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151.
The financial crisis began with the collapse of Lehman Brothers and the subprime asset backed securities debacle. Credit risk was turned into liquidity risk, resulting in a lack of confidence among financial institutions. In this article, we will propose a way to model liquidity risk and the credit risk in best practices. We will show that liquidity risk is a new type of risk and the current way to deal with it is based solely on observed variables without any theoretical link. We propose an heuristic approach to combine the numerous liquidity risk indicators with a logistic regression for the first time. In regards to credit risk, several articles prove that the best practice is to use an option model to appreciate this risk. We will present our methodology using stochastic diffusion for the interest rate because currently the yield curves aren’t liquid. This approach is more relevant because the basis model in prior publications has a constant interest rate or a forward rate. Both models allow a better understanding of liquidity and credit risks and the further development of research deals with the link between these two financial risks. 相似文献
152.
S. M. Arakelian A. V. Osipov I. O. Skryabin Tran Dinh Phong Nguyen Tran Thuath 《Bulletin of the Russian Academy of Sciences: Physics》2017,81(12):1416-1419
The current-voltage relationships of deposited structures are measured for cluster structures consisting of nanoparticles of lead telluride. Variation in the value of the tunnel current is shown. Optimum conditions for the possible emergence of quantum-hopping conductivity due to carrier tunneling (the characteristic sizes of the nanoclusters and the distances between them) are determined. 相似文献
153.
Pham Anh Minh 《Proceedings of the American Mathematical Society》2002,130(2):307-310
The purpose of this note is to provide a -group whose mod-3 cohomology ring has a nilpotent element satisfying .
154.
Our research involves the development of new cationic materials for anion-based applications. We report the solvothermal synthesis and characterization of Pb(3)F(5)NO(3), a new layered lead fluoride material that, unlike the majority of layered and open-framework materials, is cationic in charge. The structure consists of polyhedral lead centers connected by doubly and triply bridging fluoride groups. We quantitatively exchanged the interlamellar nitrate groups of Pb(3)F(5)NO(3) for dichromate, under ambient aqueous conditions. Nuclear magnetic resonance and UV-vis spectroscopy show the reaction proceeds to 61.0% completion in several days. The material is also stable to 450 degrees C, which is vastly superior to organic resins that are still the standard for anion-exchange. The presence of extraframework anions also opens up other potentially unique anion-based properties, such as new catalytic reactions, anion intercalation, or growth of anionic clusters within the void spaces of the cationic material. 相似文献
155.
Tezuka Y Stampoulis P Banskota AH Awale S Tran KQ Saiki I Kadota S 《Chemical & pharmaceutical bulletin》2000,48(11):1711-1719
From the MeOH extract of the aerial part of Vietnamese Orthosiphon stamineus, five new isopimarane-type diterpenes [orthosiphols F-J (1-5)] and two new diterpenes [staminols A (6) and B (7)] with a novel carbon-framework, to which we proposed the name "staminane", and three new highly-oxygenated staminane-type diterpenes [staminolactones A (8) and B (9) and norstaminol A (10)1 were isolated. Moreover, staminolactone A (8) is 8,14-secostaminane-type and staminolactone B (9) is 13,14-secostaminane-type, while norstaminol A (10) is 14-norstaminen-type. Together with these new diterpenes, sixteen known compounds were also isolated and identified to be: 7,3',4'-tri-O-methylluteolin (11), eupatorin (12), sinensetin (13), 5-hydroxy-6,7,3',4'-tetramethoxyflavone (14), salvigenin (15), ladanein (16), tetramethylscutellarein (17), 6-hydroxy-5,7,4'-trimethoxyflavone (18), vomifoliol (19), aurantiamide acetate (20), rosmarinic acid (21), caffeic acid (22), oleanolic acid (23), ursolic acid (24), betulinic acid (25), and beta-sitosterol (26). All the isolated compounds were tested for their cytotoxicity towards highly liver metastatic murine colon 26-L5 carcinoma cells, and the new diterpenes, except for 4, and flavonoids (11, 12, 16, 18) showed cytotoxicity with an ED50 value between 10 and 90 microg/ml. 相似文献
156.
Streubel R Schiemann U Jones PG Tran Huy NH Mathey F 《Angewandte Chemie (International ed. in English)》2000,39(20):3686-3688
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158.
Qinghua Zhao Thi Tuyet Mai Dang Dong‐Cheol Shin Hong You Soon‐Ki Kwon 《Journal of polymer science. Part A, Polymer chemistry》2007,45(3):341-347
Diphenylaminobiphenylated stryl based alternating copolymers with phenyl or fluorene, which were expected to have a terphenylene vinylene backbone containing an (N,N‐diphenylamino)biphenyl pendant and a phenyl/fluorene/phenylene vinylene backbone containing an (N,N‐diphenylamino)biphenyl pendant, were synthesized by a Suzuki coupling reaction. The obtained copolymers were confirmed with various types of spectroscopy. The alternating copolymers showed good hole‐injection properties because of their low oxidation potential and good solubility and high thermal stability with a high glass‐transition temperature. The alternating copolymers showed blue emissions because of the adjusted conjugation lengths; the maximum wavelength was 460 nm for poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl]vinylene‐alt‐5‐(2′‐ethylhexyloxy)‐2‐methoxybenzene} and 487 nm for poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl] vinylene‐alt‐9,9‐dihexylfluorene}. The maximum brightness of indium tin oxide/poly(3,4‐ethylene dioxythiophene)/polymer/LiF/Al devices with poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl]vinylene‐alt‐5‐(2′‐ethylhexyloxy)‐2‐methoxybenzene} or poly{4,4′‐biphenylene‐α‐[4″‐(N,N′‐diphenylamino)diphenyl]vinylene‐alt‐9,9‐dihexylfluorene} as the emitting layer was 250 or 1000 cd/m2, respectively. © 2006 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 45: 341–347, 2007 相似文献
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160.