Search results for: calculation of risk factor
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 11194

Search results for: calculation of risk factor

10804 Higher Consumption of White Rice Increase the Risk of Metabolic Syndrome in Adults with Abdominal Obesity

Authors: Zahra Bahadoran, Parvin Mirmiran, Fereidoun Azizi

Abstract:

Background: Higher consumption of white rice has been suggested as a risk factor for development of metabolic abnormalities. In this study we investigated the association between consumption of white rice and the 3-year occurrence of metabolic syndrome (MetS) in adults with and without abdominal obesity. Methods: This longitudinal study was conducted within the framework of the Tehran Lipid and Glucose Study on 1476 adults, aged 19-70 years. Dietary intakes were measured, using a 168-food items validated semi-quantitative food frequency questionnaire at baseline. Biochemical and anthropometric measurements were evaluated at both baseline (2006-2008) and after 3-year follow-up (2009-2011). MetS and its components were defined according to the diagnostic criteria proposed by NCEP ATP III, and the new cutoff points of waist circumference for Iranian adults. Multiple logistic regression models were used to estimate the occurrence of the MetS in each quartile of white rice consumption. Results: The mean age of participants was 37.8±12.3 y, and mean BMI was 26.0±4.5 kg/m2 at baseline. The prevalence of MetS in subjects with abdominal obesity was significantly higher (40.9 vs. 16.2%, P<0.01). There was no significant difference in white rice consumption between the two groups. Mean daily intake of white rice was 93±59, 209±58, 262±60 and 432±224 g/d, in the first to fourth quartiles of white rice, respectively. Stratified analysis by categories of waist circumference showed that higher consumption of white rice was more strongly related to the risk of metabolic syndrome in participants who had abdominal obesity (OR: 2.34, 95% CI:1.14-4.41 vs. OR:0.99, 95% CI:0.60-1.65) Conclusion: We demonstrated that higher consumption of white rice may be a risk for development of metabolic syndrome in adults with abdominal obesity.

Keywords: white rice, abdominal obesity, metabolic syndrome, food science, triglycerides

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10803 Effect of Methanol Root Extracts of Moringa Oleifera on Lipid Profile Parameters, Atherogenic Indices and HMG – CoA Reductase Activities of Poloxamer 407-Induced Hyperlipidemic Rats

Authors: Matthew Ocheleka Itodo, Ogo Agbo Ogo, Agnes Ogbene Abutu, Bawa Inalegwu

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Hyperlipidemia is characterised by elevated serum total cholesterol and low density and very low-density lipoprotein cholesterol and decreased high-density lipoprotein are the risk factor for coronary heart diseases. There are claims by traditional medicine practitioners in Nigeria that Moringa oleifera plants are used for the treatment of cardiovascular diseases, but it appears there is no scientific research and, publication or documented work to verify these claims. This study aimed to determine the effect of methanol root extracts of Moringa oleifera on Lipid profile, Atherogenic indices and 3 hydroxyl 3 methylglutaryl Coenzyme A reductase activity of poloxamer 407-induced hyperlipidemic rats. The animals were grouped into 8; Group 1: Normal control, Group 2: Hyperlipidemic control. Groups 2 to 8 were induced with Poloxamer 407 1000 mg/Kg body weight. However, group 3 were treated with standard drugs (atorvastatin). Group 4 was treated with crude extract, and groups 5 to 8 were treated with purified fractions from column chromatography. The preliminary antihyperlipidemic study showed Methanol root extract at 200 mg/kg body weight significantly (p≤0.05) decreased total cholesterol, low-density lipoprotein, triacylglyceride, 3 hydroxyls 3 methylglutaryl Coenzyme A reductase, and increase high-density lipoprotein of hyperlipidemic treated groups. Screening the extracts for the most potent anti-hyperlipidemic activity reveals that fraction 1 of Total Cholesterol and Fraction 3 of Triacylglyceride have the highest percentage reduction of 56% and 51%, respectively. The atherogenic risk factor of all induced treated rats shows a significant (p<0.05) decrease in levels of Castelli’s risk index II, atherogenic index of plasma and a significant (p<0.05) higher level of Castelli’s risk index I ratio. The study shows that the methanol extract of root possesses antihyperlipidemic effects and may explain why it has been found to be useful in the management of cardiovascular diseases by traditional medicine practitioners.

Keywords: hyperlipidemia, moringa oleifera, poloxamer 407, lipid profile

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10802 Managerial Risk-Taking: Evidences from the Tourism Industry

Authors: Min-Ming Wen

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Applying the U.S. lodging and tourism industry as a research sample, we examine the relation between the corporate governance structure and managerial risk-taking behavior. In light of the global financial crisis, the importance of effective governance structures is essential in protecting claimholder interests. We propose a governance structure consisting of shareholder governance measured by anti-takeover provisions to examine whether the governance structure has a significant impact on managerial risk-taking behaviors in terms of the investment policy. We will use capital expenditure and R&D investment to measure managerial risk-taking and the firm’s investment policy. In addition, we will examine whether the effects of governance on investment policy differ significantly between speculative and investment-grade firms.

