Results 101 to 110 of about 7,457,774 (289)

VALUE AT RISK - CORPORATE RISK MEASUREMENT [PDF]

open access: yes
The notion of "risk" is used in a number of sciences. The Faculty of Law studies the risk depending on its legality. The Accident Theory applies this term to describe the damage and the disasters.
Anis Cecilia-Nicoleta   +2 more
core  

By dawn or dusk—how circadian timing rewrites bacterial infection outcomes

open access: yesFEBS Letters, EarlyView.
The circadian clock shapes immune function, yet its influence on infection outcomes is only beginning to be understood. This review highlights how circadian timing alters host responses to the bacterial pathogens Salmonella enterica, Listeria monocytogenes, and Streptococcus pneumoniae revealing that the effectiveness of immune defense depends not only
Devons Mo   +2 more
wiley   +1 more source

Quantifying extreme market risk in the selected Western Balkan countries [PDF]

open access: yesIndustrija, 2018
The purpose of this paper is to investigate the performance of unconditional and conditional Value at Risk (VaR) and Expected Shortfall (ES) models based on EVT.
Radivojević Nikola   +2 more
doaj  

Calculating Value-at-Risk contributions in CreditRisk+

open access: yes, 2001
Credit Suisse First Boston (CSFB) launched in 1997 the model CreditRisk+ which aims at calculating the loss distribution of a credit portfolio on the basis of a methodology from actuarial mathematics.
Haaf, Hermann, Tasche, Dirk
core   +1 more source

Phosphatidylinositol 4‐kinase as a target of pathogens—friend or foe?

open access: yesFEBS Letters, EarlyView.
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

Value at Risk for Large Portfolios [PDF]

open access: yes
We argue that the practise of valuing the portfolio is important for the calculation of the V aR. In particular, the seller (buyer) of an asset does not face horizontal demand (supply) curves.
Brännäs, Kurt   +2 more
core   +1 more source

The newfound relationship between extrachromosomal DNAs and excised signal circles

open access: yesFEBS Letters, EarlyView.
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

Cell wall target fragment discovery using a low‐cost, minimal fragment library

open access: yesFEBS Letters, EarlyView.
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

How Risky Is the Value at Risk? [PDF]

open access: yes
The recent financial crisis has raised numerous questions about the accuracy of value-at-risk (VaR) as a tool to quantify extreme losses. In this paper we present empirical evidence from assessing the out-of-sample performance and robustness of VaR ...
Roxana Chiriac, Winfried Pohlmeier
core  

Value-at-Risk and expected shortfall for rare events [PDF]

open access: yes, 2008
We show that the use of correlations for modeling dependencies may lead to counterintuitive behavior of risk measures, such as Value-at-Risk (VaR) and Expected Short- fall (ES), when the risk of very rare events is assessed via Monte-Carlo techniques ...
Mittnik, Stefan, Yener, Tina
core  

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