On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Gastroesophageal reflux, dental erosion, and halitosis in epidemiological surveys: a systematic review

In published studies, it has been suggested that dental wear is associated with gastroesophageal reflux disease (GERD). This systematic review was carried out to evaluate the association of GERD, dental erosion, and halitosis and to compare the indices adopted in epidemiological surveys. The Medline database (until October, 2011) was searched systematically to identify studies evaluating the prevalence of oral alterations, such as dental erosion and halitosis, in patients with GERD symptoms. Two reviewers analyzed all reports and the selected studies were evaluated according to the quality of evidence, using the validated Newcastle–Ottawa Quality Assessment Scale. Full-text copies of a total of 32 publications were obtained in duplicate. Sixteen publications were identified among the citations in the Bibliographic lists of studies that fulfilled the exclusion/inclusion criteria and quality of evidence. The relationship between dental erosion and GERD patients was significant in only seven studies. According to three studies, halitosis could be one of several extraesophageal symptoms or manifestations in GERD patients. In one study, it was found that the mucosa of GERD patients was significantly more acidic in comparison with that of the control group. This systematic review showed that there is a relationship between GERD and oral diseases (dental erosion and halitosis). The epidemiological surveys used different indices to analyze GERD and dental erosion. Further research could investigate the best method for assessing the two diseases.

Impact of different fluoride concentrations and pH of dentifrices on tooth erosion/abrasion in vitro

Background: This in vitro study analysed the effect of different fluoride concentrations in acidic or neutral liquid dentifrices in protecting enamel and dentine from erosive and abrasive wear. Methods: Bovine enamel and dentine specimens (n = 132) were randomly allocated to 11 groups (each n = 12): experimental liquid dentifrices with 550 ppm F, 1100 ppm F, 5000 ppm F or 0 ppm F/placebo (each at pH 4.5 and pH 7.0); and commercial dentifrices with 550 ppm F (Colgate Baby, pH 7.0), 1100 ppm F (Crest, pH 7.0) and 5000 ppm F (Duraphat, pH 7.0). The specimens were subjected to erosion for 90 seconds, 4 times/day, over 7 days. Immediately after the first and last erosion, the specimens were brushed for 15 seconds using one of the dentifrices. Tooth wear was measured profilometrically (lm) and analysed by ANOVA (p < 0.05). Results: All fluoridated liquid dentifrices significantly reduced enamel wear compared to the placebo and commercial dentifrices. Only liquid dentifrices with 1100 and 5000 ppm F significantly reduced dentine wear compared to placebo dentifrice. The pH had no effect, but the consistency had a significant impact on the effect of dentifrices. Conclusions: Liquid dentifrices with high F concentration appear to be a good option to prevent tooth wear

Saliva and dental erosion

Dental erosion is a multifactorial condition. The consideration of chemical, biological and behavioral factors is fundamental for its prevention and therapy. Among the biological factors, saliva is one of the most important parameters in the protection against erosive wear. Objective: This review discusses the role of salivary factors on the development of dental erosion. Material and Methods: A search was undertaken on MeDLINe website for papers from 1969 to 2010. The keywords used in the research were "saliva", "acquired pellicle", "salivary flow", "salivary buffering capacity" and "dental erosion". Inclusion of studies, data extraction and quality assessment were undertaken independently and in duplicate by two members of the review team. Disagreements were solved by discussion and consensus or by a third party. Results: Several characteristics and properties of saliva play an important role in dental erosion. Salivary clearance gradually eliminates the acids through swallowing and saliva presents buffering capacity causing neutralization and buffering of dietary acids. Salivary flow allows dilution of the acids. In addition, saliva is supersaturated with respect to tooth mineral, providing calcium, phosphate and fluoride necessary for remineralization after an erosive challenge. Furthermore, many proteins present in saliva and acquired pellicle play an important role in dental erosion. Conclusions: Saliva is the most important biological factor affecting the progression of dental erosion. Knowledge of its components and properties involved in this protective role can drive the development of preventive measures targeting to enhance its known beneficial effects.

