la República Centreafricana, s'argumenta que la resposta de la UE als Estats fallits es desenvolupa d'una manera incoherent esbiaixada cap a les situacions de conflicte en lloc de ser guiat per una preocupació més general per fragilitat . L'anàlisi suggereix que la participació de la UE es deu principalment a interessos coincidents en els Estats membres i de la UE.

Riesgo de fractura asociado a los estadios previos al diagnóstico de la diabetes tipo 2: estudio de caso-control anidado (cohorte DIAFOS)

El objetivo es comparar la prevalencia de fractura en casos incidentes de diabetes y en controles apareados. Estudio casos-control que incluye todos los pacientes diabéticos tipo 2 diagnosticados entre 2006-2011 y dos controles sin diabetes. Se identificaron fracturas y enfermedad cardiovascular prevalentes, calculando prevalencias de fracturas osteoporóticas, mayores y de cadera, y de enfermedad cardiovascular. Se identificaron 58931 diabéticos y 117862 controles. Los diabéticos presentaban mayor prevalencia de accidente cerebro-vascular y de cardiopatía isquémica. Las prevalencias de fracturas osteoporóticas, de cadera y mayores fue similar en ambos grupos. En conclusión el riesgo de fractura es similar al de los controles no diabéticos.

A model of shadow banking

We present a model of shadow banking in which financial intermediaries originate and trade loans, assemble these loans into diversified portfolios, and then finance these portfolios externally with riskless debt. In this model: i) outside investor wealth drives the demand for riskless debt and indirectly for securitization, ii) intermediary assets and leverage move together as in Adrian and Shin (2010), and iii) intermediaries increase their exposure to systematic risk as they reduce their idiosyncratic risk through diversification, as in Acharya, Schnabl, and Suarez (2010). Under rational expectations, the shadow banking system is stable and improves welfare. When investors and intermediaries neglect tail risks, however, the expansion of risky lending and the concentration of risks in the intermediaries create financial fragility and fluctuations in liquidity over time.

Contagion and efficiency in gross and net interbank payment systems

The increased fragility of the banking industry has generatedgrowing concern about the risks associated with the paymentsystems. Although in most industrial countries differentinterbank payment systems coexist, little is really knownabout their propierties in terms of risk and efficiency. Wetackle this question by comparing the two main types ofpayment systems, gross and net, in a framework whereuncertainty arises from several sources: the time ofconsumption, the location of consumption and the return oninvestment. Payments across locations can be made either bydirectly transferrring liquidity or by transferring claimsagainst the bank in the other location. The two mechanism areinterpreted as the gross and net settlement systems ininterbank payments. We characterize the equilibria in the twosystems and identify the trade-off in terms of safety andefficiency.

Crises and growth: A re-evaluation

We address the question of whether growth and welfare can be higher in crisis prone economies. First, we show that there is a robust empirical link between per-capita GDP growth and negative skewness of credit growth across countries with active financial markets. That is, countries that have experienced occasional crises have grown on average faster than countries with smooth credit conditions. We then present a two-sector endogenous growth model in which financial crises can occur, and analyze the relationship between financial fragility and growth. The underlying credit market imperfections generateborrowing constraints, bottlenecks and low growth. We show that under certain conditions endogenous real exchange rate risk arises and firms find it optimal to take on credit risk in the form of currency mismatch. Along such a risky path average growth is higher, but self-fulfilling crises occur occasionally. Furthermore, we establish conditions under which the adoption of credit risk is welfare improving and brings the allocation nearer to the Pareto optimal level. The design of the model is motivated by several features of recent crises: credit risk in the form of foreign currency denominated debt; costly crises that generate firesales and widespread bankruptcies; and asymmetric sectorial responses, wherethe nontradables sector falls more than the tradables sector in the wake of crises.

