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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 Q4 BUSINESS, FINANCE
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

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.

罗赛-多夫曼病（RDD）是一种病因不明的良性组织细胞增生症。它通常发生在颈淋巴结。孤立的中枢神经系统（CNS）RDD在文献中非常罕见。我们报告了一例无全身受累的罗赛-多尔夫曼病例，这种病很少见，它通过模仿脑膜瘤显示中枢神经系统受累。一名 32 岁的男子因复视和头痛前来就诊，已持续两年。他的神经系统检查显示左面部麻痹，与三叉神经踪迹一致。右侧腱反射增强，右侧足底反射伸展。脑磁共振成像显示，双侧小脑皮质区有形状不规则的肿瘤样病变，压迫脑桥。罗赛-多夫曼病与 IgG4 相关疾病（IgG4-RD）的区别在于其组织病理学特征，如浆细胞密度和包膜。罗赛-多夫曼病在放射学和组织病理学上可能与其他疾病混淆，尤其是IgG4-RD，因此要注意鉴别诊断。
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.001
Qiwei Xie, Lu Cheng, Jingyu Li, Xiaolong Zheng
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.005
Yuecai Han, Fengtong Zhang, Xinyu Liu
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引用次数: 0
Stuart M. Turnbull 斯图尔特·m·特恩布尔
4区 经济学 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2023.007
Stuart M. Turnbull
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.
随着气候变化，物理和转型气候风险正在增加，并影响个人债务人和信贷债务组合(如信用卡、抵押贷款和贷款)的信用风险特征。为了适应自然气候风险的影响，我们首先利用各州特定的气象数据估计了美国不同州极端天气事件的频率。使用这些估计值，计算特定状态下债务人的违约概率。对于一对债务人，导出了两个公司违约概率的封闭表达式(直至求和)。英国央行(Bank of England)最近的一次会议强调了情景分析的重要性。本文展示了如何使用多时期情景分析来合并物理风险和过渡风险的影响。这便于对不同的风险度量进行估计。实物风险和过渡风险可以显著增加违约、风险价值和预期不足的可能性。这些变化的大小取决于不同风险参数的性质和公司的初始信誉。
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.047
Jiusheng Chen
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.055
Xinyu Wu, Xu Mei, Xuebao Yin
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.052
Ziliang Yu, Yana Liu, Huiting Mang, Xiaomeng Liu
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.
我们以中国新成立的人民币计价的上海国际能源交易所和英国以美元计价的布伦特原油市场为背景，研究了2020年Covid-19大流行期间原油期货价格和汇率之间的高频日内回报和波动传导。通过控制股票市场的影响，我们的研究结果揭示了收益联系的显著差异，但相当可比的波动传导模式。国际能源交易所(International Energy Exchange)的数据显示，除了金融危机之前，油价与汇率之间没有回报关联，而布伦特(Brent)原油期货价格对汇率一直存在回报溢出效应。在这两个市场中，汇率波动对原油期货价格的溢出效应在冲击前是单向的，但在冲击后变为双向的。然而，当使用离岸而非在岸汇率时，中国的回报和波动性溢出模式与英国相似。在2022年上海出现的新冠肺炎冲击期间，也可以观察到这种回报和波动性溢出效应的相似性。这些发现具有重要的实际意义。©Infopro Digital Limited 2023。
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.048
D. Gaigall
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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 Q4 BUSINESS, FINANCE
Journal of Risk
Pub Date : 2023-01-01 DOI: 10.21314/jor.2022.049
Xiaotong Song, Tiancai Xing, Xiaoyi Li
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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 Q4 BUSINESS, FINANCE
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
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.
监管部门要求部分机构投资者进行最坏情况风险评估和最坏情况风险预测。在许多情况下，可用数据的数量(事后)是有限的，风险报告必须事先涵盖长期的时间范围。这两个因素使风险评估乍一看似乎是不可能的。我们提出了一种基于极值的统计分布对非常小的样本(在极端情况下，对于单个数据点)进行风险评估的方法。以加密货币收益为例，对所提出的风险评估方法进行了验证。
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引用次数: 0
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