Basiléia II e exigência de capital para risco de crédito dos bancos no Brasil

Com a implementação do Acordo de Basiléia II no Brasil, os grandes conglomerados bancários poderão utilizar o chamado modelo IRB (Internal Ratings Based) para cômputo da parcela de risco de crédito da exigência de capital. O objetivo deste trabalho é mensurar a diferença entre o capital mínimo exigido (e, conseqüentemente, do Índice de Basiléia) calculado pela abordagem IRB em relação à regulamentação atual. Para isso, foram estimadas probabilidades de inadimplência (PD) utilizando matrizes de transição construídas a partir dos dados da Central de Risco de Crédito (SCR) do Banco Central do Brasil. Os resultados indicam aumento da exigência de capital, ao contrário do ocorrido nos países do G-10

Modelo interno de risco de crédito de Basiléia II: possíveis impactos no capital mínimo exigido dos bancos

Com a implementação do Acordo de Basiléia II no Brasil, os grandes conglomerados bancários poderão utilizar o chamado modelo IRB (Internal Ratings Based) para cômputo da parcela de risco de crédito da exigência de capital. O objetivo desta dissertação é mensurar a diferença entre o capital mínimo exigido (e, conseqüentemente, do Índice de Basiléia) calculado pela abordagem IRB em relação à regulamentação atual. Para isso, foram estimadas probabilidades de inadimplência (PD) utilizando matrizes de transição construídas a partir dos dados da Central de Risco de Crédito (SCR) do Banco Central do Brasil. Os resultados indicam aumento da exigência de capital, ao contrário do ocorrido nos países do G-10.

Modelagem da perda esperada: uma alternativa para tratar o efeito da correlação entre a PD e LGD

Com a relevância que o mercado de crédito vem ganhando na economia o presente trabalho se propôs a fazer uma revisão conceitual do risco de crédito. Tendo a perda esperada como o principal componente do risco de crédito, o trabalho se aprofundou nesse tema propondo uma maneira nova para o cálculo da mesma. Da maneira que ela é modelada usualmente pressupoem que os parâmetros de PD e LGD são independentes. Alguns autores questionam essa pressuposição e que, se essa dependência não for levada em conta os cálculos de perda esperada e o capital que deveria ser alocado estarão incorretos. Uma alternativa para tratar a correlação é modelar os dois componentes conjuntamente, ao comparar os resultados do modelo usual com o modelo conjunto conclui-se que o erro da estimativa de perda esperada do modelo conjunto foi menor. Não se pode afirmar que o menor erro na estimativa de perda se deve a correlação entre a PD e LGD, porém ao modelar os parâmetros conjuntamente, retira-se essa forte pressuposição.

Selective sorption of mercury(II) from aqueous solution with an organically modified clay and its electroanalytical application

The organo-clay used in this work was prepared from a Na-montmorillonite (Wyoming-USA deposit) by treatment with water solution of hexadecyltrimethylammonium cations. As organo-clays exhibit strong sorptive capabilities for organic molecules, 2-mercapto-5-amino-1,3,4-thiadiazole organofunctional groups, with potential usefulness in chemical analysis, were incorporated on its solid surface. The physically adsorbed reagent did not present any restrictions in coordinating with several metal ions on the surface. The resultant organo-clay complex exhibited strong sorptive capability for removing mercury ions from water in which other metals and ions were also present. The purpose of this work is to study the selective separation of mercury(II) from aqueous solution using the organo-clay complex, measured by batch and chromatographic column techniques, and its application as preconcentration agent in a chemically modified carbon paste electrode for determination of mercury(II) in aqueous solution.

