Luottolaitosten oman pääoman määrän muutos ja Basel II

Luottolaitosten pääoman valvonta on tärkeä osa talouden tasapainon säilyttämisessä. Tässä tutkielmassa tutkitaan miten luottolaitosten pääoman sääntelyn Basel II:n säännönmuutokset vuonna 2007 ovat vaikuttaneet luottolaitosten oman pääoman määrään. Muuttuneiden säännösten vaikutuksia selvitetään tutkimalla eurooppalaisten luottolaitosten omavaraisuusasteita ajalla 1999 – 2009 yleistetyllä lineaarisella regressiolla ja autoregressiivisellä aikasarjamallinnuksella. Talouden suhdanteiden ja vuonna 2007 alkaneen finanssikriisin vaikutukset pääoman määrään huomioidaan bruttokansantuotteen kasvun avulla analyysissa. Tuloksena todetaan, että oman pääoman määrä luottolaitoksissa on vähentynyt merkitsevästi Basel II:n voimaan astumisen jälkeen, mutta muutos on luultavasti aiheutunut talouden laskusuhdanteesta.

Development of a warning system for wheat blast caused by Pyricularia grisea

Wheat (Triticum aestivum L.) blast caused by Pyricularia grisea is a new disease in Brazil and no resistant cultivars are available. The interactions between temperature and wetness durations have been used in many early warning systems. Hence, growth chamber experiments to assess the effect of different temperatures (10, 15, 20, 25, 30 and 35ºC) and the duration of spike-wetness (0, 5, 10, 15, 20, 25, 30, 35 and 40 hours) on the intensity of blast in cultivar BR23 were carried out. Each temperature formed an experiment and the duration of wetness the treatments. The highest blast intensity was observed at 30°C and increased as the duration of the wetting period increased while the lowest occurred at 25°C and 10 hours of spike wetness. Regardless of the temperature, no symptoms occurred when the wetting period was less than 10 hours but at 25°C and a 40 h wetting period blast intensity exceeded 85%. These variations in blast intensity as a function of temperature are explained by a generalized beta model and as a function of the duration of spike wetness by the Gompertz model. Disease intensity was modeled as a function of both temperature and the durations of spike wetness and the resulting equation provided a precise description of the response of P. grisea to temperatures and the durations of spike wetness. This model was used to construct tables that can be used to predict the intensity of P. grisea wheat blast based on the temperatures and the durations of wheat spike wetness obtained in the field.

Fatigue and quality of life in breast cancer survivors: a comparative study

PURPOSE: To assess fatigue and quality of life in disease-free breast cancer survivors in relation to a sample of age-matched women with no cancer history and to explore the relationship between fatigue and quality of life.METHODS: A cross-sectional study was conducted in a sample of 202 consecutive disease-free Brazilian breast cancer survivors, all of whom had completed treatment, treated at 2 large hospitals. The patients were compared to age-matched women with no cancer history attending a primary health care center. The Piper Fatigue Scale-Revised and the World Health Organization Quality of Life Instrument (WHOQOL-BREF) were used to measure the fatigue and quality of life, respectively. Socio-demographic and clinical variables were also obtained. The χ2 test, generalized linear model, and Spearman correlation coefficient were used for statistical purposes. The adopted level of significance was 5%.RESULTS: Breast cancer survivors experienced significantly greater total and subscale fatigue scores than comparison group (all p-values<0.05). In addition, survivors reported a poorer quality of life in physical (p=0.002), psychological (p=0.03), and social relationships (p=0.03) domains than comparison group. No difference was found for the environmental domain (p=0.08) for both groups. For survivors of breast cancer and for comparison group, the total and subscale fatigue scores were related to lower quality of life (all p-values<0.01).CONCLUSION: The findings of this study highlight the importance of assessing fatigue and quality of life in breast cancer survivors.

Air pollution and cardiovascular hospital admissions in a medium-sized city in São Paulo State, Brazil

The objective of the present study was to estimate the contribution of environmental pollutants to hospital admissions for cardiovascular disease. A time series ecological study was conducted on subjects aged over 60 years and living in São José dos Campos, Brazil, with a population near 700,000 inhabitants. Hospital admission data of public health patients (SUS) were obtained from DATASUS for the period between January 1, 2004 and December 31, 2006, according to the ICD-10 diagnoses I20 to I22 and I24. Particulate matter with less than 10 µm in aerodynamic diameter, sulfur dioxide and ozone were the pollutants examined, and the control variables were mean temperature and relative humidity. Data on pollutants were obtained from the São Paulo State Sanitary Agency. The generalized linear model Poisson regression with lags of up to 5 days was used. There were 1303 hospital admissions during the period. Exposure to particulate matter was significantly associated with hospitalization for cardiovascular disease 3 days after exposure (RR = 1.006; 95%CI = 1.000 to 1.010) and an increase of 16 µg/m³ was associated with a 10% increase in risk of hospitalization; other pollutants were not associated with hospitalization. Thus, it was possible to identify the role of exposure to particulate matter as an environmental pollutant in hospitalization for cardiovascular disease in a medium-sized city inSoutheastern Brazil.

