Credit risk contributions under the Vasicek one-factor model: a fast wavelet expansion approximation

To measure the contribution of individual transactions inside the total risk of a credit portfolio is a major issue in financial institutions. VaR Contributions (VaRC) and Expected Shortfall Contributions (ESC) have become two popular ways of quantifying the risks. However, the usual Monte Carlo (MC) approach is known to be a very time consuming method for computing these risk contributions. In this paper we consider the Wavelet Approximation (WA) method for Value at Risk (VaR) computation presented in [Mas10] in order to calculate the Expected Shortfall (ES) and the risk contributions under the Vasicek one-factor model framework. We decompose the VaR and the ES as a sum of sensitivities representing the marginal impact on the total portfolio risk. Moreover, we present technical improvements in the Wavelet Approximation (WA) that considerably reduce the computational effort in the approximation while, at the same time, the accuracy increases.

Posterior spiracles of fourth instar larvae of four species of phlebotomine sand flies (Diptera: Psychodidae) under scanning electron microscopy

In the present study, posterior spiracles of laboratory-reared fourth instar larvae of Lutzomyia longipalpis, L. migonei, L. lenti, and L. whitmani (Diptera: Psychodidae) of the State of Ceará, Brazil, were examined under scanning electron microscopy. The number of papillae of spiracles examined varied according to the species examined, but no intraspecific differences were found. The importance of this structure to sand fly larva identification and phylogeny is commented.

A comparative study on the different staining methods and number of specimens for the detection of acid fast bacilli

The presence of acid fast bacilli in multiple specimens was investigated comparatively with Ziehl-Neelsen (ZN) and fluorescence microscopy (FM) staining in order to determine sensitivity in detecting tuberculosis (TB). A total of 465 specimens obtained from 295 patients were analysed at Harran University Medical School Hospital between March 1998 and March 2000. The culture was employed as the reference method. Sixty-eight patients (23.1%) were diagnosed as having TB by culture. The ZN and FM staining sensitivities were 67.6% (46/68) and 85.2% (58/68) respectively. Two hundred and one patients (68.1%) submitted one specimen to the laboratory. TB positivity was detected in 42 (20.9%) of these patients by culture. The sensitivities of ZN and FM stains were found to be 61% and 83% in these patients. However, in 18 patients (6.1%) who submitted two specimens to the laboratory, the TB was positive in six of them (33.3%) and ZN and FM sensitivities were 66% and 83% respectively. When three specimens or more were collected from the patients (76 patients, 25.8%), TB positivity was determined in 20 of them (26.3%) and the sensitivities were 80% and 92% in the ZN- and FM-stained smears, respectively. Our data indicate that in the diagnosis of TB, FM has greater sensitivity than ZN. In particular, in the case of a single specimen, the diagnostic value of FM is quite significant. It is, therefore, possible to conclude that both ZN and FM staining can be used for the diagnosis of TB when there are more than two specimens. However, if only one or two specimens are available, FM staining is preferable.

Simultaneous B(0)- and B(1)+-map acquisition for fast localized shim, frequency, and RF power determination in the heart at 3 T.

High-field (>or=3 T) cardiac MRI is challenged by inhomogeneities of both the static magnetic field (B(0)) and the transmit radiofrequency field (B(1)+). The inhomogeneous B fields not only demand improved shimming methods but also impede the correct determination of the zero-order terms, i.e., the local resonance frequency f(0) and the radiofrequency power to generate the intended local B(1)+ field. In this work, dual echo time B(0)-map and dual flip angle B(1)+-map acquisition methods are combined to acquire multislice B(0)- and B(1)+-maps simultaneously covering the entire heart in a single breath hold of 18 heartbeats. A previously proposed excitation pulse shape dependent slice profile correction is tested and applied to reduce systematic errors of the multislice B(1)+-map. Localized higher-order shim correction values including the zero-order terms for frequency f(0) and radiofrequency power can be determined based on the acquired B(0)- and B(1)+-maps. This method has been tested in 7 healthy adult human subjects at 3 T and improved the B(0) field homogeneity (standard deviation) from 60 Hz to 35 Hz and the average B(1)+ field from 77% to 100% of the desired B(1)+ field when compared to more commonly used preparation methods.

Scanning and transmission electron microscopy of the tegument of Paranaella luquei Kohn, Baptista-Farias & Cohen, 2000 (Microcotylidae, Monogenea), parasite of a Brazilian catfish, Hypostomus regani

The surface topography and ultrastructure of the tegument of Paranaella luquei Kohn, Baptista-Farias & Cohen, 2000, a microcotylid monogenean parasite from the gills of Hypostomus regani (Ihering, 1905) (Loricariidae) was studied by scanning (SEM) and transmission electron microscopy (TEM). By SEM, it was observed that the tegument presents transversal ridges, forming folds in the ventral and dorsal surfaces and microvillous-like tegumental projections in the anterior and median regions of body. These projections were also observed by TEM. The tegument is made up of a syncytium delimited by apical and basal plasma membranes, containing inclusion bodies and mitochondria, connected to the nucleated region by means of cytoplasmatic processes. The tegumental cells present a well developed nucleus and cytoplasm containing inclusion bodies, similar to those found on the external layer, mitochondria, rough endoplasmatic reticulum and free ribossomes.