A new method to evaluate glenoid erosion in instable shoulder

Background: We aimed to establish values and parameters using multislice reconstruction in axial computerized tomography (CT) in order to quantify the erosion of the glenoid cavity in cases of shoulder instability. Methods: We studied two groups using CT. Group I had normal subjects and Group II had patients with shoulder instability. We measured values of the vertical segment, the superior horizontal, medial and inferior segments, and also calculated the ratio of the horizontal superior and inferior segments of the glenoid cavity in both normal subjects and those with shoulder instability. These variables were recorded during arthroscopy for cases with shoulder instability. Results The mean values were 40.87 mm, 17.86 mm, 26.50 mm, 22.86 mm and 0.79 for vertical segment, the superior horizontal, medial and inferior segments, and the ratio between horizontal superior and inferior segments of the glenoid cavity respectively, in normal subjects. For subjects with unstable shoulders the mean values were 37.33 mm, 20.83 mm, 23.07 mm and 0.91 respectively. Arthroscopic measurements yielded an inferior segment value of 24.48 mm with a loss of 2.39 mm (17.57%). The ratio between the superior and inferior segments of the glenoid cavity was 0.79. This value can be used as a normative value for evaluating degree of erosion of the anterior border of the glenoid cavity. However, values found using CT should not be used on a comparative basis with values found during arthroscopy. Conclusions: Computerized tomographic measurements of the glenoid cavity yielded reliable values consistent with those in the literature.

The village that vanished : The roots of erosion in a Tanzanian village

In the village'of Citing in the northern highlands of Tanzania, the factors: social stratification, land tenure, production strategies, investment patterns and the economic uncertainties of society are studied and their relationship to land degradation is examined. The main assumption of the study is that the causes of land degradation are so complex that a methodology that emphasises contextualisation has to be used. A methodological framework that considers inter-linkages between all these factors is developed and tested. The result of the test shows that contextualisation gives a more in-depth and complex explanation than conventional, positivist research. The study gives a detailed account of the relationship that various wealth groups have to land and land degradation in the village. It is found that all wealth groups are destructive to the land but in varying ways. The rich farmers are over-cultivating land marginal to agriculture, the middle peasants have too many cattle in the village while the poor peasants are so marginalised socially that they hardly influence land management. Those identified as having economic as well as social incentives to maintain soil fertility are the middle peasants, while the rich farmers are shown to be consciously soil-mining the former grazing areas.

Essays on Bank Risk

This PhD Thesis is composed of three chapters, each discussing a specific type of risk that banks face. The first chapter talks about Systemic Risk and how banks get exposed to it through the Interbank Funding Market. Exposures in the said market have Systemic Risk implications because the market creates linkages, where the failure of one party can affect the others in the market. By showing that CDS Spreads, as bank risk indicators, are positively related to their Net Interbank Funding Market Exposures, this chapter establishes the above Systemic Risk Implications of Interbank Funding. Meanwhile, the second chapter discusses how banks may handle Illiquidity Risk, defined as the possibility of having sudden funding needs. Illiquidity Risk is embodied in this chapter through Loan Commitments as they oblige banks to lend to its clients, up to a certain amount of funds at any time. This chapter points out that using Securitization as funding facility, could allow the banks to manage this Illiquidity Risk. To make this case, this chapter demonstrates empirically that banks having an increase in Loan Commitments, may experience an increase in risk profile but such can be offset by an accompanying increase in Securitization Activity. Lastly, the third chapter focuses on how banks manage Credit Risk also through Securitization. Securitization has a Credit Risk management property by allowing the offloading of risk. This chapter investigates how banks use such property by looking at the effect of securitization on the banks’ loan portfolios and overall risk and returns. The findings are that securitization is positively related to loan portfolio size and the portfolio share of risky loans, which translates to higher risk and returns. Thus, this chapter points out that Credit Risk management through Securitization may be have been done towards higher risk taking for high returns.

