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A Case of Isolated Central Nervous System Rosai-Dorfman Disease. 一个孤立的中枢神经系统罗赛-多夫曼病病例
IF 1.1 4区 经济学
Journal of Risk Pub Date : 2024-02-23 eCollection Date: 2024-01-01 DOI: 10.29399/npa.28323
Fatma Ebru Algül, Begüm Yeni Erdem, Gülçin Yeğen, Servet Yolbaş
{"title":"A Case of Isolated Central Nervous System Rosai-Dorfman Disease.","authors":"Fatma Ebru Algül, Begüm Yeni Erdem, Gülçin Yeğen, Servet Yolbaş","doi":"10.29399/npa.28323","DOIUrl":"10.29399/npa.28323","url":null,"abstract":"<p><p>Rosai-Dorfman disease (RDD) is a benign histiocytosis with unknown etiology. It generally occurs in cervical lymph nodes. Isolated central nervous system (CNS) RDD is very rare in the literature. We reported a case of no systemic involvement Rosai-Dorfmann which is rarely seen and shows CNS involvement by mimicking meningioma. A 32-year-old man presented with diplopia and a headache he has been experiencing for the past two years. His neurological examination showed left facial paresthesia, consistent with trigeminal nerve trace. Tendon reflexes were increased at the right side and the right plantar reflex was extensor. Brain magnetic resonance imaging demonstrated irregularly shaped, tumor-like lesions in the bilateral cerebellopontin area that were compressing pons. Rosai-Dorfman disease can be differentiated from IgG4 related disease (IgG4-RD) by its characteristic features such as plasma cell density and emperipolesis seen in its histopathology. Rosai-Dorfman disease can be confused with other diseases radiologically and histopathologically, especially the IgG4-RD, so be careful about differential diagnosis.</p>","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"7 1","pages":"90-93"},"PeriodicalIF":1.1,"publicationDate":"2024-02-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10943948/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89832791","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stuart M. Turnbull 斯图尔特·m·特恩布尔
4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.007
Stuart M. Turnbull
{"title":"Stuart M. Turnbull","authors":"Stuart M. Turnbull","doi":"10.21314/jor.2023.007","DOIUrl":"https://doi.org/10.21314/jor.2023.007","url":null,"abstract":"With climate change, physical and transition climate risks are increasing and affecting the credit risk characteristics of individual obligors and portfolios of credit obligations, such as credit cards, mortgages and loans. To accommodate the effects of physical climate risks, we first estimate the frequency of extreme weather events for different US states by using state-specific meteorological data. Using these estimates, the probability of default is calculated for an obligor in a particular state. For a pair of obligors, a closed-form expression (up to a summation) is derived for the probability of default of two companies. A recent Bank of England conference addressed the importance of scenario analysis. This paper shows how to incorporate the effects of physical and transition risks using a multiperiod scenario analysis. This facilitates the estimation of different risk measures. Physical and transition risks can significantly increase the probability of default, value-at-risk and expected shortfall. The magnitude of these changes depends on the nature of the different risk parameters and the initial creditworthiness of a company.","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"18 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135838259","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The impact of treasury operations and off-balance-sheet credit business on commercial bank credit risk 资金运作和表外信贷业务对商业银行信贷风险的影响
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.001
Qiwei Xie, Lu Cheng, Jingyu Li, Xiaolong Zheng
{"title":"The impact of treasury operations and off-balance-sheet credit business on commercial bank credit risk","authors":"Qiwei Xie, Lu Cheng, Jingyu Li, Xiaolong Zheng","doi":"10.21314/jor.2023.001","DOIUrl":"https://doi.org/10.21314/jor.2023.001","url":null,"abstract":"","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"49 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67719789","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
An approach to capital allocation based on mean conditional value-at-risk 基于平均条件风险值的资本配置方法
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.005
Yuecai Han, Fengtong Zhang, Xinyu Liu
{"title":"An approach to capital allocation based on mean conditional value-at-risk","authors":"Yuecai Han, Fengtong Zhang, Xinyu Liu","doi":"10.21314/jor.2023.005","DOIUrl":"https://doi.org/10.21314/jor.2023.005","url":null,"abstract":"","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67719894","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymmetric risk spillovers between oil and the Chinese stock market: a Beta-skew-t-EGARCH-EVT-copula approach 石油和中国股市之间的不对称风险溢出:β -skew-t- egarch - evt -copula方法
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.047
Jiusheng Chen
{"title":"Asymmetric risk spillovers between oil and the Chinese stock market: a Beta-skew-t-EGARCH-EVT-copula approach","authors":"Jiusheng Chen","doi":"10.21314/jor.2022.047","DOIUrl":"https://doi.org/10.21314/jor.2022.047","url":null,"abstract":"","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"16 1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67719444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility 时变高位时刻、经济政策不确定性和人民币汇率波动