Keywords: corporate governance, risk-taking, firm value, lodging industry

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10801 Theoretical Discussion on the Classification of Risks in Supply Chain Management

Authors: Liane Marcia Freitas Silva, Fernando Augusto Silva Marins, Maria Silene Alexandre Leite

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The adoption of a network structure, like in the supply chains, favors the increase of dependence between companies and, by consequence, their vulnerability. Environment disasters, sociopolitical and economical events, and the dynamics of supply chains elevate the uncertainty of their operation, favoring the occurrence of events that can generate break up in the operations and other undesired consequences. Thus, supply chains are exposed to various risks that can influence the profitability of companies involved, and there are several previous studies that have proposed risk classification models in order to categorize the risks and to manage them. The objective of this paper is to analyze and discuss thirty of these risk classification models by means a theoretical survey. The research method adopted for analyzing and discussion includes three phases: The identification of the types of risks proposed in each one of the thirty models, the grouping of them considering equivalent concepts associated to their definitions, and, the analysis of these risks groups, evaluating their similarities and differences. After these analyses, it was possible to conclude that, in fact, there is more than thirty risks types identified in the literature of Supply Chains, but some of them are identical despite of be used distinct terms to characterize them, because different criteria for risk classification are adopted by researchers. In short, it is observed that some types of risks are identified as risk source for supply chains, such as, demand risk, environmental risk and safety risk. On the other hand, other types of risks are identified by the consequences that they can generate for the supply chains, such as, the reputation risk, the asset depreciation risk and the competitive risk. These results are consequence of the disagreements between researchers on risk classification, mainly about what is risk event and about what is the consequence of risk occurrence. An additional study is in developing in order to clarify how the risks can be generated, and which are the characteristics of the components in a Supply Chain that leads to occurrence of risk.

Keywords: sisks classification, survey, supply chain management, theoretical discussion

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10800 Utilization of Online Risk Mapping Techniques versus Desktop Geospatial Tools in Making Multi-Hazard Risk Maps for Italy

Authors: Seyed Vahid Kamal Alavi

Abstract:

Italy has experienced a notable quantity and impact of disasters due to natural hazards and technological accidents caused by diverse risk sources on its physical, technological, and human/sociological infrastructures during past decade. This study discusses the frequency and impacts of the most three physical devastating natural hazards in Italy for the period 2000–2013. The approach examines the reliability of a range of open source WebGIS techniques versus a proposed multi-hazard risk management methodology. Spatial and attribute data which include USGS publically available hazard data and thirteen years Munich RE recorded data for Italy with different severities have been processed, visualized in a GIS (Geographic Information System) framework. Comparison of results from the study showed that the multi-hazard risk maps generated using open source techniques do not provide a reliable system to analyze the infrastructures losses in respect to national risk sources while they can be adopted for general international risk management purposes. Additionally, this study establishes the possibility to critically examine and calibrate different integrated techniques in evaluating what better protection measures can be taken in an area.

Keywords: multi-hazard risk mapping, risk management, GIS, Italy

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10799 Volatile Organic Compounds from Decomposition of Local Food Waste and Potential Health Risk

Authors: Siti Rohana Mohd Yatim, Ku Halim Ku Hamid, Kamariah Noor Ismail, Zulkifli Abdul Rashid

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The aim of this study is to investigate odour emission profiles from storage of food waste and to assess the potential health risk caused by exposure to volatile compounds. Food waste decomposition process was conducted for 14 days and kept at 20°C and 30°C in self-made bioreactor. VOCs emissions from both samples were collected at different stages of decomposition starting at day 0, day 1, day 3, day 5, day 7, day 10, day 12 and day 14. It was analyzed using TD-GC/MS. Findings showed that various VOCs were released during decomposition of food waste. Compounds produced were influenced by time, temperature and the physico-chemical characteristics of the compounds. The most abundant compound released was dimethyl disulfide. Potential health risk of exposure to this compound is represented by hazard ratio, HR, calculated at 1.6 x 1011. Since HR equal to or less than 1.0 is considered negligible risk, this indicates that the compound posed a potential risk to human health.

Keywords: volatile organic compounds, decomposition process, food waste, health risk

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10798 Comparison of Risk and Return on Trading and Profit Sharing Based Financing Contract in Indonesian Islamic Bank

Authors: Fatin Fadhilah Hasib, Puji Sucia Sukmaningrum, Imron Mawardi, Achsania Hendratmi

Abstract:

Murabaha is the most popular contract by the Islamic banks in Indonesia, since there is opinion stating that the risk level of mudharaba and musyaraka are higher and the return is uncertain. This research aims to analyze the difference of return, risk, and variation coefficient between profit sharing-based and trading-based financing in Islamic bank. This research uses quantitative approach using Wilcoxon signed rank test with data sampled from 13 Indonesian Islamic banks, collected from their quarterly financial reports from 2011 to 2015. The result shows the significant difference in return, while risk and variation coefficient are almost same. From the analysis, it can be concluded that profit sharing-based financing is less desirable not because of its risk. Trading-based financing is more desirable than the profit sharing because of its return.