Polycyclic aromatic hydrocarbons (PAHs) in river bank soils

Polycyclic aromatic hydrocarbons (PAHs) are ubiquitous and found in the atmosphere, aquatic environment, sediments and soils. For environmental risk assessments and the allocation of the polluter it is important to know the PAH sources. PAH contamination sites are usually the result of anthropogenic processes. Three major sources are known: i) petroleum, including crude oil and its refined products and coals (petrogenic PAHs), ii) burning of organic matter (pyrogenic PAHs) and iii) transformation products of natural organic precursors present in the environment (diagenetic processes). In one case elevated PAH concentrations were found in river bank soils when building a retention area along the Mosel River. The source of the PAHs in this area was unclear and required the investigation of possible sources. To evaluate the PAH distribution along the Mosel River, a section of ~ 160 km along the river and a short section along the Saar River were investigated within this study. Concentrations of the Σ16 EPA PAHs were as high as 81 mg kg-1 dry weight (dw). Additionally, coal particles were identified in some soils, which originated from mining activities in the Saarland region. PAH distribution patterns of the 16 EPA PAHs suggest a mainly pyrogenic origin and in some cases a mixture of pyrogenic and petrogenic origin. For a comprehensive investigation five sampling sites were selected. Two sites were located before the confluence of the Mosel and Saar River, one site at the confluence and two sites after the confluence. The examination included typical forensic methods such as PAH distribution patterns of 45 PAHs (including alkylated PAHs), calculation of PAH ratios, determination of PAH alkyl homologues, n-alkanes, principal component analysis (PCA) and coal petrography. The results revealed a mainly pyrogenic source at sampling sites before the confluence of the two rivers. At and after the confluence, a mixture of pyrogenic and petrogenic inputs were present. With the help of coal petrography, coal derived particles could be identified in these soils. Therefore, coal was suggested to be the petrogenic source. It could be shown that sites with diffuse sources of contaminants, like the bank soils of the Mosel River, are difficult to characterize. As previously mentioned for detailed source identifications, the use of various forensic methods is essential. Determination of PAH alkyl homologue series, biomarkers and isotopes are often recommended. Source identification was evaluated using three different methods (i.e. PAH distribution patterns of an extended PAH spectrum, PAH ratios and analyses of n-alkanes). It was assessed if these methods were sufficient for the initial steps in identifying sources of PAHs in selected samples, and if they could be used for decision-making purposes. Point- and non-point sources were identified by applying the three methods and it could be shown that these relatively simple methods are sufficient in determining the primary source. In a last step of this study two soils (one before the confluence of the Mosel and Saar rivers and one after the confluence), and one sediment of the Mosel River were evaluated by investigating the mutagenic potential of the soils and the sediment with a fluctuation version of the Ames-test. The study showed that coal bearing soils at the Mosel River do not exhibit a greater mutagenic potential than other soils or sediments without coal particles.

Identifizierung und Charakterisierung von Zielantigenen alloreaktiver zytotoxischer T-Zellen mittels cDNA-Bank-Expressionsklonierung in akuten myeloischen Leukämien

Allogene hämatopoetische Stammzelltransplantationen (HSZTs) werden insbesondere zur Behandlung von Patienten mit Hochrisiko-Leukämien durchgeführt. Dabei bewirken T-Zellreaktionen gegen Minorhistokompatibilitätsantigene (mHAgs) sowohl den therapeutisch erwünschten graft-versus-leukemia (GvL)-Effekt als auch die schädigende graft-versus-host (GvH)-Erkrankung. Für die Identifizierung neuer mHAgs mittels des T-Zell-basierten cDNA-Expressionsscreenings waren leukämiereaktive T-Zellpopulationen durch Stimulation naïver CD8+-T-Lymphozyten gesunder HLA-Klasse I-identischer Buffy Coat-Spender mit Leukämiezellen von Patienten mit akuter myeloischer Leukämie (AML) generiert worden (Albrecht et al., Cancer Immunol. Immunother. 60:235, 2011). Im Rahmen der vorliegenden Arbeit wurde mit diesen im AML-Modell des Patienten MZ529 das mHAg CYBA-72Y identifiziert. Es resultiert aus einem bekannten Einzelnukleotidpolymorphismus (rs4673: CYBA-242T/C) des Gens CYBA (kodierend für Cytochrom b-245 α-Polypeptid; syn.: p22phox), der zu einem Austausch von Tyrosin (Y) zu Histidin (H) an Aminosäureposition 72 führt. Das mHAg wurde von T-Lymphozyten sowohl in Assoziation mit HLA-B*15:01 als auch mit HLA-B*15:07 erkannt. Eine allogene T-Zellantwort gegen CYBA-72Y wurde in einem weiteren AML-Modell (MZ987) beobachtet, die ebenso wie in dem AML-Modell MZ529 polyklonal war. Insgesamt konnte bei drei von fünf getesteten HLA-B*15:01-positiven Buffy Coat-Spendern, die homozygot für CYBA-72H (H/H) waren, eine CYBA-72Y-spezifische T-Zellantwort generiert werden. Das von den T-Lymphozyten übereinstimmend in niedrigster Konzentration erkannte Peptid umfasste die Aminosäuren 69 - 77, wobei das homologe Peptid aus CYBA-72H auch in hohen Konzentrationen keine Reaktivität auslöste. Eine reziproke Immunogenität des mHAg ist bislang nicht belegt. T-Lymphozyten gegen CYBA-72Y erkannten Leukämiezellen bei acht von zwölf HLA-B*15:01-positiven Patienten (FAB-Subtypen: M1, M2, M4, M5). Da das Gen CYBA für eine Komponente des mikrobiziden Oxidasesystems von phagozytierenden Zellen kodiert, ist es überwiegend in Zellen des hämatopoetischen Systems exprimiert. Von Leukozytensubtypen, aufgereinigt aus HLA-B*15:01-positiven Buffy Coat-Spendern mit CYBA-242T-Allel, wurden Monozyten und daraus abgeleitete dendritische Zellen durch CYBA-72Y-reaktive T-Lymphozyten sehr stark, untransformierte B-Zellen in weit geringerem Maße und Granulozyten sowie T-Lymphozyten nicht erkannt. Das für CYBA-72Y kodierende Allel CYBA-242T wurde bei 56% aller getesteten gesunden Spender und Malignompatienten (n=481) nachgewiesen. Unter Berücksichtigung der Häufigkeit des präsentierenden HLA-Allels ist davon auszugehen, dass etwa 4,5% der Kaukasier das mHAg CYBA-72Y zusammen mit HLA-B*15:01 tragen. Nach bisherigen Beobachtungen führt ein immunogener CYBA-72Y-Mismatch bei allogenen HSZTs nicht notwendigerweise zu einer schweren GvH-Erkrankung. Das hier beschriebene mHAg CYBA-72Y erscheint potenziell geeignet, im Rahmen einer allogenen HSZT die präferenzielle Elimination der Empfänger-Hämatopoese unter Einschluss von myeloischen Leukämiezellen zu bewirken. Jedoch sind weiterführende Untersuchungen erforderlich, um die therapeutische Relevanz des Antigens zu belegen.

