Results 161 to 170 of about 3,321,400 (310)
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 ...
Scheicher, Martin, Raunig, Burkhard
core
Finding novel vulnerabilities of hypomorphic BRCA1 alleles
Molecular Oncology, EarlyView.Synthetic lethality screens performed to identify novel vulnerabilities often model complete gene loss, thereby overlooking patient‐derived hypomorphic mutations. In this study, we have performed genome‐wide CRISPR screens on BRCA1 hypomorphic mutations, showing BRCA1I26A behaves like wild‐type, while BRCA1R1699Q mimics deficiency. Furthermore, we have
Anne Schreuder +10 more
wiley +1 more source
Comparisons of cashflow maps for value-at-risk [PDF]
This article is devoted to the study cashflow maps used in the computation of value-at-risk (VaR). Properties and characteristics of the approaches found in the literature are presented and two new approaches are introduced.
Henrard Marc
core
MITF maintains genome stability in nonmelanocyte lineages
Molecular Oncology, EarlyView.MITF is essential for melanocyte survival and acts as an oncogene in 10%–20% of melanomas. We show that MITF depletion causes genome instability in nonmelanocytic cells, leading to LATS2‐mediated P53 activation, cell cycle arrest, and apoptosis. This study highlights the role of MITF as a genome maintenance factor beyond the melanocyte lineage. Created
Drifa H. Gudmundsdottir +13 more
wiley +1 more source
A STUDY ON THE RISK-ADJUSTED PERFORMANCE OF MUTUAL FUNDS INDUSTRY IN INDIA
Review of Innovation and Competitiveness, 2017 Investing through mutual funds has gained interest in recent years as it offers optimal risk adjusted returns to investors. The Indian market is no exception and has witnessed a multifold growth in mutual funds over the years.
Shivangi Agarwal, Nawazish Mirza
doaj
Inaccurate Value at Risk Estimations: Bad Modeling or Inappropriate Data? [PDF]
Comput Econ, 2022 Vasileiou E.
europepmc +1 more source
Measuring market risk using extreme value theory
The adoption of Basel II standards by the Bangko Sentral ng Pilipinas initiates financial institutions to develop value-at-risk (VaR) models to measure market risk.
Mapa, Dennis S., Suaiso, Oliver Q.
core
Tumor B‐cell infiltration in platinum‐treated advanced muscle‐invasive urothelial carcinoma
Molecular Oncology, EarlyView.Bladder tumors with higher pretreatment memory B‐cell infiltration were linked to longer survival after cisplatin chemotherapy, but not carboplatin. These tumors also showed more organized immune structures (tertiary lymphoid structures) and a shared pro‐inflammatory B‐cell‐rich community, suggesting that memory B cells may help identify patients most ...
Konrad Stawiski +10 more
wiley +1 more source
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges [PDF]
Credit risk is the most important type of risk in terms of monetary value. Another key risk measure is market risk, which is concerned with stocks and bonds, and related financial derivatives, as well as exchange rates and interest rates.
Michael McAleer
core +2 more sources
Pan-Immune-Inflammatory value and risk of latent tuberculosis infection. [PDF]
Sci RepYe X, Kang X, Zhang H, Wang W.
europepmc +1 more source