4-amine-2-mercaptopyrimidine modified silica gel applied in Cd(II) and Pb(II) extraction from an aqueous medium

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Preconcentration and determination of Cu(II) in a fresh water sample using modified silica gel as a solid-phase extraction adsorbent

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Adsorption of transition-metal ions in ethanol solution by a nanomaterial based on modified silsesquioxane

The material octakis[3-(3-amino- 1,2,4-triazole)propyl]octasilsesquioxane (ATZ-SSQ) was synthesized and its potential was assessed for Cu(II), Ni(II), Co(II), Zn(II) and Fe(III) from their ethanol solutions and compared with related 3-amino-1,2,4-triazole-propyl modified silica gel (ATZ-SG). The adsorption was performed using a batchwise process and both organofunctionalized surfaces showed the ability to adsorb the metal ions from ethanol solution. The Langmuir model allowed to describe the sorption of the metal ions on ATZ-SSQ and ATTZ-SG in a satisfactory way. The equilibrium is reached very quickly Q min) for ATZ-SSQ, indicating that the adsorption sites are well exposed. The maximum metal ion uptake values for Cu(II), Co(II), Zn(II), Ni(II) and Fe(III) were 0.86, 0.09, 0.19, 0.09 and 0.10 mmol g(-1), respectively, for the ATZ-SSQ, which were higher than the corresponding values 0.21, 0.04, 0.14, 0.05 and 0.07 mmol g(-1) achieved with the ATZ-SG. In order to obtain more information on the metal-ligand interaction of the complexes on the surface of the ATZ-SSQ, Cu(II) was used as a probe to determine the arrangements of the ligands around the central metal ion by electron spin resonance (ESR). The ATZ-SSQ was used for the separation and determination (in flow using a column technique) of the metal ions present in commercial ethanol. (c) 2008 Elsevier B.V. All rights reserved.

Interaction between supraoptic nucleus and septal area in the control of water, sodium intake and arterial blood pressure induced by injection of angiotensin II

We investigated the effects of injection into the supraoptic nucleus (SON) of losartanand PD 123319 (nonpeptide AT(1) and AT(2)- angiotensin II [ANG II] receptor antagonists, respectively); d(CH2)(5)-Tyr(Me)-AVP (AVPA; an arginine-vasopressin [AVP] V-1 receptor antagonist), FK 409 (a nitric oxide [NO] donor), and N-W-mtro-(L)-arginine methyl ester ((L)-NAME; an NO synthase inhibitor) oil water intake, sodium chloride 3% (NaCl) intake and arterial blood pressure induced by injection of ANG 11 into the lateral septal area (LSA). Mate Holtzman rats (250-300 g) were implanted with cannulae into SON and LSA unilaterally. The drugs were injected in 0.5 mul over 30-60 s. Controls were injected with a similar volume of 0.15 M NaCl. ANG II was injected at a dose of 10 pmol. ANG II antagonists and AVPA were injected at doses of 80 nmol. FK 409 and (L)-NAME were injected at doses of 20 and 40 mug, respectively. Water and NaCl intake was measured over a 2-h period. Prior administration of losartan into the SON decreased water and NaCl intake induced by injection of ANG II. While there was a decrease in water intake, ANG II-induced NaCl intake was significantly increased following injection of AVPA. FK 409 injection decreased water intake and sodium intake induced by ANG II. L-NAME alone increased water and sodium intake and induced a pressor effect. (L)-NAME-potentiated water and sodium intake induced by ANG II. PD 123319 produced no changes in water or sodium intake induced by ANG II. The prior administration of losartan or AVPA decreased mean arterial pressure (MAP) induced by ANG II. PD 123319 decreased the pressor effect of ANG II to a lesser degree than losartan. FK 409 decreased the pressor effect of ANG II while (L)-NAME potentiated it. These results suggest that both ANG II AT, and AVP V, receptors and NO within the SON may be involved in water intake, NaCl intake and the pressor response were induced by activation of ANG II receptors within the LSA. These results do not support the involvement of LSA AT(2) receptors in the mediation of water and NaCl intake responses induced by ANG II, but influence the pressor response. (C) 2004 Elsevier B.V. All rights reserved.

