13 resultados para Financial Risk Tolerance
em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"
Analytical and Monte Carlo approaches to evaluate probability distributions of interruption duration
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Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties-and, in some cases, rewards-that introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the maximum continuous interruption duration (MCID) per customer.This parameter is responsible for the majority of penalties in many electric distribution utilities. This paper describes analytical and Monte Carlo simulation approaches to evaluate probability distributions of interruption duration indices. More emphasis will be given to the development of an analytical method to assess the probability distribution associated with the parameter MCID and the correspond ng penalties. Case studies on a simple distribution network and on a real Brazilian distribution system are presented and discussed.
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Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties, and in some cases rewards, which introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the Maximum Continuous Interruption Duration per customer (MCID). This paper describes a chronological Monte Carlo simulation approach to evaluate probability distributions of reliability indices, including the MCID, and the corresponding penalties. In order to get the desired efficiency, modern computational techniques are used for modeling (UML -Unified Modeling Language) as well as for programming (Object- Oriented Programming). Case studies on a simple distribution network and on real Brazilian distribution systems are presented and discussed. © Copyright KTH 2006.
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CONTEXTO E OBJETIVO: A falta de consenso sobre os protocolos de rastreamento e diagnóstico do diabetes gestacional, associada às dificuldades na realização do teste oral simplificado do diabete gestacional (o teste de tolerância a 100 g de glicose, considerado padrão-ouro) justificam a comparação com alternativas. O objetivo deste trabalho é comparar o teste padrão-ouro a dois testes de rastreamento: associação de glicemia de jejum e fatores de risco (GJ + FR) e o teste oral simplificado de tolerância a 50 g de glicose (TTG 50 g), com o teste de tolerância a 100 g de glicose (TTG 100 g). TIPO DE ESTUDO E LOCAL: Estudo de coorte longitudinal, prospectivo, realizado no Serviço de Ginecologia e Obstetrícia do Hospital Universitário da Universidade Federal de Mato Grosso do Sul. MÉTODOS: 341 gestantes foram submetidas aos três testes. Calcularam-se os índices de sensibilidade (S), especificidade (E), valores preditivos (VPP e VPN), razões de probabilidade (RPP e RPN) e resultados falsos (FP e FN), positivos e negativos da associação GJ + FR e do TTG 50 g em relação ao TTG 100 g. Compararam-se as médias das glicemias de uma hora pós-sobrecarga (1hPS) com 50 e 100 g. Na análise estatística, empregou-se o teste t de Student, com limite de significância de 5%. RESULTADOS: A associação GJ + FR encaminhou mais gestantes (53,9%) para a confirmação diagnóstica que o TTG 50 g (14,4%). Os dois testes foram equivalentes nos índices de S (86,4 e 76,9%), VPN (98,7 e 98,9%), RPN (0,3 e 0,27) e FN (15,4 e 23,1%). As médias das glicemias 1hPS foram semelhantes, 106,8 mg/dl para o TTG 50 g e 107,5 mg/dl para o TTG 100 g. CONCLUSÕES: Os resultados da eficiência diagnóstica associados à simplicidade, praticabilidade e custo referendaram a associação GJ + FR como o mais adequado para o rastreamento. A equivalência das glicemias de 1hPS permitiram a proposição de um novo protocolo de rastreamento e diagnóstico do diabete gestacional, com menores custo e desconforto.
