Results 151 to 160 of about 416,556 (302)

Violation duration as a better way of VaR model evaluation : evidence from Turkish market portfolio [PDF]

open access: yes
Financial crisis those we have been experienced during last two decades encouraged the efforts of both academicians and the market participants to develop clear representations of the risk exposure of a nancial institute.
Kilic, Ekrem
core   +1 more source

NKCC1: A key regulator of glioblastoma progression

open access: yesMolecular Oncology, EarlyView.
Glioblastoma (GBM) progression is driven by disrupted chloride cotransporter homeostasis. NKCC1 is highly expressed in stem‐like, astrocytic, and progenitor cells, correlating with earlier recurrence, while overall survival remains unaffected. NKCC1 serves as a prognostic marker and potential therapeutic target, linking chloride transporter imbalance ...
Anja Thomsen   +5 more
wiley   +1 more source

It Pays to Violate: How Effective are the Basel Accord Penalties? [PDF]

open access: yes
The internal models amendment to the Basel Accord allows banks to use internal models to forecast Value-at-Risk (VaR) thresholds, which are used to calculate the required capital that banks must hold in reserve as a protection against negative changes in
Chan, F., McAleer, M.J., Veiga, B. da
core   +1 more source

Transcriptional profiling of circulating extracellular vesicles from prebiopsy prostate cancer patients

open access: yesMolecular Oncology, EarlyView.
RNA profiling of circulating extracellular vesicles (EVs) from blood samples of men undergoing prostate biopsy identifies transcripts associated with clinically significant prostate cancer. Integrative analysis with public tumor datasets links EV‐derived gene signatures to tumor stage and progression‐free survival, highlighting CASP3, XRCC2, and RIT1 ...
Stefan Werner   +14 more
wiley   +1 more source

Backtesting VaR Models: An Expected Shortfall Approach [PDF]

open access: yes
Academics and practitioners have extensively studied Value-at-Risk (VaR) to propose a unique risk management technique that generates accurate VaR estimations for long and short trading positions and for all types of financial assets.
Stavros Degiannakis, Timotheos Angelidis
core  

Adaptor protein CIN85 potentiates the motility of osteosarcoma cells via the Akt/mTOR and MMP2‐COL3A1 axis

open access: yesMolecular Oncology, EarlyView.
CIN85 is highly expressed in osteosarcoma, particularly in metastatic lesions. Its overexpression increases cell migration and Matrigel invasion, while silencing CIN85 suppresses these behaviors. Transcriptome analysis shows that CIN85 regulates MMP2, COL3A1, and Akt/mTOR signaling. Targeting these pathways reverses CIN85‐induced motility, highlighting
Iryna Horak   +10 more
wiley   +1 more source

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

Home - About - Disclaimer - Privacy