A time series analysis of meteorological factors and hospital outpatient admissions for cardiovascular disease in the Northern district of Guizhou Province, China

Findings on the effects of weather on health, especially the effects of ambient temperature on overall morbidity, remain inconsistent. We conducted a time series study to examine the acute effects of meteorological factors (mainly air temperature) on daily hospital outpatient admissions for cardiovascular disease (CVD) in Zunyi City, China, from January 1, 2007 to November 30, 2009. We used the generalized additive model with penalized splines to analyze hospital outpatient admissions, climatic parameters, and covariate data. Results show that, in Zunyi, air temperature was associated with hospital outpatient admission for CVD. When air temperature was less than 10°C, hospital outpatient admissions for CVD increased 1.07-fold with each increase of 1°C, and when air temperature was more than 10°C, an increase in air temperature by 1°C was associated with a 0.99-fold decrease in hospital outpatient admissions for CVD over the previous year. Our analyses provided statistically significant evidence that in China meteorological factors have adverse effects on the health of the general population. Further research with consistent methodology is needed to clarify the magnitude of these effects and to show which populations and individuals are vulnerable.

Calculation of viscoelastic properties of edible films: application of three models

The viscoelastic properties of edible films can provide information at the structural level of the biopolymers used. The objective of this work was to test three simple models of linear viscoelastic theory (Maxwell, Generalized Maxwell with two units in parallel, and Burgers) using the results of stress relaxation tests in edible films of myofibrillar proteins of Nile Tilapia. The films were elaborated according to a casting technique and pre-conditioned at 58% relative humidity and 22ºC for 4 days. The testing sample (15mm x 118mm) was submitted to tests of stress relaxation in an equipment of physical measurements, TA.XT2i. The deformation, imposed to the sample, was 1%, guaranteeing the permanency in the domain of the linear viscoelasticity. The models were fitted to experimental data (stress x time) by nonlinear regression. The Generalized Maxwell model with two units in parallel and the Burgers model represented the relaxation curves of stress satisfactorily. The viscoelastic properties varied in a way that they were less dependent on the thickness of the films.

Problème centre-foyer et application

Dans ce mémoire, nous étudions le problème centre-foyer sur un système polynomial. Nous développons ainsi deux mécanismes permettant de conclure qu’un point singulier monodromique dans ce système non-linéaire polynomial est un centre. Le premier mécanisme est la méthode de Darboux. Cette méthode utilise des courbes algébriques invariantes dans la construction d’une intégrale première. La deuxième méthode analyse la réversibilité algébrique ou analytique du système. Un système possédant une singularité monodromique et étant algébriquement ou analytiquement réversible à ce point sera nécessairement un centre. Comme application, dans le dernier chapitre, nous considérons le modèle de Gauss généralisé avec récolte de proies.

Tests pour la dépendance entre les sections dans un modèle de Poisson

Les simulations et figures ont été réalisées avec le logiciel R.

Properties of Equilibrium Distributions of Order n

The present work is intended to discuss various properties and reliability aspects of higher order equilibrium distributions in continuous, discrete and multivariate cases, which contribute to the study on equilibrium distributions. At first, we have to study and consolidate the existing literature on equilibrium distributions. For this we need some basic concepts in reliability. These are being discussed in the 2nd chapter, In Chapter 3, some identities connecting the failure rate functions and moments of residual life of the univariate, non-negative continuous equilibrium distributions of higher order and that of the baseline distribution are derived. These identities are then used to characterize the generalized Pareto model, mixture of exponentials and gamma distribution. An approach using the characteristic functions is also discussed with illustrations. Moreover, characterizations of ageing classes using stochastic orders has been discussed. Part of the results of this chapter has been reported in Nair and Preeth (2009). Various properties of equilibrium distributions of non-negative discrete univariate random variables are discussed in Chapter 4. Then some characterizations of the geo- metric, Waring and negative hyper-geometric distributions are presented. Moreover, the ageing properties of the original distribution and nth order equilibrium distribu- tions are compared. Part of the results of this chapter have been reported in Nair, Sankaran and Preeth (2012). Chapter 5 is a continuation of Chapter 4. Here, several conditions, in terms of stochastic orders connecting the baseline and its equilibrium distributions are derived. These conditions can be used to rede_ne certain ageing notions. Then equilibrium distributions of two random variables are compared in terms of various stochastic orders that have implications in reliability applications. In Chapter 6, we make two approaches to de_ne multivariate equilibrium distribu- tions of order n. Then various properties including characterizations of higher order equilibrium distributions are presented. Part of the results of this chapter have been reported in Nair and Preeth (2008). The Thesis is concluded in Chapter 7. A discussion on further studies on equilib- rium distributions is also made in this chapter.