Keywords: financing, Islamic bank, return, risk

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10797 Friction Calculation and Simulation of Column Electric Power Steering System

Authors: Seyed Hamid Mirmohammad Sadeghi, Raffaella Sesana, Daniela Maffiodo

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This study presents a procedure for friction calculation of column electric power steering (C-EPS) system which affects handling and comfort in driving. The friction losses estimation is obtained from experimental tests and mathematical calculation. Parts in C-EPS mainly involved in friction losses are bearings and worm gear. In the theoretical approach, the gear geometry and Hertz law were employed to measure the normal load and the sliding velocity and contact areas from the worm gears driving conditions. The viscous friction generated in the worm gear was obtained with a theoretical approach and the result was applied to model the friction in the steering system. Finally, by viscous friction coefficient and Coulomb friction coefficient, values of friction in worm gear were calculated. According to the Bearing Company and the characteristics of each bearing, the friction torques due to load and due to speed were calculated. A MATLAB Simulink model for calculating the friction in bearings and worm gear in C-EPS were done and the total friction value was estimated.

Keywords: friction, worm gear, column electric power steering system, simulink, bearing, EPS

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10796 Development of an Image-Based Biomechanical Model for Assessment of Hip Fracture Risk

Authors: Masoud Nasiri Sarvi, Yunhua Luo

Abstract:

Low-trauma hip fracture, usually caused by fall from standing height, has become a main source of morbidity and mortality for the elderly. Factors affecting hip fracture include sex, race, age, body weight, height, body mass distribution, etc., and thus, hip fracture risk in fall differs widely from subject to subject. It is therefore necessary to develop a subject-specific biomechanical model to predict hip fracture risk. The objective of this study is to develop a two-level, image-based, subject-specific biomechanical model consisting of a whole-body dynamics model and a proximal-femur finite element (FE) model for more accurately assessing the risk of hip fracture in lateral falls. Required information for constructing the model is extracted from a whole-body and a hip DXA (Dual Energy X-ray Absorptiometry) image of the subject. The proposed model considers all parameters subject-specifically, which will provide a fast, accurate, and non-expensive method for predicting hip fracture risk.

Keywords: bone mineral density, hip fracture risk, impact force, sideways falls

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10795 Diversification and Risk Management in Non-Profit Organisations: A Case Study

Authors: Manzurul Alam, John Griffiths, David Holloway, Megan Paull, Anne Clear

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Background: This paper investigates the nature of risk management practices in non-profit organizations. It is argued here that the risk exposure of these organizations has increased as a result of their entrepreneurial activities. This study explores how a particular non-profit organization formulates its risk strategies in the face funding restrictions. Design/Method/Approach: The study adopts a case study approach to report the results on how a non-profit organization diversifies its activities, tackles risks arising from such activities and improves performance. Results: The findings show that the organization made structural adjustments and leadership changes which helped to adjust their risk strategies. It also reports the organizational processes to deal with risks arising from both related and unrelated diversification strategies. Implications: Any generalization from this case example needs to be taken with caution as there are significant differences between non-profit organizations operating in different sectors. Originality: The paper makes a significant contribution to the non-profit literature by highlighting the diversification strategies along with risk performance.

Keywords: risk management, performance management, non-profit organizations, financial management

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10794 A Literature Review on Banks’ Profitability and Risk Adjustment Decisions

Authors: Libena Cernohorska, Barbora Sutorova, Petr Teply

Abstract:

There are pending discussions over an impact of global regulatory efforts on banks. In this paper we present a literature review on the profitability-risk-capital relationship in banking. Research papers dealing with this topic can be divided into two groups: the first group focusing on a capital-risk relationship and the second group analyzing a capital-profitability relationship. The first group investigates whether the imposition of stricter capital requirements reduces risk-taking incentives of banks based on a simultaneous equations model. Their model pioneered the idea that the changes in both capital and risk have endogenous and exogenous components. The results obtained by the authors indicate that changes in the capital level are positively related to the changes in asset risk. The second group of the literature concentrating solely on the relationship between the level of held capital and bank profitability is limited. Nevertheless, there are a lot of studies dealing with the banks’ profitability as such, where bank capital is very often included as an explanatory variable. Based on the literature review of dozens of relevant papers in this study, an empirical research on banks’ profitability and risk adjustment decisions under new banking rules Basel III rules can be easily undertaken.

Keywords: bank, Basel III, capital, decision making, profitability, risk, simultaneous equations model

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10793 Risk Factors for Significant Obstetric Anal Sphincter Injury in a District General Hospital

Authors: A. Wahid Uddin

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Obstetric anal sphincter injury carries significant morbidity for a woman and affects the quality of life to the extent of permanent damage to anal sphincter musculature. The study was undertaken in a district general hospital by retrospectively reviewing random 63 case notes of patients diagnosed with a significant third or fourth-degree perineal tear admitted between the year of 2015 to 2018. The observations were collected by a pre-designed questionnaire. All variables were expressed as percentages. The major risk factors noted were nulliparity (37%), instrumental delivery (25%), and birth weight of more than 4 kg (14%). Forceps delivery with or without episiotomy was the major contributing factor (75%). In the majority of the cases (71%), no record of any perineal protection measures undertaken. The study concluded that recommended perineal protection measures should be adopted as a routine practise.

