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- Abraham-Nordling, Mirna, et al.
(författare)
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Incidence of hyperthyroidism in Sweden
- 2011
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Ingår i: European Journal of Endocrinology. - 0804-4643 .- 1479-683X. ; 165:6, s. 899-905
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Tidskriftsartikel (refereegranskat)abstract
- Introduction: The incidence of hyperthyroidism has been reported in various countries to be 23-93/100000 inhabitants per year. This extended study has evaluated the incidence for similar to 40% of the Swedish population of 9 million inhabitants. Sweden is considered to be iodine sufficient country. Methods:All patients including children, who were newly diagnosed with overt hyperthyroidism in the years 2003-2005, were prospectively registered in a multicenter study. The inclusion criteria are as follows:clinical symptoms and/or signs of hyperthyroidism with plasma TSH concentration below 0.2 mIE/l and increased plasma levels of free/total triiodothyronine and/or free/total thyroxine. Patients with relapse of hyperthyroidism or thyroiditis were not included. The diagnosis of Graves' disease (GD), toxic multinodular goiter (TMNG) and solitary toxic adenoma (STA), smoking, initial treatment, occurrence of thyroid-associated eye symptoms/signs, and demographic data were registered. Results:A total of 2916 patients were diagnosed with de novo hyperthyroidism showing the total incidence of 27.6/100 000 inhabitants per year. The incidence of GD was 21.0/100 000 and toxic nodular goiter (TNG=STA+TMNG) occurred in 692 patients, corresponding to an annual incidence of 6.5/100 000. The incidence was higher in women compared with men (4.2:1). Seventy-five percent of the patients were diagnosed with GD, in whom thyroid-associated eye symptoms/signs occurred during diagnosis in every fifth patient. Geographical differences were observed. Conclusion:The incidence of hyperthyroidism in Sweden is in a lower range compared with international reports. Seventy-five percent of patients with hyperthyroidism had GD and 20% of them had thyroid-associated eye symptoms/signs during diagnosis. The observed geographical differences require further studies.
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| 2. |
- Aldulaymi, Bahir, et al.
(författare)
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High Plasma TIMP-1 and Serum CEA Levels during Combination Chemotherapy for Metastatic Colorectal Cancer Are Significantly Associated with Poor Outcome
- 2010
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Ingår i: Oncology. - : S. Karger AG. - 0030-2414 .- 1423-0232. ; 79:1-2, s. 144-149
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Tidskriftsartikel (refereegranskat)abstract
- Objective: To evaluate whether combination chemotherapy leads to early changes in plasma TIMP-1 and serum carcinoembryonic antigen (CEA) levels in patients with metastatic colorectal cancer (mCRC), and whether such changes relate to subsequent objective response, time to progression (TTP) and overall survival. Materials and Methods: Eighty-eight patients with mCRC were included. Blood samples were collected before initiation and after 2, 4 and 6 weeks of treatment with an irinotecan-5-fluorouracil combination. Plasma TIMP-1 and serum CEA levels were determined by validated ELISA platforms. The first response evaluation was performed after 8 weeks of chemotherapy. Results: Median plasma TIMP-1 and serum CEA levels did not change significantly during 6 weeks of treatment. High plasma TIMP-1 and high serum CEA levels before treatment and at weeks 2, 4 and 6 were related to poor objective response. Moreover, high levels of plasma TIMP-1 before treatment and at weeks 2 and 4 were significantly associated with short TTP, while high levels of serum CEA at week 4 were significantly associated with short TTP. Finally, high levels of plasma TIMP- 1 before and during treatment were significantly associated with poor overall survival; p < 0.0001 in all 4 determinations. A similar association between serum CEA and overall survival could only be demonstrated before treatment. Conclusion: Median plasma TIMP-1 or serum CEA levels do not change significantly during the first 6 weeks of chemotherapy for mCRC. The results indicate that plasma TIMP-1 in particular and serum CEA may be valuable biomarkers even in samples collected during treatment with chemotherapy.
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| 5. |
- Byström, Hans
(författare)
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An alternative way of estimating asset values and asset value correlations
- 2011
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Ingår i: Journal of Fixed Income. - : Pageant Media US. - 1059-8596 .- 2168-8648. ; 21:2, s. 30-38
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Tidskriftsartikel (refereegranskat)abstract
- Abstract in UndeterminedWe suggest a new way of modeling the dynamics of a firm’s asset value and discuss how it could be useful in the computation of asset value correlations in multivariate credit risk models. The method relies on credit spreads from the credit default swap market and by combining these spreads with stock prices and leverage ratios we show how one can construct a proxy for the asset value. This proxy is then used to calculate asset value correlations among a group of major European banks selected from the stress test conducted by the Committee of European Banking Supervisors (CEBS) in 2010. The asset correlations are presented as a function of the banks’ size, default risk and geographic location.
