scholarly journals Risk Analysis of Shanghai Inter-Bank Offered Rate - A GARCH-VaR Approach

2017 ◽  
Vol 13 (22) ◽  
pp. 252
Author(s):  
Maoguo Wu ◽  
Zeyang Li

The inter-bank offered rate widely used by Chinese commercial banks is Shanghai Inter-Bank Offered Rate (Shibor). Shibor has experienced significant development since it was created. It offers different products by duration. Despite its importance in China’s financial market, Shibor’s risk has largely remained unexplored. Making contribution to existing literature on risk management of Shibor, this paper investigates risk of Shanghai Inter- Bank Offered Rate (Shibor) utilizing GARCH-VaR method. The VaR of each product is calculated and compared while GARCH model is designed for a simpler calculation. In order to have a clearer view of Chinese commercial banks, the data selected is Shibor data sample from 2006 to 2016, which is measured by GARCH-VaR model and verified effectiveness by chi-square test. Empirical results show strong evidence for the need of Chinese commercial banks to change the status quo so that the great fluctuation and abnormal situation can be avoided. Policy implication, involving the interest rate management and internal problem in commercial banks, is proposed for financial regulators.

2017 ◽  
Vol 57 (1) ◽  
pp. 34-47 ◽  
Author(s):  
Dagmar Nemček

SummaryThe aim of the study was to determine the status of SE in people with physical disabilities (PwPD) and compare SE scores between active and inactive individuals. The sample of PwPD (n = 186) was divided into two groups of those who are regularly participating in sport (active; n = 88) and those who are not participating in any sport in their leisure (inactive; n = 98). The Rosenberg Self-Esteem Scale (RSES) was used as a primary research method. 10-item scale measures global self-worth by measuring positive and negative feelings about the self. Higher scores (from 10 to 40 points) indicate higher SE. The Pearson chi-square test was used to determine the differences of 10 RSES items and total scores between active and inactive PwPD. We found that the mean score of RSES in PwPD was 28.83 points; active PwPD observed total score of RSES 30.01 points and group of inactive PwPD showed the lowest SE by achieving 27.76 points. Mean scores comparison of each RSES item between active and inactive PwPD revealed higher SE in the group of active PwPD. Significantly higher SE was presented by 4 from 10 RSES items and by total score in the group of active PwPD. The results of our study confirmed that actively living PwPD have significantly higher SE comparing those PwPD who are living sedentary life style.


AGROFOR ◽  
2021 ◽  
Vol 6 (1) ◽  
Author(s):  
Mutamuliza EULARIE ◽  
Giramata AURORE

Commercial Banks worldwide are identified to be one of the key players in the financial industry that have positively affected individuals involved in business, and the economy at large, through the functions they perform in the economy. However, inadequate financing in the activities of Small and Medium Enterprises (SMEs) is still the major constraint faced by people involved in business activities. Even though the Government of Rwanda has made effort to improve the accessibility to credit, entrepreneurs still have some challenges to access financial services in order to improve their businesses. The purpose of this research was to assess the contribution of commercial banks in financing SMEs in Rwanda. A sample of 60 SMEs was selected in Kigali and Southern Province of Rwanda. Data was collected from the respondents through a structured questionnaire. The collected data were analyzed using descriptive statistics such as frequencies and percentage distributions. A Pearson Chi-Square Test was used to analyze the relationship between commercial banks and SMEs in Rwanda. The results indicated that the main purposes of loan application were start-up capital, working capital and expansion of businesses. The results also revealed that there was positive relationship between commercial banks and SMEs in Rwanda. The results revealed as well, that commercial banks in Rwanda played a crucial role in contribution to SME’s economic development and small and medium entrepreneurs who got credit from commercial banks expanded their businesses and increased their income.


