O impacto da implementação do Basel III no capital dos bancos portugueses

Este trabalho é uma análise dos efeitos da implementação das últimas recomendações do Basel Committee on Banking Supervision (BCBS) também conhecidas como o Basel III de 2010 que deverão ser faseadamente implementadas desde 1 de Janeiro de 2013 até 1 de Janeiro de 2019, no capital próprio dos bancos Portugueses. Neste trabalho assume-se que os ativos pesados pelo risco de 2012 mantêm-se constantes e o capital terá de ser aumentado segundo as recomendações ano após ano até ao fim de 2018. Com esta análise, pretende-se entender o nível de robustez do capital próprio dos bancos Portugueses e se os mesmos têm capital e reservas suficientes para satisfazer as recomendações de capital mínimo sugeridas pelo BCBS ou caso contrário, se necessitarão de novas injeções de capital ou terão de reduzir a sua atividade económica. O Basel III ainda não foi implementado em Portugal, pois a União Europeia está no processo de desenvolvimento e implementação do Credit Requirement Directive IV (CRD IV) que é uma recomendação que todos os bancos centrais dos países da zona Euro deverão impor aos respetivos bancos. Esta diretiva da União Europeia é baseada totalmente nas recomendações do Basel III e deverá ser implementada em 2014 ou nos anos seguintes. Até agora, os bancos Portugueses seguem um sistema com base no aviso 6/2010 do Banco de Portugal que recomenda o cálculo dos rácios core tier 1, tier 1 e tier 2 usando o método notações internas (IRB) de avaliação da exposição do banco aos riscos de crédito, operacional, etc. e onde os ativos ponderados pelo risco são calculados como 12,5 vezes o valor dos requisitos totais de fundos calculados pelo banco. Este método é baseado nas recomendações do Basel II que serão substituídas pelo Basel III. Dado que um dos principais motivos para a crise económica e financeira que assolou o mundo em 2007 foi a acumulação de alavancagem excessiva e gradual erosão da qualidade da base do capital próprio dos bancos, é importante analisar a posição dos bancos Portugueses, que embora não sejam muito grandes a nível global, controlam a economia do país. Espera-se que com a implementação das recomendações do Basel III não haja no futuro uma repetição dos choques sistémicos de 2007. Os resultados deste estudo usando o método padrão recomendado pelo BCBS mostram que de catorze bancos Portugueses incluídos neste estudo, apenas seis (BES, Montepio, Finantia, BIG, Invest e BIC) conseguem enquadrar nas recomendações mínimas do Basel III até 1-1- 2019 e alguns outros estão marginalmente abaixo dos rácios mínimos (CGD, Itaú e Crédito Agrícola).

Fast screening procedure for antibiotics in wastewaters by direct HPLC-DAD analysis

Growing concern about the contamination of wastewaters by antibiotics demands fast but sensitive analytical methodologies, for the screening of a large number of samples. The purpose of this work was to develop a simple methodology, using direct injection of the samples, by HPLC with diode array detection (DAD), for a multiresidue analysis of five antibiotics of different classes. Wastewater from an urban water treatment plant was selected as a model to study possible coelution of interfering compounds. The linearity interval ranged from 40 to 400 µg/L for amoxicillin (Amox), metronidazole (Metro), cefazolin (Cefa), and chloramphenicol (Chloram) and from 20 to 200 µg/L for sulfamethoxazole (Sulfa), with LODs lower than 14 µg/L. Repeatability, expressed by the CV of six repeated injections, ranged from 1 to 8%, while the intermediate precision varied between 2 and 11%. The recovery ranged from 90 to 109%. This method enables the fast screening of a large number of samples, with an expanded uncertainty in the 1–22% range. The advantage of the proposed method is to significantly reduce the number of samples to be analyzed by more complex methods.

Direct electroanalytical determination of fluvastatin in a pharmaceutical dosage form: batch and flow analysis

The reduction of luvastatin (FLV) at a hanging mercury-drop electrode (HMDE) was studied by square-wave adsorptive-stripping voltammetry (SWAdSV). FLV can be accumulated and reduced at the electrode, with a maximum peak current intensity at a potential of approximately 1.26V vs. AgCl=Ag, in an aqueous electrolyte solution of pH 5.25. The method shows linearity between peak current intensity and FLV concentration between 1.0 10 8 and 2.7 10 6 mol L 1. Limits of detection (LOD) and quantification (LOQ) were found to be 9.9 10 9 mol L 1 and 3.3 10 8 mol L 1, respectively. Furthermore, FLV oxidation at a glassy carbon electrode surface was used for its hydrodynamic monitoring by amperometric detection in a flow-injection system. The amperometric signal was linear with FLV concentration over the range 1.0 10 6 to 1.0 10 5 mol L 1, with an LOD of 2.4 10 7 mol L 1 and an LOQ of 8.0 10 7 mol L 1. A sample rate of 50 injections per hour was achieved. Both methods were validated and showed to be precise and accurate, being satisfactorily applied to the determination of FLV in a commercial pharmaceutical.