Keywords: forceps, obstetrics, perineal, sphincter

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10792 Financial Portfolio Optimization in Turkish Electricity Market via Value at Risk

Authors: F. Gökgöz, M. E. Atmaca

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Electricity has an indispensable role in human daily life, technological development and economy. It is a special product or service that should be instantaneously generated and consumed. Sources of the world are limited so that effective and efficient use of them is very important not only for human life and environment but also for technological and economic development. Competitive electricity market is one of the important way that provides suitable platform for effective and efficient use of electricity. Besides benefits, it brings along some risks that should be carefully managed by a market player like Electricity Generation Company. Risk management is an essential part in market players’ decision making. In this paper, risk management through diversification is applied with the help of Value at Risk methods for case studies. Performance of optimal electricity sale solutions are measured and the portfolio performance has been evaluated via Sharpe-Ratio, and compared with conventional approach. Biennial historical electricity price data of Turkish Day Ahead Market are used to demonstrate the approach.

Keywords: electricity market, portfolio optimization, risk management, value at risk

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10791 Matric Suction Effects on Behavior of Unsaturated Soil Slope

Authors: Mohsen Mousivand, Hesam Aminpour

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Soil slopes are usually located above the groundwater level that are largely unsaturated. It is possible that unsaturated soil of slope has expanded or collapsed as a result of wetting by rain or other factor that this type of soil behavior can cause serious problems including human and financial damage. The main factor causing this difference in behavior of saturated and unsaturated state of soil is matric suction that is created by interface of the soil and water in the soil pores. So far theoretical studies show that matric suction has important effect on the mechanical behavior of soil although the impact of this factor on slope stability has not been studied. This paper presents a numerical study of effect of matric suction on slope stability. The results of the study indicate that safety factor and stability of soil slope increase due to an increasing of matric suction and in view of matric suction leads to more accurate results and safety factor.

Keywords: slope, unsaturated soil, matric suction, stability

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10790 The Impact of Global Financial Crises and Corporate Financial Crisis (Bankruptcy Risk) on Corporate Tax Evasion: Evidence from Emerging Markets

Authors: Seyed Sajjad Habibi

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The aim of this study is to investigate the impact of global financial crises and corporate financial crisis on tax evasion of companies listed on the Tehran Stock Exchange. For this purpose, panel data in the periods of financial crisis period (2007 to 2012) and without a financial crisis (2004, 2005, 2006, 2013, 2014, and 2015) was analyzed using multivariate linear regression. The results indicate a significant relationship between the corporate financial crisis (bankruptcy risk) and tax evasion in the global financial crisis period. The results also showed a significant relationship between the corporate bankruptcy risk and tax evasion in the period with no global financial crisis. A significant difference was found between the bankruptcy risk and tax evasion in the period of the global financial crisis and that with no financial crisis so that tax evasion increased in the financial crisis period.

Keywords: global financial crisis, corporate financial crisis, bankruptcy risk, tax evasion risk, emerging markets

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10789 First-Trimester Screening of Preeclampsia in a Routine Care

Authors: Tamar Grdzelishvili, Zaza Sinauridze

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Introduction: Preeclampsia is a complication of the second trimester of pregnancy, which is characterized by high morbidity and multiorgan damage. Many complex pathogenic mechanisms are now implicated to be responsible for this disease (1). Preeclampsia is one of the leading causes of maternal mortality worldwide. Statistics are enough to convince you of the seriousness of this pathology: about 100,000 women die of preeclampsia every year. It occurs in 3-14% (varies significantly depending on racial origin or ethnicity and geographical region) of pregnant women, in 75% of cases - in a mild form, and in 25% - in a severe form. During severe pre-eclampsia-eclampsia, perinatal mortality increases by 5 times and stillbirth by 9.6 times. Considering that the only way to treat the disease is to end the pregnancy, the main thing is timely diagnosis and prevention of the disease. Identification of high-risk pregnant women for PE and giving prophylaxis would reduce the incidence of preterm PE. First-trimester screening model developed by the Fetal Medicine Foundation (FMF), which uses the Bayes-theorem to combine maternal characteristics and medical history together with measurements of mean arterial pressure, uterine artery pulsatility index, and serum placental growth factor, has been proven to be effective and have superior screening performance to that of traditional risk factor-based approach for the prediction of PE (2) Methods: Retrospective single center screening study. The study population consisted of women from the Tbilisi maternity hospital “Pineo medical ecosystem” who met the following criteria: they spoke Georgian, English, or Russian and agreed to participate in the study after discussing informed consent and answering questions. Prior to the study, the informed consent forms approved by the Institutional Review Board were obtained from the study subjects. Early assessment of preeclampsia was performed between 11-13 weeks of pregnancy. The following were evaluated: anamnesis, dopplerography of the uterine artery, mean arterial blood pressure, and biochemical parameter: Pregnancy-associated plasma protein A (PAPP-A). Individual risk assessment was performed with performed by Fast Screen 3.0 software ThermoFisher scientific. Results: A total of 513 women were recruited and through the study, 51 women were diagnosed with preeclampsia (34.5% in the pregnant women with high risk, 6.5% in the pregnant women with low risk; P<0.000 1). Conclusions: First-trimester screening combining maternal factors with uterine artery Doppler, blood pressure, and pregnancy-associated plasma protein-A is useful to predict PE in a routine care setting. More patient studies are needed for final conclusions. The research is still ongoing.