Medial septal area ANG II receptor subtypes in the regulation of urine and sodium excretion induced by vasopressin

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Inhibition of central angiotensin II-induced pressor responses by hydrogen peroxide

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Identification of continuous interaction sites in PLA(2)-based protein complexes by peptide arrays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Angiotensin II, progesterone, and prostaglandins are sequential steps in the pathway to bovine oocyte nuclear maturation

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Determination of metal ions in natural waters by flame-AAS after preconcentration on a 5-amino-1,3,4-thiadiazole-2-thiol modified silica gel.

5-amino-1,3,4-thiadiazole-2-thiol groups attached on a silica gel surface have been used for adsorption of Cd(II), Co(II), Cu(II), Fe(III), Ni(II), Pb(II) and Zn(II) from aqueous solutions. The adsorption capacities for each metal ion were (in mmol.g(-1)): Cd(II)= 0.35, Co(II)= 0.10, Cu(II)= 0.15, Fe(III)= 0.20, Hg(Il)= 0.46, Ni(II)= 0.16, Pb(II)= 0.13 and Zn(II)= 0.15. The modified silica gel was applied in the preconcentration and quantification of trace level metal ions present in water samples (river, and bog water).

Amino acid sequence of a myotoxic Lys49-phospholipase A(2) homologue from the venom of Cerrophidion (Bothrops) godmani

The complete amino acid sequence of myotoxin II (godMT-II), a myotoxic phospholipase A( 2 )(PLA(2)) homologue from the venom of the Central American crotaline snake Cerrophidion (Bothrops) godmani, was determined by direct protein sequencing methods. GodMT-II is a class II PLA, showing a Lys instead of Asp at position 49. An additional substitution in the calcium binding loop region (Asn instead of Tyr at position 28) suggests the lack of enzymatic activity observed in this toxin is due to loss of its ability to bind the co-factor Ca2+, since the residues involved in forming the catalytic network of PLA(2)s (His-48, Tyr-52 and Asp-99) an conserved in godMT-II. This myotoxin shows highest sequence homology with other Lys-49 PLA(2)s from Bothrops, Agkistrodon and Trimeresurus species, suggesting that they constitute a conserved family of proteins, yet in contrast presents lower homology with Bothrops asper myotoxin III, a catalytically-active PLA(2). The C-terminal region of godMT-II, which is rich in cationic and hydrophobic residues, shares high sequence homology to the corresponding region in the myotoxin II from B. asper, which has been proposed to play an important role in the Ca2+-independent membrane damaging activity. (C) 1998 Elsevier B.V. B.V. All rights reserved.

Photoacoustic spectroscopy of aromatic amino acids in proteins

This paper concerns the use of photoacoustic spectroscopy (PAS) to study the presence of aromatic amino acid in proteins. We examined the aromatic amino acids in six proteins with well-known structures using absorption spectra of near ultraviolet PAS over the wavelength range 240-320 nm. The fundamental understanding of the physical and chemical properties that govern the absorption of light and a subsequent release of heat to generate a transient pressure wave was used to test the concept of monitoring aromatic amino acids with this method. Second derivative spectroscopy in the ultraviolet region of proteins was also used to study the regions surrounding the aromatics and the percentage area in each band was related in order to determine the contribution in function of the respective molar extinction coefficients for each residue. Further investigation was conducted into the interaction between sodium dodecyl sulphate (SDS) and bothropstoxin-I (BthTx-I), with the purpose of identifying the aromatics that participate in the interaction. The clear changes in the second derivative and curve-fitting procedures suggest that initial SDS binding to the tryptophan located in the dimer interface and above 10 SDS an increased intensity between 260 and 320 nm, demonstrating that the more widespread tyrosine and phenylalanine residues contribute to the SDS/BthTx-I interactions. These results demonstrate the potential of near UV-PAS for the investigation of membrane proteins/detergent complexes in which light scattering is significant.