Results 81 to 90 of about 47,086,790 (308)
Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures [PDF]
The Basel II Accord requires that banks and other Authorized Deposit-taking Institutions (ADIs) communicate their daily risk forecasts to the appropriate monetary authorities at the beginning of each trading day, using one or more risk models to measure ...
Michael McAleer +3 more
core +2 more sources
Therapeutic Apheresis and Dialysis, EarlyView.ABSTRACT Background Japan has one of the highest dialysis prevalence rates worldwide and a shrinking, aging population. Whether dialysis burden has entered a sustained post‐peak phase or whether recent declines partly reflect pandemic‐related disruptions remains uncertain.
Hatice Şahin +2 more
wiley +1 more source
Value at Risk and Market Crashes [PDF]
Many popular techniques for determining a securities firm’s value at risk are based upon the calculation of the historical volatility of returns to the assets that comprise the portfolio, and of the correlations between them. One such approach is the J.P.
Chris Brooks, Gita Persand
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Lost in the Vaso‐Occlusion: A Patient's Abdominal Pain Returns With a Vengeance
Pediatric Blood &Cancer, EarlyView.
Dunia Hatabah +5 more
wiley +1 more source
Organoids in pediatric cancer research
FEBS Letters, EarlyView.Organoid technology has revolutionized cancer research, yet its application in pediatric oncology remains limited. Recent advances have enabled the development of pediatric tumor organoids, offering new insights into disease biology, treatment response, and interactions with the tumor microenvironment.
Carla Ríos Arceo, Jarno Drost
wiley +1 more source
Diversity and complexity in neural organoids
FEBS Letters, EarlyView.Neural organoid research aims to expand genetic diversity on one side and increase tissue complexity on the other. Chimeroids integrate multiple donor genomes within single organoids. Self‐organising multi‐identity organoids, exogenous cell seeding, or enforced assembly of region‐specific organoids contribute to tissue complexity.
Ilaria Chiaradia, Madeline A. Lancaster
wiley +1 more source
Rogue traders versus value-at-risk and expected shortfall
, 2018 We show that, in a Black and Scholes market, value at risk and ex- pected shortfall are irrelevant in limiting traders excessive tail-risk seeking behaviour as modelled via Kahneman and Tversky’s S-shaped utility. To have effective constraints one can
Brigo, D, Armstrong, John
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Economia Aplicada, 2004 This paper aimed to evaluate risk and returns of marketing strategies adopted by farmers, cooperatives and grain elevators in the State of Paraná, Brazil, using data for the period 1994-2001.
Edison Luiz Leismann +2 more
doaj
Degradation mechanism of the von Willebrand factor A2 domain by nattokinase
FEBS Letters, EarlyView.Nattokinase, a natto‐derived protease, exhibits potent antithrombotic effects. This study demonstrates that nattokinase directly cleaves the von Willebrand factor (vWF) A2 domain in vitro. Unlike the native regulator ADAMTS13, nattokinase degrades folded vWF independently of shear stress.
Ryuichi Hyakumoto +3 more
wiley +1 more source
Forecasting Value-at-Risk Using the Markov-Switching ARCH Model [PDF]
This paper analyzes the application of the Markov-switching ARCH model (Hamilton and Susmel, 1994) in improving value-at-risk (VaR) forecast. By considering a mixture of normal distributions with varying variances over different time and regimes, we find
Wei-Ting Tang, Yin-Feng Gau
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