Operational risk: Emerging markets,sectors and measurement

The role of decision support systems in mitigating operational risks in firms is well established. However, there is a lack of investment in decision support systems in emerging markets, even though inadequate operational risk management is a key cause of discouraging external investment. This has also been exacerbated by insufficient understanding of operational risk in emerging markets, which can be attributed to past operational risk measurement techniques, limited studies on emerging markets and inadequate data.     

Real-World Forward Rate Dynamics With Affine Realizations

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral approach concerning the existence of affine realizations are transferred to the general case. A similar result holds true for models driven by compound Poisson processes with finite jump size distributions. However, in the presence of jumps with infinite activity we obtain severe restrictions on the structure of the market price of risk; typically, it must even be constant.     

Ochratoxin A and 2′R-Ochratoxin A in Selected Foodstuffs and Dietary Risk Assessment

The aim of this study was to estimate the contamination of grain coffee, roasted coffee, instant coffee, and cocoa purchased in local markets with ochratoxin A (OTA) and its isomerization product 2′R-ochratoxin A (2′R-OTA), and to assess risk of dietary exposure to the mycotoxins. OTA and 2′R-OTA content was determined using the HPLC chromatography with immunoaffinity columns dedicated to OTA. OTA levels found in all the tested samples were below the maximum limits specified in the European Commission Regulation EC 1881/2006. Average OTA concentrations calculated for positive samples of grain coffee/roasted coffee/instant coffee/cocoa were 0.94/0.79/3.00/0.95 µg/kg, with the concentration ranges: 0.57–1.97/0.44–2.29/0.40–5.15/0.48–1.97 µg/kg, respectively. Average 2′R-OTA concentrations calculated for positive samples of roasted coffee/instant coffee were 0.90/1.48 µg/kg, with concentration ranges: 0.40–1.26/1.00–2.12 µg/kg, respectively. In turn, diastereomer was not found in any of the tested cocoa samples. Daily intake of both mycotoxins with coffee/cocoa would be below the TDI value even if the consumed coffee/cocoa were contaminated with OTA/2′R-OTA at the highest levels found in this study. Up to now only a few papers on both OTA and 2′R-OTA in roasted food products are available in the literature, and this is the first study in Poland.     

Dissipation Behavior and Acute Dietary Risk Assessment of Thiamethoxam and Its Metabolite Clothianidin on Spinach

Thiamethoxam and its metabolite clothianidin residues pose a potential threat to human health. This study aims to investigate the residue behavior and acute dietary risk assessment of thiamethoxam and clothianidin on spinach. Thiamethoxam and clothianidin were extracted using a quick, easy, cheap, effective, rugged, safe (QuEChERS) method and analyzed using liquid chromatography-tandem mass spectrometry (LC-MS/MS). At spike levels from 0.01 to 5 mg kg⁻¹, the average recoveries of both analytes were in the range of 94.5–105.5%, with relative standard deviations (RSDs) of 3.8–10.9%. The dissipation behavior of thiamethoxam followed first-order kinetics, with half-lives of ≤1.6 days. Clothianidin appeared readily as a plant metabolite with highest level exhibited during 3 to 5 days after application. Temperature and light may be two main factors for degradation of thiamethoxam. Besides, acute risk assessment of thiamethoxam and clothianidin was evaluated with risk quotients (RQs) <100%, which suggested a low health risk for all consumer groups of Chinese residents.     

新冠疫情对我国信贷风险冲击的定量测算

文章建立了宏观经济传导模型和信贷风险传导模型,根据对GDP的估计,对新型冠状病毒感染肺炎疫情下的2020年全国和若干疫情严重省市的不良贷款率进行了定量测算.假设一季度内疫情得以控制,全年GDP增速下降至5.7％的情景下,预计全国年末不良贷款率约3％,不良贷款余额比2019年增加逾80％,接近2019年国内商业银行贷款损...     

镉的人体健康效应

综述了镉暴露对人体健康的危害、人体对镉的需要量和居民膳食日摄入量、镉暴露生物标记物及危险性评估。过量镉暴露可引起肾、肺、肝、骨和生殖效应以及癌症。在中国和其他国家进行的最新研究表明，生活在镉污染区的一般人群可发生以骨矿密度降低和骨折发生率增加为特征的骨效应；出现肾小管功能异常的镉累积量比骨效应剂量更低，也比从前估计的临界剂量更低。附4图11表25篇参考文献。     

反应性物质热危险性评估研究进展

综述了反应性物质热危险性评估的理论方法和实验方法,讨论了反应性物质热分解和热失控危险性的评估策略,并以有机过氧化物为例简述了相关评估策略在反应性物质热危险性评估方面的应用.     

西南山地煤矿区耕地土壤-农作物重金属富集及健康风险评价

为了解西南某典型山地煤矿区周边农田土壤、农作物重金属的富集情况及对当地人群健康的影响程度,采集矿区周边农田土壤样品和对应的农作物样品,测定重金属Cr、Mn、Zn、As、Pb的含量。运用Nemero指数法、潜在风险指数法对土壤重金属的污染程度进行评价;采用靶标危害系数法(THQ)评价农作物重金属对人体的健康风险。结果显示,Cr、Mn、Zn、As、Pb分别是背景值的1.81、1.90、2.89、1.30、0.86倍,处于轻度污染级别,轻微危害程度。农作物重金属Cr、Pb和As含量的超标情况较严重,Zn的含量超标相对较小。各农作物富集的重金属对人体的健康风险大小为：高粱>玉米>白菜>葱>辣椒。农作物重金属对儿童健康的危害均达到了慢性中毒;对成人健康的影响,高粱处于慢性中毒,其它农作物重金属处于产生较大影响的危害程度。农作物重金属与土壤重金属的相关性分析表明,农作物重金属的含量与土壤重金属全量并无线性关系;各重金属在农作物中的转移能力不同;Pb,As在农作物中的转移能力较大,而Cr相对较小。鉴于矿区重金属的富集情况,应尽快采取修复治理措施,为保证当地人群健康,建议当地居民不再食用和种植富集重金属严重的高粱、玉米农作物。     

对"联邦滤波器信息分配系数的优选算法"一文的商榷

介绍了联邦滤波算法和信息分配原理，指出《中国惯性技术学报》第11卷第6期“联邦滤波器信息分配系数的优选算法”一中存在一些问题，说明使用该优选算法进行信息分配，可能使主滤波器方差阵失去正定性；将联邦滤波用于GPS姿态测量，实验表明动态选择信息分配因子，相对于固定信息分配因子的算法并没有明显优势。     

RUIN PROBABILITY IN A SEMI-MARKOV RISK MODEL WITH CONSTANT INTEREST FORCE AND HEAVY-TAILED CLAIMS

In the present paper, we consider a kind of semi-Markov risk model （SMRM） with constant interest force and heavy-tailed claims~ in which the claim rates and sizes are conditionally independent, both fluctuating according to the state of the risk business. First, we derive a matrix integro-differential equation satisfied by the survival probabilities. Second, we analyze the asymptotic behaviors of ruin probabilities in a two-state SMRM with special claim amounts. It is shown that the asymptotic behaviors of ruin probabilities depend only on the state 2 with heavy-tailed claim amounts, not on the state 1 with exponential claim sizes.