Atomic force and electron microscopic-based study of sarcolemmal surface of living cardiomyocytes unveils unexpected mitochondrial shift in heart failure.

Loss of T-tubules (TT), sarcolemmal invaginations of cardiomyocytes (CMs), was recently identified as a general heart failure (HF) hallmark. However, whether TT per se or the overall sarcolemma is altered during HF process is still unknown. In this study, we directly examined sarcolemmal surface topography and physical properties using Atomic Force Microscopy (AFM) in living CMs from healthy and failing mice hearts. We confirmed the presence of highly organized crests and hollows along myofilaments in isolated healthy CMs. Sarcolemma topography was tightly correlated with elasticity, with crests stiffer than hollows and related to the presence of few packed subsarcolemmal mitochondria (SSM) as evidenced by electron microscopy. Three days after myocardial infarction (MI), CMs already exhibit an overall sarcolemma disorganization with general loss of crests topography thus becoming smooth and correlating with a decreased elasticity while interfibrillar mitochondria (IFM), myofilaments alignment and TT network were unaltered. End-stage post-ischemic condition (15days post-MI) exacerbates overall sarcolemma disorganization with, in addition to general loss of crest/hollow periodicity, a significant increase of cell surface stiffness. Strikingly, electron microscopy revealed the total depletion of SSM while some IFM heaps could be visualized beneath the membrane. Accordingly, mitochondrial Ca(2+) studies showed a heterogeneous pattern between SSM and IFM in healthy CMs which disappeared in HF. In vitro, formamide-induced sarcolemmal stress on healthy CMs phenocopied post-ischemic kinetics abnormalities and revealed initial SSM death and crest/hollow disorganization followed by IFM later disarray which moved toward the cell surface and structured heaps correlating with TT loss. This study demonstrates that the loss of crest/hollow organization of CM surface in HF occurs early and precedes disruption of the TT network. It also highlights a general stiffness increased of the CM surface most likely related to atypical IFM heaps while SSM died during HF process. Overall, these results indicate that initial sarcolemmal stress leading to SSM death could underlie subsequent TT disarray and HF setting.

External morphology of sensory structures of fourth instar larvae of neotropical species of phlebotomine sand flies (Diptera: Psychodidae) under scanning electron microscopy

In the present study, some morphological structures of antennae, maxillary palps and caudal setae of fourth instar larvae of laboratory-reared phlebotomine sand flies (Lutzomyia longipalpis, L. migonei, L. evandroi, L. lenti, L. sericea, L. whitmani and L. intermedia) of the State of Ceará, Brazil, were examined under scanning electron microscopy. The antennal structures exhibited considerable variation in the morphology and position. A prominent digitiform distal segment has been observed only on the antenna of species of the subgenus Nyssomyia. The taxonomic relevance of this and other antennal structure is discussed. The papiliform structures found in the maxillae and the porous structures of the caudal setae of all species examined may have chemosensory function. Further studies with transmission electron microscopy are needed to better understand the physiological function of these external structures.

Navigator-gated free-breathing three-dimensional balanced fast field echo (TrueFISP) coronary magnetic resonance angiography.

RATIONALE AND OBJECTIVES: Recent developments of MR imaging equipment enabled high-quality steady state-free-precession (Balanced FFE, True-FISP) MR-imaging with a substantial 'T2 like' contrast, resulting in a high signal intensity of the blood-pool without the application of exogenous contrast agents. It is hypothesized that Balanced-FFE may be valuable for contrast enhancement in 3D free-breathing coronary MRA. MATERIALS AND METHODS: Navigator-gated free-breathing cardiac triggered coronary MRA was performed in 10 healthy adult subjects and three patients with radiograph defined coronary artery disease using a segmented k-space 3D Balanced FFE imaging sequence. RESULTS: High contrast-to-noise ratio between the blood-pool and the myocardium (29 +/- 8) and long segment visualization of both coronary arteries could be obtained in about 5 minutes during free breathing using the present navigator-gated Balanced-FFE coronary MRA approach. First patient results demonstrated successful display of coronary artery stenoses. CONCLUSION: Balanced FFE offers a potential alternative for endogenous contrast enhancement in navigator-gated free-breathing 3D coronary MRA. The obtained results together with the relatively short scanning time warrant further studies in larger patient collectives.

Ultrastructure of Proechinophthirus zumpti (Anoplura, Echinophthiriidae) by scanning electron microscopy

The ultrastructure of Proechinophthirus zumpti Werneck, 1955, mainly the external chorionic features of the egg, is described through electronic microscopy techniques. This species was first cited in Argentina, infesting Arctocephalus australis (Zimmermann, 1873). The morphological adaptations of adults and nymphs are described in both species of Proechinophthirus parasitic on Otariidae: P. fluctus (Ferris, 1916) and P. zumpti.

