Integrated bank risk modeling: A bottom-up statistical framework

In the last few years, according to the evolution of financial markets and the enforcement of international supervisory requirements, an increasing interest has been devoted to risk integration. The original focus on individual risk estimation has been replaced by the growing prominence of top-down and bottom-up risk integration perspectives. Following this latter way, we bring together different approaches developed in the recent literature elaborating a general model to assess banking solvency in both the long-run (economic capital) as well as in the short period (liquidity mismatching). We consider banking capability to face credit, interest rate and liquidity risks associated to macro-economic shocks affecting both assets and liabilities. Following the perspective of commercial banks, we concentrate on information available in the risk management practice to propose an easy to implement statistical framework. We put in place this framework estimating its scenario generation parameters on Italian macro-economic time series from 1990 to 2009. Once applied to a stylized commercial bank, we compare the results of our approach to regulatory capital requirements. We emphasize the need for policy makers as well as risk managers, to take into account the entire balance sheet structure to assess banking solvency.     

Spectroscopic studies on interactions of the tetrakis(acetato)chloridodiruthenium(II,III) complex and the Ru2(II,III)-NSAID-derived metallodrugs of ibuprofen and ketoprofen with human serum albumin

Diruthenium paddlewheel-structured complexes bearing a Ru₂(II,III) multiply bonded core show promising potential in medicinal chemistry. This work reports studies on the interactions of the tetrakis(acetato)chloridodiruthenium(II,III) complex (RuAc), [Ru₂(μ-O₂CCH₃)₄Cl], and the corresponding Ru₂(II,III)-non-steroidal anti-inflammatory drug (NSAID) metallodrugs of the NSAIDs ibuprofen (RuIbp) and ketoprofen (RuKet) with the human serum albumin (HSA). Circular dichroism (CD) studies showed that the three Ru₂ complexes interact with the HSA and induce conformational changes on the secondary structure of the protein. The reaction of the RuAc complex with the protein was monitored and the RuAc/HSA binding constant was estimated on the basis of electronic absorption spectroscopy data. Fluorescence emission spectroscopy studies were performed for all the Ru₂ complex/HSA systems and the Stern–Volmer constants and the thermodynamic parameters were determined for the RuAc/HSA binding. Mass spectrometry data confirmed the presence of the Ru₂ complexes in the protein phase after ultrafiltration. The studies suggest that the nature of the RuAc binding to the HSA is distinct from that of the derived RuIbp and RuKet metallodrugs. Electrostatic forces, accompanied by coordination of the metal to the amino acid side chains of the protein, seem to be the main forces acting in the RuAc/HSA binding, while non-covalent/hydrophobic forces might be predominant in the Ru₂-NSAID metallodrug/protein interactions. The findings suggest that the HSA protein might be a potential carrier in the blood plasma for the Ru₂(II,III)-NSAID metallodrugs.     

Extending the application potential of capillary electrophoresis/frontal analysis for drug-plasma protein studies by combining it with mass spectrometry detection

CE/frontal analysis (CE/FA) is probably one of the most frequently used modes of CE for studying affinity interactions. It is typically performed with classic UV-Vis detection that suffers from low concentration sensitivity. To overcome this limitation, the applicability of CE/FA in combination with ESI-MS detection for the investigation of drug–HSA interactions was demonstrated. The developed new method combines the advantages of CE/FA, such as low sample consumption and no labeling or immobilization of interacting partners, with the benefits of MS detection, such as higher selectivity and sensitivity; moreover, it can be used for molecules lacking a fluorophore or chromophore. The binding parameters of tolbutamide (TL) and glimepiride (GLP), first- and second-generation antidiabetics that differ strongly in their solubility in aqueous solutions, were investigated by this CE/FA-MS method. This method, in contrast to the CE/FA method with the most commonly used UV-Vis detection, is more sensitive; an almost three times lower LOD was reached. The binding parameters of TL and GLP were investigated by this CE/FA-MS method and compared with the literature data. The binding constant value of TL obtained by UV-Vis detection was lower than the value obtained by the method hyphenated with MS detection, which is probably given by the influence of the ESI parameters on the stability of drug–HSA complex. In addition, the ratio of TL and HSA concentrations was divergent in both of the experimental approaches. Finally, it can be concluded that both detection methods have their strengths and weaknesses.     

金纳米花的合成及其与人血清白蛋白相互作用的研究

采用晶种法合成了金纳米花（AuNFs）。利用紫外可见吸收光谱法和原子力显微镜方法对金纳米花进行了表征,结果表明制备的金纳米花呈蓝紫色,在549nm处有特征吸收峰,且形状为花状。借助紫外可见吸收光谱法和荧光光谱法研究了AuNFs与人血清白蛋白（HSA）的结合过程。当AuNFs与HSA相互作用时,随着AuNFs溶液浓度的增加,HSA的紫外吸收峰强度也随之增加,但荧光光谱强度则发生了猝灭。由变温荧光实验可以获得两者相互作用的热力学参数,如结合常数（K_a）、吉布斯自由能变（ΔG）、熵变（ΔS）、焓变（ΔH）。ΔG<0表明在溶液中AuNFs与HSA可以自发结合发生反应并形成复合物;ΔH<0、ΔS<0表明结合过程以范德华力和氢键为主。同步荧光和3D荧光实验均表明,AuNFs的存在使得HSA的构象以及周围的环境发生了改变。     

Ultrasensitive Electrochemical Biosensor for HPV16 Oncogene Based on Y-shaped DNA Catalytic Hairpin Assembly and Template-free DNA Extension Reaction

An ultrasensitive electrochemical biosensor for HPV16 oncogene was explored. Hairpin DNA-1, which can specifically bind with HPV16 oncogene, was fixed on the surface of gold electrode. Two hairpin DNAs underwent catalytic hairpin assembling with hairpin DNA-1 to construct Y-shaped DNA nanostructure, liberating HPV16 oncogene for target recycling. The 3’ terminus of Y-shaped DNA nanostructure was prolonged under the catalysis of terminal deoxynucleotidyl transferase. Methylene blue was adsorbed onto DNA nanostructure to generate characteristic differential pulse voltammetry signal. This signal was increased with the concentration of HPV16 oncogene, and the detection limit of HPV16 oncogene was as low as 0.19 fM.     