2020 ◽  
Vol 11 (1) ◽  
pp. 65-75
Author(s):  
Usep Rusependhi ◽  
Diah Mulyawati Utari

Babies born at LBW (Low Body Event) are at risk of disrupting the growth and development of the baby, as well as the occurrence of hypertension, heart disease and diabetes in old age. One of the factors causing LBW is the condition of CED (Chronic Energy Deficiency) experienced by mothers during pregnancy. The highest prevalence of LBW in Kuningan Regency in 2018 is in the working area of the Manggari Community Health Center, which is 11.8% with the prevalence of pregnant women CED 10.1%. The purpose of this study was to determine the relationship of maternal CED status during pregnancy with LBW events. The study design uses case control from cohort registers of pregnant women. The total sample of the study were 114 infants, consisting of 38 cases and 76 controls who met the inclusion and exclusion criteria. The results of the statistical analysis of the Chi-Square test, obtained p value = 0.002 and OR = 4.317 (95% CI: 1.776-10.495) which means that there is a significant relationship between the status of CED during pregnancy with LBW events, where pregnant women CED risk 4.317 times higher for LBW delivery compared to pregnant women who are not CED. The conclusion of this study is that there is a relationship between the status of CED of mothers during pregnancy with the incidence of LBW.


2018 ◽  
Vol 5 (1) ◽  
pp. 16-22
Author(s):  
Jaenudin ◽  
Sandi Aprianto ◽  
Citra Setyo Dwi Andini

Background: Garbage is something material or solid objects that is no used by humans. The impact or risk of improper handling of garbage can cause to environmental damages that can cause health problems and disesase, one of them is diarrhea disease. According to the health profile of West Java Province (2012) showed that the 1.906.886 diarrhea incidence. Cirebon City is ranked ninth with 88,702 diarrhea incidence. Purpose: The purpose of this research is to know the relationship of waste management with the incidence of diarrhea In Argasunya Village Cirebon City. Method: This research used descriptive correlation with kohort retrospekif approach. The population in this study that is all the people who suffer from diarrhea in the Argasunya Village with 72 respondents. The sample in this study using total sampling with 72 respondents who suffer from diarrhea. The research instrument used the observation sheet of waste management and the result of the status of the patient according the medical record data in Sitopeng Public Health Center. The analysis used univariate and bivariate used Chi Square test. Result: The result of univariate analysis showed that most of the waste management did not fulfill the requirement of 59 respondents (81,9%) and most of the acute diarrhea was 62 respondents (86,1%). There was no significant relationship of waste management with the incidence of diarrhea In Argasunya Village Cirebon City, p-value = 0,677.


2013 ◽  
Vol 6 (2) ◽  
pp. 163 ◽  
Author(s):  
Robert Wamala ◽  
Vincent A. Ssembatya

Doctoral holders are considered to be key actors in the creation of innovation and knowledge. However, this generalization may not hold true for doctoral holders in all countries. This study sought to assess the scholarly productivity of these highly qualified individuals in Uganda. The investigation is based on data sourced from the 2012 Careers and Productivity of Doctoral Holders (CDH) Survey conducted in the country. The data adopted comprise a total of 534 records of doctoral holders who were 70 years or younger by 2010 and living permanently or domiciled in Uganda. Journal Article(s) and book(s) (co)authored were adopted in this study as measures of productivity of a doctoral holder. The status and pattern of (co)authored journal article(s) and/or book(s) were assessed by doctoral holder characteristics using the Pearson Chi-square Test and Complementary Log-log regression. The number of (co)authored journal articles and books (including book chapters and monographs) was assessed by doctoral holder characteristics using the Kruskal-Wallis test and Poisson regression. In the results, the proportion of doctoral holders (29.2%) who had (co)authored journal article(s) and/or book(s) by the time of the study points to low scholarly productivity of these highly qualified individuals in the country. Though doctoral graduates of other African universities and those from international universities were more likely to have (co)authored article(s) and/or book(s), the number of (co)authored articles was significantly higher among graduates of Ugandan institutions. Further, the number of (co)authored articles was significantly higher among the males and doctoral holders who graduated before 2000. However, no significant variations in the number of (co)authored books were noted among doctoral holder characteristics. Nevertheless, the low scholarly productivity of doctoral holders in Uganda is certainly a mirror reflection of the situation in many developing countries.


