The systemic importance of a bank is usually measured by its effect on the banking system,conditional on the insolvency of the bank and solvency of other banks.However,banks encounter different kinds of shocks simulta...The systemic importance of a bank is usually measured by its effect on the banking system,conditional on the insolvency of the bank and solvency of other banks.However,banks encounter different kinds of shocks simultaneously in reality.So that,the conditional re-sults give biased estimates of banks'systemic importance when potential risks are ignored.Researchers like Tarashev et al.proposed the Shapley value method to deal with risk in-teractions,but it suffers heavy computational costs.This paper proposes an ANOVA-like decomposition method to measure the systemic importance of banks in more compli-cated and realistic environments,which considers both interactions and individual effects of multiple shocks and provides a more exact estimation of systemic importance.It is found that the method proposed in this paper fits well in the network models.And meanwhile,a discussion between the method proposed in this paper and the Shapley value method is made based on the numerical example,which aims to demonstrate it's the advantages.The Shapley value method requires 2n subsystems,while the ANOVA-like decomposition method requires only n+1 model runs.In the application part,the pro-posed method is adopted to measure the systemic importance of 16 Chinese listed banks.With low computational costs,the model outputs the individual effect,interaction,and total effect of each bank.The results confirm that interactions of different shocks play a significant role in the systemic importance of a bank;thus,the total effect considering interactions should be adopted.展开更多
BACKGROUND mTOR gene is a key component of the PI3K/Akt/mTOR signaling pathway,and its dysregulation is associated with various diseases.Several studies have demonstrated that tea drinking is a protective factor again...BACKGROUND mTOR gene is a key component of the PI3K/Akt/mTOR signaling pathway,and its dysregulation is associated with various diseases.Several studies have demonstrated that tea drinking is a protective factor against tuberculosis(TB).This study was designed to explore five single nucleotide polymorphisms(SNPs)of mTOR in the Han population of China to determine how their interactions with tea drinking affect susceptibility to TB.AIM To investigate if the polymorphisms of mTOR gene and the gene-tea interaction are associated with susceptibility to TB.METHODS In this case-control study,503 patients with TB and 494 healthy controls were enrolled by a stratified sampling method.The cases were newly registered TB patients from the county-level centers for disease control and prevention,and the healthy controls were permanent residents from Xin'ansi Community,Changsha city.Demographic data and environmental exposure information including tea drinking were obtained from the study participants.We genotyped five potentially functional SNP sites(rs2295080,rs2024627,rs1057079,rs12137958,and rs7525957)of mTOR gene and assessed their associations with the risk of TB using logistic regression analysis,and marginal structural linear odds models were used to estimate the gene-environment interactions.RESULTS The frequencies of four SNPs(rs2295080,rs2024627,rs1057079,and rs7525957)were found to be associated with susceptibility to TB(P<0.05).Genotypes GT(OR 1.334),GG(OR 2.224),and GT+GG(OR 1.403)at rs2295080;genotypes CT(OR 1.562)and CT+TT(OR 1.578)at rs2024627,genotypes CT(OR 1.597),CC(OR 2.858),and CT+CC(OR 1.682)at rs1057079;and genotypes CT(OR 1.559)and CT+CC(OR 1.568)at rs7525957 of mTOR gene were significantly more prevalent in TB patients than in healthy controls.The relative excess risk of interaction between the four SNPs(rs2295080,rs2024627,rs1057079,and rs7525957)of mTOR genes and tea drinking were found to be-1.5187(95%CI:-1.9826,-1.0547,P<0.05),-1.8270(95%CI:-2.3587,-1.2952,P<0.05),-2.3246(95%CI:-2.9417,-1.7076,P<0.05)and-0.4235(95%CI:-0.7756,-0.0714,P<0.05),respectively,which suggest negative interactions.CONCLUSION The polymorphisms of mTOR(rs2295080,rs2024627,rs1057079,and rs7525957)are associated with susceptibility to TB,and there is a negative interaction between each of the four SNPs and tea drinking.展开更多