超声心动图诊断胎儿先心病及危险因素分析

本研究探讨超声心动图在胎儿先心病诊断中的价值以及影响先心病发病的危险因素。采用回顾性研究方法,选取孕产妇18987例,均进行系统的彩色多普勒超声检查,同时问卷调查胎儿先心病家庭65例(病例组)及130例正常胎儿家庭(对照组)的病史等情况。结果显示,先心病发病率为0.43%,疾病类型中:以单纯性室间隔缺损、心内膜垫缺损和右心室双出口为主;Logistic回归分析结果显示:产妇年龄、孕期有致畸物接触史、产妇糖尿病、产妇结缔病、不良妊娠史、染色体异常、胎儿早期NT值、先心病家族史是先心病发生的影响因素(P<0.05)。从上述结果可知,超声心动图在胎儿先心病诊断中有较好的价值,先心病发病受产妇年龄、致畸物接触史等因素的影响。     

Ultrasound assisted synthesis of starch-capped Cu2O NPs towards the degradation of dye and its anti-lung carcinoma properties

A unique starch encapsulated Cu₂O nanoparticles were synthesized through a simple and ‘green’ route using ultrasonic irradiation. The polar functional groups on the starch (OH) facilitate the NP capping and stabilization. Structural features of the material were assessed over several advanced techniques like fourier transformed infra-red (FT-IR), UV–vis spectroscopy, scanning electron microscopy (SEM), energy-dispersive X-ray spectroscopy (EDS), energy dispersive X-ray analysis (EDX) elemental mapping, transmission electron microscopy (TEM), X-ray diffraction analysis (XRD), and inductively coupled plasma-atomic emission spectrometry (ICP-AES) analysis. It was catalytically explored in reducing an organic dye (Methylene blue - MB) in the presence of NaBH₄ at ambient conditions, being monitored in a UV–vis spectrophotometer. The nanocatalyst was recycled 11 times keeping consistency in its reactivity. Biologically, the nanocomposite exhibited excellent cytotoxicity against lung adenocarcinoma (PC-14, LC-2/ad and HLC-1) cell lines without affecting the normal (HUVEC) cell line. IC₅₀values of the nanocomposite were found at 618, 56 and 379 against HLC-1, LC-2/ad, and PC-14 cell lines respectively and accordingly, PC-14 afforded the best adenocarcinoma activity.     

一种改进的微光夜视系统视距探测方程

视距是评估微光夜视成像系统性能的一个重要参数。随着微光夜视探测技术的发展,经典视距模型的视距仿真结果与实测结果出现了一些偏差,特别是在10-3 lx低照度条件下视距仿真结果不甚理想,这对微光夜视仪在实际应用中造成了很大的阻碍。针对这一问题,从微光成像系统成像链路的三个环节对经典视距模型进行修正：考虑大气透过率对微光夜视系统视距的影响并对经典视距模型中的大气透过率因子进行修正;基于像增强器噪声因子对视距模型进行修正;考虑人眼视觉传递特性对微光夜视系统视距的影响,在系统的传递函数模型中加入了简化的人眼视觉模型。进而推导出改进的视距模型。结合野外试验数据,验证了改进视距模型的有效性和实用性,这对于微光夜视系统的设计、评估和应用具有一定的指导性意义。     

微槽式光学谐振腔超声传感效应验证*

摘 要：光学微腔的高灵敏度主要源于其结构在时间和空间上对光场的局域增强作用和频率选择作用。其结构在垂直于波导方向上形成了高反射的边界,形成了一种回声腔,使得光在波导内来回反射,从而增强了波导内部的光场强度。当外界存在微小的压力波动时,它将引起波导内部的介电常数和压力场的变化,从而改变了谐振腔内的模式场分布和传输特性,据此可以实现对微小的压力波动进行高灵敏度检测。本文设计了一种高品质因子（Q）的光波导微槽式环形谐振腔超声传感器,完成器件制备并搭建了测试系统,依据倏逝波效应实现了超声探测。测试结果表明,该传感器的品质因子为1.38×107,在800 kHz ~1 MHz范围内响应平坦,在900 kHz的信噪比可以达到27 dB,灵敏度达到 -168 dB。本文设计的传感器可以为水声探测等领域的研究提供关键技术支持。     

MEF融合HFF的戏剧视频关键情节自动提取

为了更好地从戏剧视频提取关键情节,提出了一种基于音乐情感特征(MEF)融合人脸特征(HFF)的自动提取方法.首先,利用基于音频指纹技术的二级音乐情感识别方法进行音频识别,并利用人脸特征进行视频识别;然后,利用音频和视频识别得到的各元素获取关键情节值,从而提取关键情节;最后,提出了一种量化评估方法评估关键情节提取方法的一致性.在四个戏剧视频上的评估实验验证了该方法的有效性及可靠性,相比其他几种较新的提取模型,该方法提取效果更好.