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At the present time, much attention is being paid to antioxidant substances because many pathological conditions are associated with oxidative stress. The purpose of the present study was to discover the potency of saponin (2-phenyl-benzopyrane), a soybean flavonoid, with respect to its hypoglycaemic and hypolipidaemic action, and the association of these effects with oxidative stress. Male Wistar rats were divided into two groups (n = 6): control group and saponin-treated group (60 mg/kg) during 30 days. Saponin had no effects on glucose tolerance. Although no changes had been observed in low-density lipoprotein-cholesterol, saponin-treated animals had increased low-density lipoprotein-cholesterol/triacylglycerol ratio and decreased triacylglycerol, very low-density lipoprotein-cholesterol and total/high-density lipoprotein-cholesterol ratio than the control group. Saponin-treated rats showed lower lipid hydroperoxide than control rats, indicating decreased potential to atherosclerosis. No alterations were observed in antioxidant enzymes, superoxide dismutase and glutathione peroxidase, while lipid hydroperoxide were decreased in saponin-treated rats. In conclusion, the beneficial effects of saponin on serum lipids were related to a direct saponin antioxidant activity.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Objective: To evaluate data from patients with normal oral glucose tolerance test (OGTT) results and a normal or impaired glycemic profile (GP) to determine whether lower cutoff values for the OGTT and GP (alone or combined) could identify pregnant women at risk for excessive fetal growth. Methods: We classified 701 pregnant women with positive screening for gestational diabetes mellitus (GDM) into 2 categories - (1) normal 100-g OGTT and normal GP and (2) normal 100-g OGTT and impaired GP - to evaluate the influence of lower cutoff points in a 100-g OGTT and GP (alone or in combination) for identification of pregnant women at excessive fetal growth risk. The OGTT is considered impaired if 2 or more values are above the normal range, and the GP is impaired if the fasting glucose level or at least 1 postprandial glucose value is above the normal range. To establish the criteria for the OGTT (for fasting and 1, 2, and 3 hours after an oral glucose load, respectively), we considered the mean (75 mg/dL, 120 mg/dL, 113 mg/dL, and 97 mg/dL), mean plus 1 SD (85 mg/dL, 151 mg/dL, 133 mg/dL, and 118 mg/dL), and mean plus 2 SD (95 mg/dL, 182 mg/dL, 153 mg/dL, and 139 mg/dL); and for the GP, we considered the mean and mean plus 1 SD (78 mg/dL and 92 mg/dL for fasting glucose levels and 90 mg/dL and 130 mg/dL for 1- or 2-hour postprandial glucose levels, respectively). Results: Subsequently, the women were reclassified according to the new cutoff points for both tests (OGTT and GP). Consideration of values, in isolation or combination, yielded 6 new diagnostic criteria. Excessive fetal growth was the response variable for analysis of the new cutoff points. Odds ratios and their respective confidence intervals were estimated, as were the sensitivity and specificity related to diagnosis of excessive fetal growth for each criterion. The new cutoff points for the tests, when used independently rather than collectively, did not help to predict excessive fetal growth in the presence of mild hyperglycemia. Conclusion: Decreasing the cutoff point for the 100-g OGTT (for fasting and 1, 2, and 3 hours) to the mean (75 mg/dL, 120 mg/dL, 113 mg/dL, and 97 mg/dL) in association with the GP (mean or mean plus 1 SD-78 mg/dL and 92 mg/dL for the fasting state and 90 mg/dL and 130 mg/dL for 1- or 2-hour postprandial values-increased the sensitivity and specificity, and both criteria had statistically significant predictive power for detection of excessive fetal growth. © 2008 AACE.
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Objective The aims of this study were to evaluate the prevalence of metabolic syndrome (MS) in a cohort of pregnant women with a wide range of glucose tolerance, pre-pregnancy risk factors for MS during pregnancy and the effects of MS in the occurrence of adverse perinatal outcomes.Research Design and Methods One hundred and thirty six women with positive screening for gestational diabetes (GDM) were classified by two diagnostic methods: glycaemic profile and 100 g oral glucose tolerance test (OGTT) as normoglycaemic, mild gestational hyperglycaemic, GDM, and overt GDM. Markers of insulin resistance were measured between 24-28 and 36th week of gestation, and 6 weeks after delivery.Results The prevalence of MS was 0; 20.0; 23.5 and 36.4% in normoglycaemic, mild hyperglycaemic, GDM and overt GDM groups, respectively. Previous history of GDM with or without insulin use, body mass index (BMI) >= 25, hypertension, family history of diabetes in first-degree relatives, non-Caucasian ethnicity, history of prematurity and polyhydramnios were statistically significant pre-pregnancy predictors for MS in the index pregnancy, that by its turn increased the occurrence of adverse perinatal outcomes (p = 0.01).Conclusions The prevalence of MS increases with the worsening of glucose tolerance and is an independent predictor of adverse perinatal outcomes; impaired glycaemic profile identifies pregnancies with important metabolic abnormalities that are linked to the occurrence of adverse perinatal outcomes even in the presence of a normal OGTT, in patients that are not currently classified as having GDM. Copyright (C) 2008 John Wiley & Sons, Ltd.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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We evaluated insulin release and insulin sensitivity in women with basal and/or postprandial hyperglycemia but normal oral glucose tolerance test (OGTT) in previous pregnancy (GHG). These women were individually matched with females without previous hyperglycemia (NGT). Both groups consisted of normal glucose-tolerant women at the time of this study. They underwent OGTT (75g; n= 32 pairs) and hyperglycemic clamp experiments (10mmoll-1; n=27 pairs) with plasma glucose, insulin, and C-peptide measurements and calculation of insulinogenic index, first- and second-phase insulin release, and insulin sensitivity index (ISI). The GHG group showed higher glycosylated hemoglobin levels (6.2±0.6% versus 5.8±0.8%; P<0.05); lower insulinogenic index at 30min (134.03±62.69pmolmmol-1 versus 181.59±70.26pmolmmoll-1; P<0.05) and diminished C-peptide response in relation to glucose (4.05±0.36nmolmmol-1 versus 4.23±0.36nmolmmol-1; P<0.05) at OGTT. Both groups did not show difference in insulin secretion and ISI by hyperglycemic clamp technique. We concluded that in up to 12 years from index pregnancy, women with previous GHG, presenting normal glucose tolerance and well-matched with their controls, showed β-cell dysfunction without change in ISI. As women with previous GHG are at risk of type 2 diabetes, β-cell dysfunction may be its primary defect. © 2003 Elsevier B.V. All rights reserved.