基金This research was supported by the National Natural Science Foundation of China under Grants 71425002,71571179
文摘The systemic importance of a bank is usually measured by its effect on the banking system,conditional on the insolvency of the bank and solvency of other banks.However,banks encounter different kinds of shocks simultaneously in reality.So that,the conditional re-sults give biased estimates of banks'systemic importance when potential risks are ignored.Researchers like Tarashev et al.proposed the Shapley value method to deal with risk in-teractions,but it suffers heavy computational costs.This paper proposes an ANOVA-like decomposition method to measure the systemic importance of banks in more compli-cated and realistic environments,which considers both interactions and individual effects of multiple shocks and provides a more exact estimation of systemic importance.It is found that the method proposed in this paper fits well in the network models.And meanwhile,a discussion between the method proposed in this paper and the Shapley value method is made based on the numerical example,which aims to demonstrate it's the advantages.The Shapley value method requires 2n subsystems,while the ANOVA-like decomposition method requires only n+1 model runs.In the application part,the pro-posed method is adopted to measure the systemic importance of 16 Chinese listed banks.With low computational costs,the model outputs the individual effect,interaction,and total effect of each bank.The results confirm that interactions of different shocks play a significant role in the systemic importance of a bank;thus,the total effect considering interactions should be adopted.
基金the National Natural Science Foundation of China,No.81803298and Hunan Provincial Natural Science Foundation,No.2020JJ4762.
文摘BACKGROUND mTOR gene is a key component of the PI3K/Akt/mTOR signaling pathway,and its dysregulation is associated with various diseases.Several studies have demonstrated that tea drinking is a protective factor against tuberculosis(TB).This study was designed to explore five single nucleotide polymorphisms(SNPs)of mTOR in the Han population of China to determine how their interactions with tea drinking affect susceptibility to TB.AIM To investigate if the polymorphisms of mTOR gene and the gene-tea interaction are associated with susceptibility to TB.METHODS In this case-control study,503 patients with TB and 494 healthy controls were enrolled by a stratified sampling method.The cases were newly registered TB patients from the county-level centers for disease control and prevention,and the healthy controls were permanent residents from Xin'ansi Community,Changsha city.Demographic data and environmental exposure information including tea drinking were obtained from the study participants.We genotyped five potentially functional SNP sites(rs2295080,rs2024627,rs1057079,rs12137958,and rs7525957)of mTOR gene and assessed their associations with the risk of TB using logistic regression analysis,and marginal structural linear odds models were used to estimate the gene-environment interactions.RESULTS The frequencies of four SNPs(rs2295080,rs2024627,rs1057079,and rs7525957)were found to be associated with susceptibility to TB(P<0.05).Genotypes GT(OR 1.334),GG(OR 2.224),and GT+GG(OR 1.403)at rs2295080;genotypes CT(OR 1.562)and CT+TT(OR 1.578)at rs2024627,genotypes CT(OR 1.597),CC(OR 2.858),and CT+CC(OR 1.682)at rs1057079;and genotypes CT(OR 1.559)and CT+CC(OR 1.568)at rs7525957 of mTOR gene were significantly more prevalent in TB patients than in healthy controls.The relative excess risk of interaction between the four SNPs(rs2295080,rs2024627,rs1057079,and rs7525957)of mTOR genes and tea drinking were found to be-1.5187(95%CI:-1.9826,-1.0547,P<0.05),-1.8270(95%CI:-2.3587,-1.2952,P<0.05),-2.3246(95%CI:-2.9417,-1.7076,P<0.05)and-0.4235(95%CI:-0.7756,-0.0714,P<0.05),respectively,which suggest negative interactions.CONCLUSION The polymorphisms of mTOR(rs2295080,rs2024627,rs1057079,and rs7525957)are associated with susceptibility to TB,and there is a negative interaction between each of the four SNPs and tea drinking.