Diversity, local uses and availability of medicinal plants and wild yams in the Mahafaly region of south-western Madagascar

Short summary: This study was undertaken to assess the diversity of plant resources utilized by the local population in south-western Madagascar, the social, ecological and biophysical conditions that drive their uses and availability, and possible alternative strategies for their sustainable use in the region. The study region, ‘Mahafaly region’, located in south-western Madagascar, is one of the country’s most economically, educationally and climatically disadvantaged regions. With an arid steppe climate, the agricultural production is limited by low water availability and a low level of soil nutrients and soil organic carbon. The region comprises the recently extended Tsimanampetsotsa National Park, with numerous sacred and communities forests, which are threatened by slash and burn agriculture and overexploitation of forests resources. The present study analyzed the availability of wild yams and medicinal plants, and their importance for the livelihood of the local population in this region. An ethnobotanical survey was conducted recording the diversity, local knowledge and use of wild yams and medicinal plants utilized by the local communities in five villages in the Mahafaly region. 250 households were randomly selected followed by semi-structured interviews on the socio-economic characteristics of the households. Data allowed us to characterize sociocultural and socioeconomic factors that determine the local use of wild yams and medicinal plants, and to identify their role in the livelihoods of local people. Species-environment relationships and the current spatial distribution of the wild yams were investigated and predicted using ordination methods and a niche based habitat modelling approach. Species response curves along edaphic gradients allowed us to understand the species requirements on habitat conditions. We thus investigated various alternative methods to enhance the wild yam regeneration for their local conservation and their sustainable use in the Mahafaly region. Altogether, six species of wild yams and a total of 214 medicinal plants species from 68 families and 163 genera were identified in the study region. Results of the cluster and discriminant analysis indicated a clear pattern on resource, resulted in two groups of household and characterized by differences in livestock numbers, off-farm activities, agricultural land and harvests. A generalized linear model highlighted that economic factors significantly affect the collection intensity of wild yams, while the use of medicinal plants depends to a higher degree on socio-cultural factors. The gradient analysis on the distribution of the wild yam species revealed a clear pattern for species habitats. Species models based on NPMR (Nonparametric Multiplicative Regression analysis) indicated the importance of vegetation structure, human interventions, and soil characteristics to determine wild yam species distribution. The prediction of the current availability of wild yam resources showed that abundant wild yam resources are scarce and face high harvest intensity. Experiments on yams cultivation revealed that germination of seeds was enhanced by using pre-germination treatments before planting, vegetative regeneration performed better with the upper part of the tubers (corms) rather than the sets of tubers. In-situ regeneration was possible for the upper parts of the wild tubers but the success depended significantly on the type of soil. The use of manure (10-20 t ha¹) increased the yield of the D. alata and D. alatipes by 40%. We thus suggest the promotion of other cultivated varieties of D. alata found regions neighbouring as the Mahafaly Plateau.

Distribución hiperbólica generalizada: una aplicación en la selección de portafolios y en la cuantificación de medidas de riesgo de mercado

En este trabajo se implementa una metodología para incluir momentos de orden superior en la selección de portafolios, haciendo uso de la Distribución Hiperbólica Generalizada, para posteriormente hacer un análisis comparativo frente al modelo de Markowitz.

Valor en riesgo del portafolio de TES de los bancos colombianos

En este trabajo se realiza la medición del riesgo de mercado para el portafolio de TES de un banco colombiano determinado, abordando el pronóstico de valor en riesgo (VaR) mediante diferentes modelos multivariados de volatilidad: EWMA, GARCH ortogonal, GARCH robusto, así como distintos modelos de VaR con distribución normal y distribución t-student, evaluando su eficiencia con las metodologías de backtesting propuestas por Candelon et al. (2011) con base en el método generalizado de momentos, junto con los test de independencia y de cobertura condicional planteados por Christoffersen y Pelletier (2004) y por Berkowitz, Christoffersen y Pelletier (2010). Los resultados obtenidos demuestran que la mejor especificación del VaR para la medición del riesgo de mercado del portafolio de TES de los bancos colombianos, es el construido a partir de volatilidades EWMA y basado en la distribución normal, ya que satisface las hipótesis de cobertura no condicional, independencia y cobertura condicional, al igual que los requerimientos estipulados en Basilea II y en la normativa vigente en Colombia.