Keywords: first-trimester, preeclampsia, screening, pregnancy-associated plasma protein

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10788 Explanatory Variables for Crash Injury Risk Analysis

Authors: Guilhermina Torrao

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An extensive number of studies have been conducted to determine the factors which influence crash injury risk (CIR); however, uncertainties inherent to selected variables have been neglected. A review of existing literature is required to not only obtain an overview of the variables and measures but also ascertain the implications when comparing studies without a systematic view of variable taxonomy. Therefore, the aim of this literature review is to examine and report on peer-reviewed studies in the field of crash analysis and to understand the implications of broad variations in variable selection in CIR analysis. The objective of this study is to demonstrate the variance in variable selection and classification when modeling injury risk involving occupants of light vehicles by presenting an analytical review of the literature. Based on data collected from 64 journal publications reported over the past 21 years, the analytical review discusses the variables selected by each study across an organized list of predictors for CIR analysis and provides a better understanding of the contribution of accident and vehicle factors to injuries acquired by occupants of light vehicles. A cross-comparison analysis demonstrates that almost half the studies (48%) did not consider vehicle design specifications (e.g., vehicle weight), whereas, for those that did, the vehicle age/model year was the most selected explanatory variable used by 41% of the literature studies. For those studies that included speed risk factor in their analyses, the majority (64%) used the legal speed limit data as a ‘proxy’ of vehicle speed at the moment of a crash, imposing limitations for CIR analysis and modeling. Despite the proven efficiency of airbags in minimizing injury impact following a crash, only 22% of studies included airbag deployment data. A major contribution of this study is to highlight the uncertainty linked to explanatory variable selection and identify opportunities for improvements when performing future studies in the field of road injuries.

Keywords: crash, exploratory, injury, risk, variables, vehicle

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10787 A Risk Management Framework for Selling a Mega Power Plant Project in a New Market

Authors: Negar Ganjouhaghighi, Amirali Dolatshahi

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The origin of most risks of a mega project usually takes place in the phases before closing the contract. As a practical point of view, using project risk management techniques for preparing a proposal is not a total solution for managing the risks of a contract. The objective of this paper is to cover all those activities associated with risk management of a mega project sale’s processes; from entrance to a new market to awarding activities and the review of contract performance. In this study, the risk management happens in six consecutive steps that are divided into three distinct but interdependent phases upstream of the award of the contract: pre-tendering, tendering and closing. In the first step, by preparing standard market risk report, risks of the new market are identified. The next step is the bid or no bid decision making based on the previous gathered data. During the next three steps in tendering phase, project risk management techniques are applied for determining how much contingency reserve must be added or reduced to the estimated cost in order to put the residual risk to an acceptable level. Finally, the last step which happens in closing phase would be an overview of the project risks and final clarification of residual risks. The sales experience of more than 20,000 MW turn-key power plant projects alongside this framework, are used to develop a software that assists the sales team to have a better project risk management.

Keywords: project marketing, risk management, tendering, project management, turn-key projects

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10786 Male Versatile Sexual Offenders in Taiwan

Authors: Huang Yueh Chen, Sheng Ang Shen

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Purpose: Sexual assault has always been a highly anticipated crime in Taiwan. People assume that the career of sexual offenders tends to be highly specialized. This study hopes to analyze the crime career and risk factors of offenders by means of another classification. Methods: A total of 145 sexual offenders were sentenced on the parole or expiration date from 2009 to 2011, through analysis of official existing documents such as ‘Re-infringement risk assessment report’ and ‘case assessment report’. Results: The section ‘Various Types of Crimes ‘ of criminal career is analyzed. The highest number of ‘ versatile sexual offender’ followed by ‘adult sexual offender’ is about 2.5, representing more than 1.5 kinds of non-sex crimes besides sexual crimes. Different specialized sexual offenders have had extensive experience in the ‘Sexual Assault Experiences in Children and School’, ‘Static 99 Levels’, ‘Pre-Commuted Substance Use’, ‘Excited Deviant Sexual Behavior’, ‘Various Types of Crimes,’ and ‘Sexual Crime in Forerunner’ , ‘Type of Index Crime’ and other projects to achieve significant differences. Conclusions: Resources continue to be devoted to specialized offenders, the character of first-time sexual offender depends on further research and makes the public aware of the different assumptions of diversified offenders from traditional professional offenses that reduce unnecessary panic in society.

Keywords: versatile sexual offender, specialized sexual offender, criminal career, risk factor

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10785 Measuring Banking Systemic Risk Conditional Value-At-Risk and Conditional Coherent Expected Shortfall in Taiwan Using Vector Quantile GARCH Model

Authors: Ender Su, Kai Wen Wong, I-Ling Ju, Ya-Ling Wang

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In this study, the systemic risk change of Taiwan’s banking sector is analyzed during the financial crisis. The risk expose of each financial institutions to the whole Taiwan banking systemic risk or vice versa under financial distress are measured by conditional Value-at-Risk (CoVaR) and conditional coherent expected shortfall (CoES). The CoVaR and CoES are estimated by using vector quantile autoregression (MVMQ-CaViaR) with the daily stock returns of each banks included domestic and foreign banks in Taiwan. The daily in-sample data covered the period from 05/20/2002 to 07/31/2007 and the out-of-sample period until 12/31/2013 spanning the 2008 U.S. subprime crisis, 2010 Greek debt crisis, and post risk duration. All banks in Taiwan are categorised into several groups according to their size of market capital, leverage and domestic/foreign to find out what the extent of changes of the systemic risk as the risk changes between the individuals in the bank groups and vice versa. The final results can provide a guidance to financial supervisory commission of Taiwan to gauge the downside risk in the system of financial institutions and determine the minimum capital requirement hold by financial institutions due to the sensibility changes in CoVaR and CoES of each banks.