Compressed Sensing Single-Breath-Hold CMR for Fast Quantification of LV Function, Volumes, and Mass.

OBJECTIVES: The purpose of this study was to compare a novel compressed sensing (CS)-based single-breath-hold multislice magnetic resonance cine technique with the standard multi-breath-hold technique for the assessment of left ventricular (LV) volumes and function. BACKGROUND: Cardiac magnetic resonance is generally accepted as the gold standard for LV volume and function assessment. LV function is 1 of the most important cardiac parameters for diagnosis and the monitoring of treatment effects. Recently, CS techniques have emerged as a means to accelerate data acquisition. METHODS: The prototype CS cine sequence acquires 3 long-axis and 4 short-axis cine loops in 1 single breath-hold (temporal/spatial resolution: 30 ms/1.5 × 1.5 mm(2); acceleration factor 11.0) to measure left ventricular ejection fraction (LVEFCS) as well as LV volumes and LV mass using LV model-based 4D software. For comparison, a conventional stack of multi-breath-hold cine images was acquired (temporal/spatial resolution 40 ms/1.2 × 1.6 mm(2)). As a reference for the left ventricular stroke volume (LVSV), aortic flow was measured by phase-contrast acquisition. RESULTS: In 94% of the 33 participants (12 volunteers: mean age 33 ± 7 years; 21 patients: mean age 63 ± 13 years with different LV pathologies), the image quality of the CS acquisitions was excellent. LVEFCS and LVEFstandard were similar (48.5 ± 15.9% vs. 49.8 ± 15.8%; p = 0.11; r = 0.96; slope 0.97; p < 0.00001). Agreement of LVSVCS with aortic flow was superior to that of LVSVstandard (overestimation vs. aortic flow: 5.6 ± 6.5 ml vs. 16.2 ± 11.7 ml, respectively; p = 0.012) with less variability (r = 0.91; p < 0.00001 for the CS technique vs. r = 0.71; p < 0.01 for the standard technique). The intraobserver and interobserver agreement for all CS parameters was good (slopes 0.93 to 1.06; r = 0.90 to 0.99). CONCLUSIONS: The results demonstrated the feasibility of applying the CS strategy to evaluate LV function and volumes with high accuracy in patients. The single-breath-hold CS strategy has the potential to replace the multi-breath-hold standard cardiac magnetic resonance technique.

Comparative study of the stridulatory sulcus, buccula and rostrum of the nymphs of Triatoma guazu Lent & Wygodzinsky, 1979 and Triatoma jurbergi Carcavallo, Galvão & Lent, 1998 by scanning electron microscopy (Hemiptera, Reduviidae)

The ultrastructural morphology of the ventral region of the head (rostrum and buccula) and proesternum (stridulatory sulcus) of nymphs from the 1st to 5th instars of Triatoma guazu Lent & Wygodzinsky, 1979 and Triatoma jurbergi Carcavallo, Galvão & Lent, 1998 was described. Morphological differences between the two species and of the five nymphal stages development of each species were observed. These structures showed systematic differential characteristics of the studied species and may be used to increase their taxonomic range.

BlastR--fast and accurate database searches for non-coding RNAs.

We present and validate BlastR, a method for efficiently and accurately searching non-coding RNAs. Our approach relies on the comparison of di-nucleotides using BlosumR, a new log-odd substitution matrix. In order to use BlosumR for comparison, we recoded RNA sequences into protein-like sequences. We then showed that BlosumR can be used along with the BlastP algorithm in order to search non-coding RNA sequences. Using Rfam as a gold standard, we benchmarked this approach and show BlastR to be more sensitive than BlastN. We also show that BlastR is both faster and more sensitive than BlastP used with a single nucleotide log-odd substitution matrix. BlastR, when used in combination with WU-BlastP, is about 5% more accurate than WU-BlastN and about 50 times slower. The approach shown here is equally effective when combined with the NCBI-Blast package. The software is an open source freeware available from www.tcoffee.org/blastr.html.

Cook it! Fun, fast food for less: community nutrition education programme

This training manual was produced to support the Cook it! programme, which was specially developed for use in Northern Ireland. The Cook it! programme is delivered in the community by trained facilitators and can be used with a wide range of groups, including young/single parents, young people leaving residential care, offenders during rehabilitation programmes, older people in sheltered accomodation etc.The manual contains all the information needed to deliver Cook it! programmes in the community, including background information on healthy eating, information about dealing with special dietary requirements, sessions outlines, photocopiable resources and 75 recipes for snacks and meals.This updated version replaces the March 2007 edition.For information on training as a Cook it! facilitator, contact the health promotion service in your local Health and Social Care Trust.

Obesity and the environment: regulating the growth of fast food outlets

A ‘healthy people, healthy places’ briefing. This briefing summarises the importance of action on obesity and a specific focus on fast food takeaways, and outlines the regulatory and other approaches that can be taken at local level. Th briefing paper addresses the opportunities to limit the number of fast food takeaways (especially near schools) and ways in which fast food offers can be made healthier.