Assessment and management of dental erosion

Studies have shown a growing trend toward increasing prevalence of dental erosion, associated with the declining prevalence of caries disease in industrialized countries. Erosion is an irreversible chemical process that results in tooth substance loss and leaves teeth susceptible to damage as a result of wear over the course of an individual's lifetime. Therefore, early diagnosis and adequate prevention are essential to minimize the risk of tooth erosion. Clinical appearance is the most important sign to be used to diagnose erosion. The Basic Erosive Wear Examination (BEWE) is a simple method to fulfill this task. The determination of a variety of risk and protective factors (patient-dependent and nutrition-dependent factors) as well as their interplay are necessary to initiate preventive measures tailored to the individual. When tooth loss caused by erosive wear reaches a certain level, oral rehabilitation becomes necessary.

Efficacy of fluoride compounds and stannous chloride as erosion inhibitors in dentine

The aim of this study was to evaluate the anti-erosive effects of different fluoride compounds and one tin compound in the context of the complex pathohistology of dentine erosion, with particular emphasis on the role of the organic portion. Samples were subjected to two experiments including erosive acid attacks (0.05 molar citric acid, pH 2.3; 6 x 2 min/day) and applications (6 x 2 min/day) of the following test solutions: SnCl(2) (815 ppm Sn), NaF (250 ppm F), SnF(2) (250 ppm F, 809 ppm Sn), amine fluoride (AmF, 250 ppm F), AmF/NaF (250 ppm F), and AmF/SnF(2) (250 ppm F, 409 ppm Sn). The demineralised organic fraction was enzymatically removed either at the end of the experiment (experiment 1) or continuously throughout the experiment (experiment 2). Tissue loss was determined profilometrically after 10 experimental days. In experiment 1, the highest erosive tissue loss was found in the control group (erosion only); the AmF- and NaF-containing solutions reduced tissue loss by about 60%, reductions for SnCl(2), AmF/SnF(2), and SnF(2) were 52, 74 and 89%, respectively. In experiment 2, loss values generally were significantly higher, and the differences between the test solutions were much more distinct. Reduction of tissue loss was between 12 and 34% for the AmF- and NaF-containing preparations, and 11, 67 and 78% for SnCl(2), AmF/SnF(2), and SnF(2), respectively. Stannous fluoride-containing solutions revealed promising anti-erosive effects in dentine. The strikingly different outcomes in the two experiments suggest reconsidering current methodologies for investigating anti-erosive strategies in dentine.

Validity of an automatic measure protocol in distal femur for allograft selection from a three-dimensional virtual bone bank system

Osteoarticular allograft is one possible treatment in wide surgical resections with large defects. Performing best osteoarticular allograft selection is of great relevance for optimal exploitation of the bone databank, good surgery outcome and patient’s recovery. Current approaches are, however, very time consuming hindering these points in practice. We present a validation study of a software able to perform automatic bone measurements used to automatically assess the distal femur sizes across a databank. 170 distal femur surfaces were reconstructed from CT data and measured manually using a size measure protocol taking into account the transepicondyler distance (A), anterior-posterior distance in medial condyle (B) and anterior-posterior distance in lateral condyle (C). Intra- and inter-observer studies were conducted and regarded as ground truth measurements. Manual and automatic measures were compared. For the automatic measurements, the correlation coefficients between observer one and automatic method, were of 0.99 for A measure and 0.96 for B and C measures. The average time needed to perform the measurements was of 16 h for both manual measurements, and of 3 min for the automatic method. Results demonstrate the high reliability and, most importantly, high repeatability of the proposed approach, and considerable speed-up on the planning.