Practical Calculation of Expected and Unexpected Losses in Operational Risk by Simulation Methods [PDF]
This paper explores the difficulties involved in quantitative measurement of operational risk and proposes simulation methods as a practical solution to obtain the distribution of total losses.
Enrique, Navarrete
core +1 more source
Measuring financial risk : comparison of alternative procedures to estimate VaR and ES [PDF]
We review several procedures for estimating and backtesting two of the most important measures of risk, the Value at Risk (VaR) and the Expected Shortfall (ES). The alternative estimators differ in the way the specify and estimate the conditional mean
Nieto, María Rosa, Ruiz, Esther
core +1 more source
Reciprocal control of viral infection and phosphoinositide dynamics
Phosphoinositides, although scarce, regulate key cellular processes, including membrane dynamics and signaling. Viruses exploit these lipids to support their entry, replication, assembly, and egress. The central role of phosphoinositides in infection highlights phosphoinositide metabolism as a promising antiviral target.
Marie Déborah Bancilhon, Bruno Mesmin
wiley +1 more source
Phosphatidylinositol 4‐kinase as a target of pathogens—friend or foe?
This graphical summary illustrates the roles of phosphatidylinositol 4‐kinases (PI4Ks). PI4Ks regulate key cellular processes and can be hijacked by pathogens, such as viruses, bacteria and parasites, to support their intracellular replication. Their dual role as essential host enzymes and pathogen cofactors makes them promising drug targets.
Ana C. Mendes +3 more
wiley +1 more source
The Sign RCA Models: Comparing Predictive Accuracy of VaR Measures [PDF]
Evaluating Value at Risk (VaR) methods of predictive accuracy in an objective and effective framework is important for both efficient capital allocation and loss prediction.
Joanna Górka
core
The newfound relationship between extrachromosomal DNAs and excised signal circles
Extrachromosomal DNAs (ecDNAs) contribute to the progression of many human cancers. In addition, circular DNA by‐products of V(D)J recombination, excised signal circles (ESCs), have roles in cancer progression but have largely been overlooked. In this Review, we explore the roles of ecDNAs and ESCs in cancer development, and highlight why these ...
Dylan Casey, Zeqian Gao, Joan Boyes
wiley +1 more source
Risk management in investment funds – methods and effectiveness in 2007-2024
Research objectives and hypothesis/research questions The study aims to determine the impact of risk management on the long-term quality of funds and to identify the role of technological innovations in this process.
Karol Nowicki
doaj +1 more source
A value at risk analysis of cedit default swaps [PDF]
We investigate the risk of holding credit default swaps(CDS) in the trading book and compare the Value at Risk (VaR) of a CDS position to the VaR for investing in the respective firm’s equity using a sample of CDS – stock price pairs for 86 actively ...
Raunig, Burkhard, Scheicher, Martin
core
Cell wall target fragment discovery using a low‐cost, minimal fragment library
LoCoFrag100 is a fragment library made up of 100 different compounds. Similarity between the fragments is minimized and 10 different fragments are mixed into a single cocktail, which is soaked to protein crystals. These crystals are analysed by X‐ray crystallography, revealing the binding modes of the bound fragment ligands.
Kaizhou Yan +5 more
wiley +1 more source
THE STEERING TOOL OF FINANCIAL INSTITUTIONS: CREDIT VAR (VALUE AT RISK) [PDF]
In order to determine the economic capital, in terms of internal management or of application of regulations, financial institutions need to model the probability of future losses on a loan portfolio.
BĂRBULESCU MARINELA +2 more
doaj