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Background: Microalbuminuria may reflect diffuse endothelial damage. Considering that diabetes and hypertension cause vasculopathy, we investigated associations of albumin-to-creatinine ratio (ACR) with plasma glucose and blood pressure levels in high-risk subjects for metabolic syndrome. Methods: A sample of 519 (246 men) Japanese-Brazilians (aged 60 ± 11 years), who participated in a population-based study, had their ACR determined in a morning urine specimen. Backward models of multiple linear regression were created for each gender including log-transformed values of ACR as dependent variable; an interaction term between diabetes and hypertension was included. Results: Macroalbuminuria was found in 18 subjects. ACR mean values for subjects with normal glucose tolerance, impaired fasting glycemia, impaired glucose tolerance and diabetes were 9.9 ± 6.0, 19.0 ± 35.4, 20.7 ± 35.4, and 33.9 ± 55.0 mg/g, respectively. Diabetic subjects showed higher ACR than the others (p < 0.05). An increase in the proportion of albuminuric subjects was observed as glucose metabolism deteriorated (4.9, 17.0, 23.0 and 36.0%). Stratifying into 4 groups according to postchallenge glycemia (< 7.8 mmol/l, n = 9 1; ≥ 7.8 mmol/l, n = 4 10) and hypertension, hypertensive and glucose-intolerant subgroups showed higher ACR values. ACR was associated with gender, waist circumference, blood pressure, plasma glucose and triglyceride (p < 0.05); albuminuric subjects had significantly higher levels of such variables than the normoalbuminuric ones. In the final models of linear regression, systolic blood pressure and 2-hour glycemia were shown to be independent predictors of ACR for both genders (p < 0.05). In men, also waist was independently associated with ACR. No interaction was detected between diabetes and hypertension. Conclusions: These findings suggest that both glucose intolerance and hypertension could have independent but not synergistic effects on endothelial function - reflected by albumin loss in urine. Such hypothesis needs to be confirmed in prospective studies. © 2004 Dustri-Verlag Dr. K. Feistle.
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A risks management, carried on in an effective way, leads the software development to success and may influence on the organization. The knowledge takes part of such a process as a way to help taking decisions. This research aimed to analyze the use of Knowledge Management techniques to the Risk Management in software projects development and the possible influence on the enterprise revenue. It had, as its main studying subject, Brazilian incubated and graduated software developing enterprises. The chosen research method was the Survey type. Multivariate statistical methods were used for the treatment and analysis of the obtained results, this way identifying the most significant factors, that is, enterprise's achievement constraining factors and those outcome achievement ones. Among the latter we highlight the knowledge methodology, the time of existence of the enterprise, the amount of employees and the knowledge externalization. The results encourage contributing actions to the increasing of financial revenue. © 2013 Springer-Verlag.
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Complex non-linear interactions between banks and assets we model by two time-dependent Erdos-Renyi network models where each node, representing a bank, can invest either to a single asset (model I) or multiple assets (model II). We use a dynamical network approach to evaluate the collective financial failure -systemic risk- quantified by the fraction of active nodes. The systemic risk can be calculated over any future time period, divided into sub-periods, where within each sub-period banks may contiguously fail due to links to either i) assets or ii) other banks, controlled by two parameters, probability of internal failure p and threshold T-h ("solvency" parameter). The systemic risk decreases with the average network degree faster when all assets are equally distributed across banks than if assets are randomly distributed. The more inactive banks each bank can sustain (smaller T-h), the smaller the systemic risk -for some Th values in I we report a discontinuity in systemic risk. When contiguous spreading becomes stochastic ii) controlled by probability p(2) -a condition for the bank to be solvent (active) is stochasticthe- systemic risk decreases with decreasing p(2). We analyse the asset allocation for the U.S. banks. Copyright (C) EPLA, 2014