Amperometric and spectrophotometric determination of carbaryl in natural waters and commercial formulations

The work presented describes the development and evaluation of two flow-injection analysis (FIA) systems for the automated determination of carbaryl in spiked natural waters and commercial formulations. Samples are injected directly into the system where they are subjected to alkaline hydrolysis thus forming 1-naphthol. This product is readily oxidised at a glassy carbon electrode. The electrochemical behaviour of 1-naphthol allows the development of an FIA system with an amperometric detector in which 1-naphthol determination, and thus measurement of carbaryl concentration, can be performed. Linear response over the range 1.0×10–7 to 1.0×10–5 mol L–1, with a sampling rate of 80 samples h–1, was recorded. The detection limit was 1.0×10–8 mol L–1. Another FIA manifold was constructed but this used a colorimetric detector. The methodology was based on the coupling of 1-naphthol with phenylhydrazine hydrochloride to produce a red complex which has maximum absorbance at 495 nm. The response was linear from 1.0×10–5 to 1.5×10–3 mol L–1 with a detection limit of 1.0×10–6 mol L–1. Sample-throughput was about 60 samples h–1. Validation of the results provided by the two FIA methodologies was performed by comparing them with results from a standard HPLC–UV technique. The relative deviation was <5%. Recovery trials were also carried out and the values obtained ranged from 97.0 to 102.0% for both methods. The repeatability (RSD, %) of 12 consecutive injections of one sample was 0.8% and 1.6% for the amperometric and colorimetric systems, respectively.

Optimização da lista de células vizinhas em redes LTE

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e Telecomunicações

SGBD de alta escalabilidade com suporte a dados georreferenciados

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Informática e de Computadores

Using a prioritized MAC protocol to execute the database operation join in networked embedded computer systems

Database query languages on relations (for example SQL) make it possible to join two relations. This operation is very common in desktop/server database systems but unfortunately query processing systems in networked embedded computer systems currently do not support this operation; specifically, the query processing systems TAG, TinyDB, Cougar do not support this. We show how a prioritized medium access control (MAC) protocol can be used to efficiently execute the database operation join for networked embedded computer systems where all computer nodes are in a single broadcast domain.

Polio inactivated vaccine costs into routine childhood immunization in Brazil

OBJECTIVE To analyze the costs of vaccination regimens for introducing inactivated polio vaccine in routine immunization in Brazil.METHODS A cost analysis was conducted for vaccines in five vaccination regimens, including inactivated polio vaccine, compared with the oral polio vaccine-only regimen. The costs of the vaccines were estimated for routine use and for the “National Immunization Days”, during when the oral polio vaccine is administered to children aged less than five years, independent of their vaccine status, and the strategic stock of inactivated polio vaccine. The presented estimated costs are of 2011.RESULTS The annual costs of the oral vaccine-only program (routine and two National Immunization Days) were estimated at US$19,873,170. The incremental costs of inclusion of the inactivated vaccine depended on the number of vaccine doses, presentation of the vaccine (bottles with single dose or ten doses), and number of “National Immunization Days” carried out. The cost of the regimen adopted with two doses of inactivated vaccine followed by three doses of oral vaccine and one “National Immunization Day” was estimated at US$29,653,539. The concomitant replacement of the DTPw/Hib and HepB vaccines with the pentavalent vaccine enabled the introduction of the inactivated polio without increasing the number of injections or number of visits needed to complete the vaccination.CONCLUSIONS The introduction of the inactivated vaccine increased the annual costs of the polio vaccines by 49.2% compared with the oral vaccine-only regimen. This increase represented 1.13% of the expenditure of the National Immunization Program on the purchase of vaccines in 2011.

Copper-organic frameworks assembled from in situ generated 5-(4-pyridyl) tetrazole building blocks: synthesis, structural features, topological analysis and catalytic oxidation of alcohols

Two new metal- organic compounds {[Cu-3(mu(3)-4-(p)tz)(4)(mu(2)-N-3)(2)(DMF)(2)](DMF)(2)}(n) (1) and {[Cu(4ptz) (2)(H2O)(2)]}(n) (2) {4-ptz = 5-(4-pyridyl)tetrazolate} with 3D and 2D coordination networks, respectively, have been synthesized while studying the effect of reaction conditions on the coordination modes of 4-pytz by employing the [2 + 3] cycloaddition as a tool for generating in situ the 5-substituted tetrazole ligands from 4-pyridinecarbonitrile and NaN3 in the presence of a copper(II) salt. The obtained compounds have been structurally characterized and the topological analysis of 1 discloses a topologically unique trinodal 3,5,6-connected 3D network which, upon further simplification, results in a uninodal 8-connected underlying net with the bcu (body centred cubic) topology driven by the [Cu-3(mu(2)-N-3)(2)] cluster nodes and mu(3)-4-ptz linkers. In contrast, the 2D metal-organic network in 2 has been classified as a uninodal 4-connected underlying net with the sql [Shubnikov tetragonal plane net] topology assembled from the Cu nodes and mu(2)-4-ptz linkers. The catalytic investigations disclosed that 1 and 2 act as active catalyst precursors towards the microwave-assisted homogeneous oxidation of secondary alcohols (1-phenylethanol, cyclohexanol, 2-hexanol, 3-hexanol, 2-octanol and 3-octanol) with tert-butylhydroperoxide, leading to the yields of the corresponding ketones up to 86% (TOF = 430 h(-1)) and 58% (TOF = 290 h(-1)) in the oxidation of 1-phenylethanol and cyclohexanol, respectively, after 1 h under low power ( 10 W) microwave irradiation, and in the absence of any added solvent or additive.

