Results 111 to 120 of about 8,248,666 (375)
Regulatory Evaluation of Value-at-Risk Models [PDF]
Value-at-risk (VaR) models have been accepted by banking regulators as tools for setting capital requirements for market risk exposure. Three statistical methodologies for evaluating the accuracy of such models are examined; specifically, evaluation ...
Jose A. Lopez
core
The newfound relationship between extrachromosomal DNAs and excised signal circles
FEBS 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
Can the Collateral Value of a Data Asset Be Increased by Insurance?
MathematicsAs an emerging production factor, data assets are gaining strategic prominence, yet their application in collateralized financing faces persistent challenges, including illiquidity and risk evaluation complexities.
Nan Zhang +3 more
doaj +1 more source
Vector-Valued Multivariate Conditional Value-at-Risk
, 2017 In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of VMCVaR over the ...
Kucukyavuz, Simge, Merakli, Merve
core +1 more source
Cell wall target fragment discovery using a low‐cost, minimal fragment library
FEBS 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
On approximations of value at risk and expected shortfall involving kurtosis [PDF]
, 2021 Mátyás Barczy +2 more
openalex +1 more source
Molecular Oncology, EarlyView.PARP inhibitors are used to treat a small subset of prostate cancer patients. These studies reveal that PARP1 activity and expression are different between European American and African American prostate cancer tissue samples. Additionally, different PARP inhibitors cause unique and overlapping transcriptional changes, notably, p53 pathway upregulation.
Moriah L. Cunningham +21 more
wiley +1 more source
Industry Market Value at Risk in Australia [PDF]
Value at Risk (VaR) is an important issue for banks since its adoption as a primary risk metric in the Basel Accords and the requirement that it is calculated on a daily basis.
David E. Allen, Robert Powell
core