2020 ◽  
Author(s):  
Wenlong Gou ◽  
Hai Wang ◽  
Yu Wang ◽  
Quanyin Du ◽  
Ziming Wang

Abstract Background: This research was conducted to explore the genetic association of interleukin-18 (IL-18) polymorphisms in promoter with ankylosing spondylitis (AS) in Chinese population using a case-control design.Methods: Polymerase chain reaction (PCR) and sequencing were used to complete the genotyping of IL-18 polymorphisms in 146 AS patients and 134 healthy controls. The genotype distribution of polymorphism was detected the status of Hardy-Weinberg equilibrium (HWE). The genotype and allele frequencies difference between the two groups was compared by chi-square test. Odds ratio (OR) with 95% confidence interval (95%CI) was calculated to express the association strength of AS. The linkage disequilibrium of IL-18 polymorphisms was investigated in AS occurrence by Haploview.Results: TT genotype and T allele of rs1946518 showed the significantly higher frequencies in AS patients than that of the controls (P=0.042, 0.026), which indicated that rs1946518 was obviously associated with AS risk (TT vs. GG: OR=1.993, 95%CI=1.021-3.891; T vs.G: OR=1.460, 95%CI=1.046-2.038). However, no significant association was found between rs187238 and AS. Moreover, the strong linkage disequilibrium was found and haplotype rs1946518T-rs187238C was a susceptible factor of AS (OR=1.638, 95%CI=1.017-2.639).Conclusion: IL-18 rs1946518 polymorphism may contribute to the susceptibility of individuals to AS in Chinese population, but not another polymorphism rs187238. The interaction of the two polymorphisms should be considered in AS etiology.


2020 ◽  
Vol 9 (1) ◽  
pp. 1-6
Author(s):  
Triatmi Andri Yanuarini ◽  
Suwoyo Suwoyo ◽  
Tinta Julianawati

Preeclampsia is a pathological pregnancy that is a health problem in the mother and baby it contains. Preeclampsia is the second leading cause of death in pregnancy in the world. Preeclampsia can adversely affect both the mother and the fetus it contains. Maternal complications include HELLP syndrome (Hemolysis, Elevated Liver Enzyme, Low Platelet), pulmonary edema, renal impairment, bleeding, placental abruption and even maternal death.                One of the factors that influence the occurrence of preeclampsia is the status of gravida.The purpose of this research is to know the relation of gravida status with preeklampsiadi occurrence at work area of ​​Ngasem health center. The design of correlational research with data collection was done by using case control method, with population of1,191 data of pregnant women patients in January - December 2016, sampling using simple random sampling technique with 50 data of patient who fulfilled inclusion criteria.                Chi Square test with significant level 0,05 indicates that value of ρ value <α (0,038 <0,05). The conclusion of this research is there is relationship of gravida status with incident of preeclampsia at work area of ​​health center of Ngasem Regency of Kediri.It is recommended especially in pregnant women to routinely check their pregnancy and follow the integrated ANC to detect early preeclampsia.   Keywords: Mother, Gravida, Preeclampsia


2018 ◽  
Vol 6 (1) ◽  
pp. 57
Author(s):  
Desy Desy Amanda ◽  
Santi Martini

ABSTRAKSeseorang dengan kelebihan berat badan dan hiperkolesterol memiliki risiko mengalami penyakit hipertensi lebih besar. Tujuan penelitian ini adalah untuk menganalisis hubungan antara karakteristik dan status obesitas sentral dengan kejadian hipertensi di Puskesmas Sidoarjo. Jenis penelitian ini menggunakan observasional analitik dengan rancang bangun penelitian cross sectional. Besar sampel sebanyak 50 orang. Teknik pengambilan sampel dilakukan secara convenience atau accidental sampling. Variabel independen dalam penelitian ini yaitu karakteristik responden dan status obesitas sentral. Variabel dependen yaitu hipertensi. Karakteristik umur responden penderita hipertensi terdiri dari dua kategori yaitu umur >59 tahun dan <59 tahun. Jenis kelamin responden terdiri dari dua kategori yaitu laki-laki dan perempuan. Analisis data menggunakan uji statistik chi square. Hasil penelitian menunjukkan bahwa penderita hipertensi dengan obesitas sentral memiliki risiko lebih tinggi mengalami hipertensi dibandingkan penderita yang normal dan kelompok umur >59 tahun jenis kelamin laki-laki merupakan faktor yang paling dominan dalam penelitian ini. Ada hubungan antara umur dengan kejadian hipertensi (p = 0,000), jenis kelamin dengan kejadian hipertensi (p = 0,044) dan status obesitas sentral dengan kejadian hipertensi (p = 0,001). Kesimpulan penelitian, terdapat hubungan antara umur, jenis kelamin, dan status obesitas sentral dengan kejadian hipertensi. Saran penelitian, bagi penderita hipertensi sebaiknya melakukan pemeriksaan tekanan darah secara rutin. Kata Kunci: hipertensi, karakteristik, obesitas sentral ABSTRACTA person with overweight and hiperkolesterol have high risk of hypertension. The aim of this research is to analyse the relationship between the characteristic and status of central obesity with the prevalence of hypertension in Sidoarjo. This type of research use analytic observational with cross sectional design. A sample sizes is 50 people. The technique of sampling uses convenience or accidental sampling. Independent variables are characteristics of the respondents and the status of central obesity. The dependent variable is hypertension. The characteristics of the aged respondents divided into two categories there are aged >59 years and <59 years. The gender of respondents were into two categories, namely men and women. Analyzing data using chi square test. Results of research indicates that sufferers of hypertension with Central obesity have a higher risk of experiencing hypertension sufferers than normal and >59 year age group gender the most dominant males in this study. There is a relationship between the age with the prevalence of hypertension (p = 0.000), sex with the genesis of hypertension (p = 0.044) and statuf of central obesity with the prevalence of hypertension (p = 0.001). The conclusions of the research, there is a relationship between age, gender, status of central obesity with the prevalence of hypertension. Suggestion, for patients with hypertension should check a blood pressure regularly. Keywords: hypertension, characteristics, central obesity