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| 6. |
- Byström, Hans
(författare)
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An index to evaluate fund and fund manager performance
- 2011
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Ingår i: Applied Economics Letters. - : Informa UK Limited. - 1466-4291 .- 1350-4851. ; 18:13-15, s. 1311-1314
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Tidskriftsartikel (refereegranskat)abstract
- I propose a new index, the b-index, to measure the performance of funds and fund managers. A fund or fund manager has a b-index equal to b if b is the highest number for which it holds that the fund/fund manager has returned more than b% at least b years throughout the history of the fund/fund manager.
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| 7. |
- Byström, Hans
(författare)
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Asset Value Correlation Bounds for Firms with Foreign Exchange Exposure
- 2013
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Ingår i: Journal of Fixed Income. - 1059-8596. ; 22:4, s. 75-89
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Tidskriftsartikel (refereegranskat)abstract
- This article deals with asset correlation estimation among firms with foreign exchange exposure. In most credit risk models the exchange rate risk is ignored, i.e. the borrowing firms are supposed to have assets denominated in the same currency as their debt. In reality, this is often not the case and if the asset portfolios of two borrowers are exposed to foreign exchange risk the correlation between these asset portfolios is biased upwards. The size of the asset value correlation bias depends on the time-series behavior of the two borrowers’ asset values and an empirical assessment of the size of this bias is therefore non-trivial since the asset values of the borrowers are non-observable. In this article, using a new way of estimating asset values, we attempt to estimate this bias for a set of major S&P500 firms in various industries. Our empirical findings support the theory and we find typical asset correlation estimates ignoring the exchange rate risk to be significantly biased. We therefore suggest that risk managers compute upper and lower bounds to the asset correlation estimates as a matter of routine and that if the exact asset correlation is required, it is estimated through a careful assessment of the foreign exchange exposure of the borrowing firms.
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| 8. |
- Byström, Hans
(författare)
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Back to the future: Futures margins in a future credit default swap index futures market
- 2007
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Ingår i: Journal of Futures Markets. - : Wiley. - 1096-9934 .- 0270-7314. ; 27:1, s. 85-104
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Tidskriftsartikel (refereegranskat)abstract
- The introduction of exchange-traded credit default swap (CDS) index futures is eminent and this development in the credit market is the subject of this article. A theoretically appealing and practically implementable approach to computing accurate futures margins based on extreme value theory is suggested. The approach is then exemplified with a study of the increasingly popular iTraxx Europe CDS index market. Although this market is not organized through an exchange and is not a futures market, the empirical results together with an arbitrage argument nonetheless suggest margin levels in a future exchange-traded CDS index futures market computed using extreme value theory to be superior to those computed using the traditional normal distribution or the actual historical distribution. (c) 2007 Wiley Periodicals, Inc.
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| 9. |
- Byström, Hans
(författare)
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Blockchains, Real-Time Accounting and the Future of Credit Risk Modeling
- 2016
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Annan publikation (övrigt vetenskapligt/konstnärligt)abstract
- In this paper (letter) I discuss how blockchains potentially could affect the way credit risk is modeled, and how the improved trust and timing associated with blockchain-enabled real-time accounting could improve default prediction. To demonstrate the (quite substantial) effect the change would have on well-known credit risk measures, a simple case-study compares Z-scores and Merton distances to default computed using typical accounting data of today to the same risk measures computed under a hypothetical future blockchain regime.
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| 10. |
- Byström, Hans
(författare)
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Blockchains, Real-time Accounting, and the Future of Credit Risk Modeling
- 2019
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Ingår i: Ledger. - 2379-5980. ; 4, s. 40-47
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Tidskriftsartikel (refereegranskat)abstract
- In this paper I discuss how blockchains potentially could affect the way credit risk is modeled, and how the improved trust and timing associated with blockchain-enabled real-time accounting could improve default prediction. To demonstrate the (quite substantial) effect the change would have on well-known credit risk measures, a simple case-study compares Z-scores and Merton distances to default computed using typical accounting data of today to the same risk measures computed under a hypothetical future blockchain regime.
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