Active immunization against hepatitis B virus (HBV) with low-doses of plasma-derived vaccine by intradermal route

Schedule for vaccination against HBV infection has usually been based on three separate injections of 20 meg of the vaccine by intramuscular route. One of the main shortcomings to its use in large scale programs has been its high cost. Ninety out of 300 health workers were submitted to three injections of 2 meg of plasma-derived vaccine (PDV) by intradermal (ID) route on days 0, 30, and 180. Anti-HBs was detected in 74 (82.2%) after the second dose and in 80 (88.9%) after the third dose, a non-significant difference. However, levels above 10 times the cut-off were observed in 29 (32.2%) and 77 (85.5%), respectively (p < 0.001). The results showed that a low-dose schedule is effective when used in health workers and should be tried with other risk groups.

Histological observations on Montenegro's reaction in man

The Montenegro skin test is widely used as a diagnostic method for American cutaneous leishmaniasis (ACL) but little is known about the histological changes that occur in the skin after administration of the antigen. This report is based on histological studies of biopsied material obtained, from inoculation sites, 48 hours after individuals had been given intradermal injections with a standardized Montenegro antigen. The material examined was obtained from four distinctly different test groups: naturally infected patients with parasitologically proved ACL and with positive Montenegro's reaction; individuals without previous history of ACL and not previously tested with Montenegro antigen; participants in anti-ACL vaccine trials who developed positive reactions to Montenegro antigen after vaccination; other participants in vaccine trials who had negative Montenegro responses after vaccination or had served as controls in the trials. The histological pictures of each group are described and discussed. Histologically, the reactions of vaccinated individuals were indistinguishable from those with naturally acquired infections.

Modulation of parasitemia and antibody responce to Trypanosoma cruzy by cyclophosphamide in Calomys callosus (Rodentia, Cricetidae)

Calomys callosus a wild rodent, previously described as harboring Trypanosoma cruzi, has a low susceptibility to infection by this protozoan. Experiments were designed to evaluate the contribution of the immune response to the resistance to T. cruzi infection exhibited by C. calossus. Animals were submitted to injections of high (200 mg/kg body weight) and low (20 mg/kg body weight) doses of cyclophosphamide on days -1 or -1 and +5, and inoculated with 4 x 10³ T. cruzi on day O. Parasitemia, mortality and antibody response as measured by direct agglutination of trypomastigotes were observed. Two hundred mg doses of cyclophosphamide resulted in higher parasitemia and mortality as well as in suppression of the antibody response. A single dose of 20 mg enhanced antibody levels on the 20th day after infection, while an additional dose did not further increase antibody production. Parasitemia levels were not depressed, but rather increased in both these groups as compared to untreated controls. Passive transfer of hyperimmune C. callosus anti-T. cruzi serum to cyclophosphamide immunosuppressed animals resulted in lower parasitemia and mortality rates. These results indicate that the immune response plays an important role in the resistance of C. callossus to T. cruzi.

Desenvolvimento de simulador para orçamentação de infraestruturas elétricas

Dissertação para obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

Reduced schedule of human anti-rabies immunization with Fuenzalida & Palacios vaccine: additional data

It was reevaluated a reduced schedule for anti-rabies post-exposure immunization with newborn mice nervous tissue vaccine (Fuenzalida 8c Palacios) in a group of 30 non exposed volunteers. The vaccine was administered by intramuscular injections on days zero, 2, 4, 16 and 27, in the deltoid area. Antibody levels were determinated by a simplified serum neutralization microtest on days zero, 16 and 37. On days 16 and 37 the antibody levels of the whole group was >0.5 IU/ml and >1.0 IU/ml, respectively. The cell mediated immunity was precociously detected (on day 4) by the delayed type hipersensitivity skin test. Our results show that this reduced schedule elicited an early and effective humoral and cellular immune response. However it is necessary other studies with larger groups of vaccinees in order to obtain definitive conclusion.

Core language for web applications

Trabalho apresentado no âmbito do Mestrado em Engenharia Informática, como requisito parcial para obtenção do grau de Mestre em Engenharia Informática