Keywords: bank financial distress, vector quantile autoregression, CoVaR, CoES

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10784 Carriage of 675 4G/5G Polymorphism in PAI-1 Gene and Its Association with Early Pregnancy Losses in Patients with Polycystic Ovary Syndrome

Authors: R. Komsa-Penkova, G. Golemanov, G. Georgieva, K. Popovski, N. Slavov, P. Ivanov, K. Kovacheva, S. Rathee, E. Konova, A. Blajev

Abstract:

Leptin and PAI-1 are important cytokines and may play a role in the regulation of PCOS development. PCOS is frequently associated with obesity, high BMI index and consequently with increased risk of metabolic disorders. The aim of the present study was to evaluate PAI-1 levels, genetic influence of the carriage of 675 4G/5G polymorphism in PAI-1 gene and leptin as a marker of obesity in the development of PCOS. Methods: Genotyping in 84 patients with PCOS and PCO and 100 healthy control subjects to detect single nucleotide deletion 675 G in the promoter of PAI-1 gene. The present study provides evidence that SNP 4G in the PAI-1 gene is associated with early pregnancy losses in patients with polycystosis. Further to this, there is a correlation between leptin levels, PAI-1 levels and BMI in the patients with PCOS, which confirms the role of obesity as a risk factor for PCOS.

Keywords: carriage of 675 4G/5G polymorphism, PCOS, early pregnancy losses, PAI-1 gene

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10783 Consumer Health Risk Assessment from Some Heavy Metal Bioaccumulation in Common Carp (Cyprinus Carpio) from Lake Koka, Ethiopia

Authors: Mathewos Temesgen, Lemi Geleta

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Lake Koka is one of the Ethiopian Central Rift Valleys lakes, where the absorbance of domestic, agricultural, and industrial waste from the nearby industrial and agro-industrial activities is very common. The aim of this research was to assess the heavy metal bioaccumulation in edible parts of common carp (Cyprinus carpio) in Lake Koka and the health risks associated with the dietary intake of the fish. Three sampling sites were selected randomly for primary data collection. Physicochemical parameters (pH, Total Dissolved Solids, Dissolved Oxygen and Electrical Conductivity) were measured in-situ. Four heavy metals (Cd, Cr, Pb, and Zn) in water and bio-accumulation in the edible parts of the fish were analyzed with flame atomic absorption spectrometry. The mean values of TDS, EC, DO and pH of the lake water were 458.1 mg/L, 905.7 µ s/cm, 7.36 mg/L, and 7.9, respectively. The mean concentrations of Zn, Cr, and Cd in the edible part of fish were also 0.18 mg/kg, ND-0.24 mg/kg, and ND-0.03 mg/kg, respectively. Pb was, however, not identified. The amount of Cr in the examined fish muscle was above the level set by FAO, and the accumulation of the metals showed marked differences between sampling sites (p<0.05). The concentrations of Cd, Pb and were below the maximum permissible limit. The results also indicated that Cr has a high transfer factor value and Zn has the lowest. The carcinogenic hazard ratio values were below the threshold value (<1) for the edible parts of fish. The estimated weekly intake of heavy metals from fish muscles ranked as Cr>Zn>Cd, but the values were lower than the Reference Dose limit for metals. The carcinogenic risk values indicated a low health risk due to the intake of individual metals from fish. Furthermore, the hazard index of the edible part of fish was less than unity. Generally, the water quality is not a risk for the survival and reproduction of fish, and the heavy metal contents in the edible parts of fish exhibited low carcinogenic risk through the food chain.

Keywords: bio-accumulation, cyprinus carpio, hazard index, heavy metals, Lake Koka

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10782 Development of K-Factor for Road Geometric Design: A Case Study of North Coast Road in Java

Authors: Edwin Hidayat, Redi Yulianto, Disi Hanafiah

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On the one hand, parameters which are used for determining the number of lane on the new road construction are average annual average daily traffic (AADT) and peak hour factor (K-factor). On the other hand, the value of K-factor listed in the guidelines and manual for road planning in Indonesia is a value of adoption or adaptation from foreign guidelines or manuals. Thus, the value is less suitable for Indonesian condition due to differences in road conditions, vehicle type, and driving behavior. The purpose of this study is to provide an example on how to determine k-factor values at a road segment with particular conditions in north coast road, West Java. The methodology is started with collecting traffic volume data for 24 hours over 365 days using PLATO (Automated Traffic Counter) with the approach of video image processing. Then, the traffic volume data is divided into per hour and analyzed by comparing the peak traffic volume in the 30th hour (or other) with the AADT in the same year. The analysis has resulted that for the 30th peak hour the K-factor is 0.97. This value can be used for planning road geometry or evaluating the road capacity performance for the 4/2D interurban road.