Δ9-tetrahydrocannabivarin suppresses in vitro epileptiform and in vivo seizure activity in adult rat

Purpose: We assessed the anticonvulsant potential of the phytocannabinoid Δ9-tetrahydrocannabivarin (Δ9-THCV) by investigating its effects in an in vitro piriform cortex (PC) brain slice model of epileptiform activity, on cannabinoid CB1 receptor radioligand-binding assays and in a generalized seizure model in rats. Methods: Δ9-THCV was applied before (10 μmΔ9-THCV) or during (10–50 μmΔ9-THCV) epileptiform activity induced by Mg2+-free extracellular media in adult rat PC slices and measured using multielectrode array (MEA) extracellular electrophysiologic techniques. The actions of Δ9-THCV on CB1 receptors were examined using [3H]SR141716A competition binding and [35S]GTPS assays in rat cortical membranes. Effects of Δ9-THCV (0.025–2.5 mg/kg) on pentylenetetrazole (PTZ)–induced seizures in adult rats were also assessed. Results: After induction of stable spontaneous epileptiform activity, acute Δ9-THCV application (≥20 μm) significantly reduced burst complex incidence and the amplitude and frequency of paroxysmal depolarizing shifts (PDSs). Furthermore, slices pretreated with 10 μmΔ9-THCV prior to induction of epileptiform activity exhibited significantly reduced burst complex incidence and PDS peak amplitude. In radioligand-binding experiments, Δ9-THCV acted as a CB1 receptor ligand, displacing 0.5 nm [3H]SR141716A with a Ki∼290 nm, but exerted no agonist stimulation of [35S]GTPS binding. In PTZ-induced seizures in vivo, 0.25 mg/kg Δ9-THCV significantly reduced seizure incidence. Discussion: These data demonstrate that Δ9-THCV exerts antiepileptiform and anticonvulsant properties, actions that are consistent with a CB1 receptor–mediated mechanism and suggest possible therapeutic application in the treatment of pathophysiologic hyperexcitability states.

Aggregation of parasitism risk in an aphid-parasitoid system: Effects of plant patch size and aphid density

Few studies have linked density dependence of parasitism and the tritrophic environment within which a parasitoid forages. In the non-crop plant-aphid, Centaurea nigra-Uroleucon jaceae system, mixed patterns of density-dependent parasitism by the parasitoids Aphidius funebris and Trioxys centaureae were observed in a survey of a natural population. Breakdown of density-dependent parasitism revealed that density dependence was inverse in smaller colonies but direct in large colonies (>20 aphids), suggesting there is a threshold effect in parasitoid response to aphid density. The CV2 of searching parasitoids was estimated from parasitism data using a hierarchical generalized linear model, and CV2>1 for A. funebris between plant patches, while for T. centaureae CV2>1 within plant patches. In both cases, density independent heterogeneity was more important than density-dependent heterogeneity in parasitism. Parasitism by T. centaureae increased with increasing plant patch size. Manipulation of aphid colony size and plant patch size revealed that parasitism by A. funebris was directly density dependent at the range of colony sizes tested (50-200 initial aphids), and had a strong positive relationship with plant patch size. The effects of plant patch size detected for both species indicate that the tritrophic environment provides a source of host density independent heterogeneity in parasitism, and can modify density-dependent responses. (c) 2007 Gessellschaft fur Okologie. Published by Elsevier GmbH. All rights reserved.

Statistical design and analysis of pharmacogenetic trials

Pharmacogenetic trials investigate the effect of genotype on treatment response. When there are two or more treatment groups and two or more genetic groups, investigation of gene-treatment interactions is of key interest. However, calculation of the power to detect such interactions is complicated because this depends not only on the treatment effect size within each genetic group, but also on the number of genetic groups, the size of each genetic group, and the type of genetic effect that is both present and tested for. The scale chosen to measure the magnitude of an interaction can also be problematic, especially for the binary case. Elston et al. proposed a test for detecting the presence of gene-treatment interactions for binary responses, and gave appropriate power calculations. This paper shows how the same approach can also be used for normally distributed responses. We also propose a method for analysing and performing sample size calculations based on a generalized linear model (GLM) approach. The power of the Elston et al. and GLM approaches are compared for the binary and normal case using several illustrative examples. While more sensitive to errors in model specification than the Elston et al. approach, the GLM approach is much more flexible and in many cases more powerful. Copyright © 2005 John Wiley & Sons, Ltd.