On the impact of fundamentals, liquidity and coordination on market stability

We develop a coordination game to model interactions betweenfundamentals and liquidity during unstable periods in financial markets.We then propose a flexible econometric framework for estimationof the model and analysis of its quantitative implications. The specificempirical application is carry trades in the yen dollar market, includingthe turmoil of 1998. We find a generally very deep market, withlow information disparities amongst agents. We observe occasionallyepisodes of market fragility, or turmoil with up by the escalator, downby the elevator patterns in prices. The key role of strategic behaviorin the econometric model is also confirmed.

Banks, liquidity crises and economic growth

How do the liquidity functions of banks affect investment and growth at different stages ofeconomic development? How do financial fragility and the costs of banking crises evolve with the level of wealth of countries? We analyze these issues using an overlapping generations growth model where agents, who experience idiosyncratic liquidity shocks, can invest in a liquid storage technology or in a partially illiquid Cobb Douglas technology. By pooling liquidity risk, banks play a growth enhancing role in reducing inefficient liquidation of long term projects, but they may face liquidity crises associated with severe output losses. We show that middle income economies may find optimal to be exposed to liquidity crises, while poor and rich economies have more incentives to develop a fully covered banking system. Therefore, middle income economies could experience banking crises in the process of their development and, as they get richer, they eventually converge to a financially safe long run steady state. Finally, the model replicates the empirical fact of higher costs of banking crises for middle income economies.

Post crisis challenges to bank regulation

The current crisis has swept aside not only the whole of the US investment banking industry butalso the consensual perception of banking risks, contagion and their implication for bankingregulation. As everyone agrees now, risks where mispriced, they accumulated in neuralgic pointsof the financial system, and where amplified by procyclical regulation as well as by the instabilityand fragility of financial institutions.The use of ratings as carved in stone and lack of adequate procedure to swiftly deal withsystemic institutions bankruptcy (whether too-big-to-fail, too complex to fail or too-many to fail).The current paper will not deal with the description and analysis of the crisis, already covered inother contributions to this issue will address the critical choice regulatory authorities will face. Inthe future regulation has to change, but it is not clear that it will change in the right direction. Thismay occur if regulatory authorities, possibly influenced by public opinion and political pressure,adopt an incorrect view of financial crisis prevention and management. Indeed, there are twoapproaches to post-crisis regulation. One is the rare event approach, whereby financial crises willoccur infrequently, but are inescapable.

Bank liquidity, interbank markets and monetary policy

A major lesson of the recent financial crisis is that the interbank lending marketis crucial for banks facing large uncertainty regarding their liquidity needs. Thispaper studies the efficiency of the interbank lending market in allocating funds. Weconsider two different types of liquidity shocks leading to different implications foroptimal policy by the central bank. We show that, when confronted with a distributional liquidity-shock crisis that causes a large disparity in the liquidity held amongbanks, the central bank should lower the interbank rate. This view implies that thetraditional tenet prescribing the separation between prudential regulation and monetary policy should be abandoned. In addition, we show that, during an aggregateliquidity crisis, central banks should manage the aggregate volume of liquidity. Twodifferent instruments, interest rates and liquidity injection, are therefore required tocope with the two different types of liquidity shocks. Finally, we show that failureto cut interest rates during a crisis erodes financial stability by increasing the riskof bank runs.

Banks, government bonds, and default: what do the data say?

We use data from Bankscope to analyze the holdings of public bonds by over 18,000 banks located in 185 countries and the role of these bonds in 18 sovereign debt crises over the period 1998-2012. We find that: (i) banks hold a sizeable share of their assets in government bonds (about 9% on average), particularly in less financially developed countries; (ii) during sovereign crises, banks on average increase their bondholdings by 1% of their assets, but this increase is concentrated among larger and more profitable banks, and; (iii) the correlation between a bank's holdings of public bonds and its future loans is positive in normal times, but turns negative during defaults. A 10% increase in bank bond-holdings during default is associated with a 3.2% reduction in future loans, and bonds bought in normal times account for 75% of this effect. Our results are consistent with the view that there is a liquidity benefit for banks to hold public bonds in normal times, which is critical for understanding bank fragility during sovereign crises.