Keywords: road geometry, K-factor, annual average daily traffic, north coast road

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10781 Credit Risk Assessment Using Rule Based Classifiers: A Comparative Study

Authors: Salima Smiti, Ines Gasmi, Makram Soui

Abstract:

Credit risk is the most important issue for financial institutions. Its assessment becomes an important task used to predict defaulter customers and classify customers as good or bad payers. To this objective, numerous techniques have been applied for credit risk assessment. However, to our knowledge, several evaluation techniques are black-box models such as neural networks, SVM, etc. They generate applicants’ classes without any explanation. In this paper, we propose to assess credit risk using rules classification method. Our output is a set of rules which describe and explain the decision. To this end, we will compare seven classification algorithms (JRip, Decision Table, OneR, ZeroR, Fuzzy Rule, PART and Genetic programming (GP)) where the goal is to find the best rules satisfying many criteria: accuracy, sensitivity, and specificity. The obtained results confirm the efficiency of the GP algorithm for German and Australian datasets compared to other rule-based techniques to predict the credit risk.

Keywords: credit risk assessment, classification algorithms, data mining, rule extraction

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10780 Soil Loss Assessment at Steep Slope: A Case Study at the Guthrie Corridor Expressway, Selangor, Malaysia

Authors: Rabiul Islam

Abstract:

The study was in order to assess soil erosion at plot scale Universal Soil Loss Equation (USLE) erosion model and Geographic Information System (GIS) technique have been used for the study 8 plots in Guthrie Corridor Expressway, Selangor, Malaysia. The USLE model estimates an average soil loss soil integrating several factors such as rainfall erosivity factor(R ), Soil erodibility factor (K), slope length and steepness factor (LS), vegetation cover factor as well as conservation practice factor (C &P) and Results shows that the four plots have very low rates of soil loss, i.e. NLDNM, NDNM, PLDM, and NDM having an average soil loss of 0.059, 0.106, 0.386 and 0.372 ton/ha/ year, respectively. The NBNM, PLDNM and NLDM plots had a relatively higher rate of soil loss, with an average of 0.678, 0.757 and 0.493ton/ha/year. Whereas, the NBM is one of the highest rate of soil loss from 0.842 ton/ha/year to maximum 16.466 ton/ha/year. The NBM plot was located at bare the land; hence the magnitude of C factor(C=0.15) was the highest one.

Keywords: USLE model, GIS, Guthrie Corridor Expressway (GCE), Malaysia

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10779 Dancing with Perfectionism and Emotional Inhibition on the Ground of Disordered Eating Behaviors: Investigating Emotion Regulation Difficulties as Mediating Factor

Authors: Merve Denizci Nazligul

Abstract:

Dancers seem to have much higher risk levels for the development of eating disorders, compared to non-dancing counterparts. In a remarkably competitive nature of dance environment, perfectionism and emotion regulation difficulties become inevitable risk factors. Moreover, early maladaptive schemas are associated with various eating disorders. In the current study, it was aimed to investigate the mediating role of difficulties with emotion regulation on the relationship between perfectionism and disordered eating behaviors, as well as on the relationship between early maladaptive schemas and disordered eating behaviors. A total of 70 volunteer dancers (n = 47 women, n = 23 men) were recruited in the study (M age = 25.91, SD = 8.9, range 19–63) from the university teams or private clubs in Turkey. The sample included various types of dancers (n = 26 ballets or ballerinas, n =32 Latin, n = 10 tango, n = 2 hiphop). The mean dancing hour per week was 11.09 (SD = 7.09) within a range of 1-30 hours. The participants filled a questionnaire set including demographic information form, Dutch Eating Behavior Questionnaire, Multidimensional Perfectionism Scale, three subscales (Emotional Inhibition, Unrelenting Standards-Hypercriticalness, Approval Seeking-Recognition Seeking) from Young Schema Questionnaire-Short Form-3 and Difficulties in Emotion Regulation Scale. The mediation hypotheses were tested using the PROCESS macro in SPSS. The findings revealed that emotion regulation difficulties significantly mediated the relationship between three distinct subtypes of perfectionism and emotional eating. The results of the Sobel test suggested that there were significant indirect effects of self-oriented perfectionism (b = .06, 95% CI = .0084, .1739), other-oriented perfectionism (b = .15, 95% CI = .0136, .4185), and socially prescribed perfectionism (b = .09, 95% CI = .0104, .2344) on emotional eating through difficulties with emotion regulation. Moreover, emotion regulation difficulties significantly mediated the relationship between emotional inhibition and emotional eating (F(1,68) = 4.67, R2 = .06, p < .05). These results seem to provide some evidence that perfectionism might become a risk factor for disordered eating behaviors when dancers are not able to regulate their emotions. Further, gaining an understanding of how inhibition of emotions leads to inverse effects on eating behavior may be important to develop intervention strategies to manage their disordered eating patterns in risk groups. The present study may also support the importance of using unified protocols for transdiagnostic approaches which focus on identifying, accepting, prompting to express maladaptive emotions and appraisals.