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.055
Xinyu Wu, Xu Mei, Xuebao Yin
{"title":"Time-varying higher moments, economic policy uncertainty and renminbi exchange rate volatility","authors":"Xinyu Wu, Xu Mei, Xuebao Yin","doi":"10.21314/jor.2022.055","DOIUrl":"https://doi.org/10.21314/jor.2022.055","url":null,"abstract":"","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67720243","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock: a tale of two markets 新冠疫情冲击背景下原油期货与汇率之间的关系:两个市场的故事
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.052
Ziliang Yu, Yana Liu, Huiting Mang, Xiaomeng Liu
{"title":"The relationship between crude oil futures and exchange rates in the context of the Covid-19 shock: a tale of two markets","authors":"Ziliang Yu, Yana Liu, Huiting Mang, Xiaomeng Liu","doi":"10.21314/jor.2022.052","DOIUrl":"https://doi.org/10.21314/jor.2022.052","url":null,"abstract":"We examine the high-frequency intraday return and volatility transmission between crude oil futures prices and exchange rates during the 2020 Covid-19 pandemic in the context of two markets: the newly established renminbi-denominated Shanghai International Energy Exchange in China and the US-dollar-denominated Brent market in the United Kingdom. By controlling for the influence of the stock markets, our findings reveal significant disparities in return linkages, yet fairly comparable volatility transmission patterns. The International Energy Exchange shows no return linkages with exchange rates except before the shock, while Brent consistently shows return spillovers from crude oil futures prices to exchange rates. In both markets, the volatility spillovers from exchange rates to crude oil futures prices are unidirectional prior to the shock but become bidirectional as a result of the shock. Nevertheless, both the return and volatility spillover patterns in China resemble those in the United Kingdom when utilizing offshore instead of onshore exchange rates. Such similarities in return and volatility spillovers can also be observed during the 2022 Covid-19 shock that emerged in Shanghai. These findings have significant practical implications. © Infopro Digital Limited 2023.","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67720089","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Allocating and forecasting changes in risk 分配和预测风险变化
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.048
D. Gaigall
{"title":"Allocating and forecasting changes in risk","authors":"D. Gaigall","doi":"10.21314/jor.2022.048","DOIUrl":"https://doi.org/10.21314/jor.2022.048","url":null,"abstract":"","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67719654","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Insurance institutional shareholding and banking systemic risk contagion: an empirical study based on a least absolute shrinkage and selection operator–vector autoregression high-dimensional network 保险机构持股与银行系统性风险传染:基于最小绝对收缩和选择算子-向量自回归高维网络的实证研究
IF 0.7 4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.049
Xiaotong Song, Tiancai Xing, Xiaoyi Li
{"title":"Insurance institutional shareholding and banking systemic risk contagion: an empirical study based on a least absolute shrinkage and selection operator–vector autoregression high-dimensional network","authors":"Xiaotong Song, Tiancai Xing, Xiaoyi Li","doi":"10.21314/jor.2022.049","DOIUrl":"https://doi.org/10.21314/jor.2022.049","url":null,"abstract":"","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"1 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"67719944","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Extremes of extremes: risk assessment for very small samples with an exemplary application for cryptocurrency returns 极端的极端:对非常小的样本进行风险评估，并以加密货币回报的示例应用为例
4区 经济学
Journal of Risk Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.009
Chri Börner, Ingo Hoffmann, Jonas Krettek, Lars M. Kürzinger, Tim Schmitz
{"title":"Extremes of extremes: risk assessment for very small samples with an exemplary application for cryptocurrency returns","authors":"Chri Börner, Ingo Hoffmann, Jonas Krettek, Lars M. Kürzinger, Tim Schmitz","doi":"10.21314/jor.2023.009","DOIUrl":"https://doi.org/10.21314/jor.2023.009","url":null,"abstract":"Regulatory authorities require some institutional investors to carry out a worst-case risk assessment and a worst-case risk forecast. In many cases, the amount of (ex post) available data is limited, and long-term time ranges must be covered ex ante in the risk report. Both of these factors make a risk assessment appear impossible at first glance. We present a method of conducting a risk assessment for very small samples (and, in the extreme case, for a single data point) based on the statistical distribution of the extreme value. The proposed risk assessment method is demonstrated using cryptocurrency returns as an example.","PeriodicalId":46697,"journal":{"name":"Journal of Risk","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135495118","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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