2021 ◽  
Vol 13 (1) ◽  
pp. 35
Author(s):  
Ratih Lukmitarani ◽  
Mufiadzatul Ardiyah ◽  
R Azizah

Introduction: Indonesia is a country with a high geographical distribution of hepatitis A. In June 2019, the government established the status of hepatitis A outbreaks in Pacitan District, which is spread across several districts. Based on data from the District Health Office of Pacitan, there were 1,310 peoples with hepatitis A on October 2019. Through this study, the relation between knowledge, attitudes, and personal hygiene as risk factors of hepatitis A outbreaks in Pacitan District can be identified. Methods: Observational analytic methods and case control research design were used in this study. The population was 280 people. The sample consisted of 60 peoples with case of 30 peoples and control of 30 peoples. Case and control samples were taken randomly (simple random sampling). The research data were collected using the interview method, then analyzed using the Chi Square test and the Contingency Coefficient. Results and Discussion: There was a correlation between knowledge level with the occurrence of hepatitis A outbreaks (p-value = 0.002 <0.05), attitudes with hepatitis A (pvalue = 0.004 <0.05), and personal hygiene with the occurrence of hepatitis A outbreaks (pvalue = 0.001 <0.05). Conclusion: Inadequate knowledge, inappropriate personal hygiene lead to the spread of hepatitis A outbreaks in the working area of Primary Health Care of Ngadirojo, Pacitan District.


2017 ◽  
Vol 4 (2) ◽  
pp. 225
Author(s):  
Librianti Putriastuti

Hypertension is the one of non-communicable diseases that interferes  circulation system and quite disturbing the public’s health. Globally, hypertension is estimated to causes 7,5 million deaths, about 12,8% of all deaths. The purpose of this research was to analyze the correlation between exercise habit with hypertension incidence in patients more than 45 years old. This research was observasional analytic study and used cross sectional design. This research was conducted to 97 patients who visited Kedurus public health center in May 2015used systematic random sampling. The dependent variable in this study was hypertension, while independent variables were the status of exercise, frequency of exercise and duration of exercise. Data were analyzed by chi-square test. The result showed that the incidence of hypertension mostly suffered by respondents age 45 to 59 years old was equal to 52,8%, female (80,6%) and educational level was senior high school (26.4%). The crosstabulation with chi-square test showed that there was a significant correlation between status of exercise with hypertension incidence (p=0,001). Beside that, unsignificant correlations were shown between frequency of exercise (p=0,068) and duration of exercise (p= 0,710) with hypertension in patients more than 45 years old. From all variables which were studied, only status of exercise that had a significant correlation with hypertension incidence in patients more than 45 years old. Therefore, it is recommended especially for people more than 45 years old to do regular blood pressure check and exercise to reduce the risk of hypertension.Keywords:      hypertension, status of exercise, frequency of exercise, duration of exercise, more than 45 years old


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