Keywords: dancers, disordered eating, emotion regulation difficulties, perfectionism

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10778 Modeling of the Flow through an Earth Dam and Geotechnical Slope Analyzes

Authors: Ahmed Ferhati, Arezki Adjrad, Ratiba Mitiche-Kettab, Hakim Djafer Khodja

Abstract:

The porous media are omnipresent around us that they are natural as sand, clay, rocks, or manufactured like concretes, cement, and ceramics. The variety of porous environment indicates a wide material range which can be very different from each other. Their common point is to be made up of a solid matrix and a porous space. In our case of study, we made the modeling of the flows in porous environments through the massives as in the case of an earth dam. The computer code used (PLAXIS) offer the possibility of modeling of various structures, in particular, the works in lands because that it deals with the pore water pressure due to the underground flow and the calculation of the plastic deformations. To confirm results obtained by PLAXIS, GeoStudio SEEP/W code was used. This work treats modeling of flows and mechanical and hydraulic behavior of earth dam. A general framework which can fit the calculation of this kind of structures and the coupling of the soil consolidation and free surface flows was defined. In this study; we have confronted a real case modeling of an earth dam. It was shown, in particular, that it is possible to entirely lead the calculation of real dam and to get encouraging results from the hydraulic and mechanical point of view.

Keywords: analyzes, dam, flow, modeling, PLAXIS, seep/w, slope

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10777 Airport Investment Risk Assessment under Uncertainty

Authors: Elena M. Capitanul, Carlos A. Nunes Cosenza, Walid El Moudani, Felix Mora Camino

Abstract:

The construction of a new airport or the extension of an existing one requires massive investments and many times public private partnerships were considered in order to make feasible such projects. One characteristic of these projects is uncertainty with respect to financial and environmental impacts on the medium to long term. Another one is the multistage nature of these types of projects. While many airport development projects have been a success, some others have turned into a nightmare for their promoters. This communication puts forward a new approach for airport investment risk assessment. The approach takes explicitly into account the degree of uncertainty in activity levels prediction and proposes milestones for the different stages of the project for minimizing risk. Uncertainty is represented through fuzzy dual theory and risk management is performed using dynamic programming. An illustration of the proposed approach is provided.

Keywords: airports, fuzzy logic, risk, uncertainty

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10776 Maturity Transformation Risk Factors in Islamic Banking: An Implication of Basel III Liquidity Regulations

Authors: Haroon Mahmood, Christopher Gan, Cuong Nguyen

Abstract:

Maturity transformation risk is highlighted as one of the major causes of recent global financial crisis. Basel III has proposed new liquidity regulations for transformation function of banks and hence to monitor this risk. Specifically, net stable funding ratio (NSFR) is introduced to enhance medium- and long-term resilience against liquidity shocks. Islamic banking is widely accepted in many parts of the world and contributes to a significant portion of the financial sector in many countries. Using a dataset of 68 fully fledged Islamic banks from 11 different countries, over a period from 2005 – 2014, this study has attempted to analyze various factors that may significantly affect the maturity transformation risk in these banks. We utilize 2-step system GMM estimation technique on unbalanced panel and find bank capital, credit risk, financing, size and market power are most significant among the bank specific factors. Also, gross domestic product and inflation are the significant macro-economic factors influencing this risk. However, bank profitability, asset efficiency, and income diversity are found insignificant in determining the maturity transformation risk in Islamic banking model.

Keywords: Basel III, Islamic banking, maturity transformation risk, net stable funding ratio

Procedia PDF Downloads 386
10775 Bone Mineral Density in Type 2 Diabetes Mellitus Postmenopausal Egyptian Female Patients: Correlation with Fetuin-A Level and Metabolic Parameters

Authors: Ahmed A. M. Shoaib, Heba A. Esaily, Mahmoud M. Emara, Eman A. E. Badr, Amany S. Khalifa, Mayada M. M., Abdel-Raizk

Abstract:

Background: DM is associated with metabolic bone diseases, osteoporosis, low-impact fractures and falls in geriatrics. Fetuin-A, which is a serum protein produced by the liver and promotes bone mineralization, is an independent risk factor for type 2 diabetes. Aim: Evaluation of fetuin-A level and bone mineral density in postmenopausal Egyptian female patients with type 2 diabetes mellitus and their correlation with each other & with other metabolic parameters. Patients and methods: Seventy postmenopausal female patients with type II diabetes and thirty postmenopausal female as control were included in this study. Measurement of Fetuin-A together with metabolic parameters and DXA in wrist, hip and spine, ALP, CBC, FBS, PP2H and HBA1c was done in all participants. Results: - Fetuin-A level was found to be highly significant (p< 0.001) between diabetic and nondiabetic groups and negatively correlated with BMD in spine. No difference in BMD was found between patients and control groups while significant negative correlation was found between FBS and hip BMD (<0.05) and between 2hpp and HBA1c with spine BMD in the diabetic group (<0.05). Osteoporosis represented 12.9% in spine area and 7.2% in hip and wrist areas in diabetic patients, while osteopenia were found in 58.5%, 57.1%, and 37.1% in diabetic patients in spine, wrist, and hip respectively. Conclusion: - type II diabetes cannot be considered as a risk factor for osteoporosis; while glycemic parameters (FBS, 2hpp & HBA1c) and serum Fetuin-A levels were correlated with BMD in diabetics. Good glycemic control can be protective against osteoporosis in diabetic elderly.

Keywords: fetuin-A, BMD, postmenopausal, DM type II

Procedia PDF Downloads 240