Regulatory assessment of the bank market risk: international approaches and Ukrainian practice

The implementation of international standards for the bank risk assessment and market risk, in particular, in Ukrainian banking practice is aimed at achieving common standards for regulating banking activities in different countries. This should help to increase the banking sector stability in Ukraine and, accordingly, increase the interest of foreign investors.The article deals with the methodological approaches to assessing the bank market risk (in particular, SA, IMA and R-SbM approaches) recommended by the Basel Committee on Banking Supervision in terms of standardization and unification of the normative framework of capital requirements for Ukrainian banks. Considering the analysis results, it was determined that the choice and implementation of an optimal approach in the context of Ukrainian banking practice can be carried out in one of two alternative scenarios: 1) a simplified version of a sensitivity based method (R-SbM); and 2) a recalibrated version of the Basel II standardized approach. In this case, the Basel II recalibrated version is more acceptable for use by banks, since it is most relevant to volume and complexity of transactions carried out by Ukrainian banks.The obtained results are aimed at improving the existing methodology for calculating the adequacy ratio of banks' regulatory capital (N2), which currently considers only the needs for credit risk coverage, and at refining the methodology in terms of considering banks' market-risk coverage needs

Evaluation of methods of modeling and formation of experimental allergic encephalomyelitis

Experimental autoimmune (allergic) encephalomyelitis (EAE) induced by intradermal injection of homogenate of the brain, spinal cord and peripheral nerve with Freund’s stimulator, refers to a true autoimmune disease of the nervous syste

Rituximab to treat prolidase deficiency due to a novel pathogenic copy number variation in PEPD

Prolidase deficiency (PD) is a rare autosomal recessive inborn error of immunity caused by biallelic homozygous or compound heterozygous loss-of-function mutations in PEPD, the gene that encodes prolidase. PD typically manifests with variable dysmorphic features, chronic cutaneous ulcers, recurrent infections and autoimmune features, including systemic lupus erythematosus. So far, there is no consensus regarding treatment of PD and its autoimmune manifestations. Here, we present a 28-year-old female patient with PD due to a novel homozygous intragenic deletion in PEPD, diagnosed at the age of 6 years and 7 months with an undifferentiated connective tissue disease that, apart from its very early onset, would be consistent with the diagnosis of Sjögren’s syndrome. Steroids and diverse conventional synthetic disease-modifying antirheumatic drugs failed to control PD-associated vasculitis and mucocutaneous ulcerations and led to infectious complications, including cytomegalovirus colitis. Introduction of rituximab (RTX) treatment in this patient led to sustained recession of mucocutaneous ulceration, enabling tapering of steroids. High interleukin-1β (IL-1β) production by this patient’s monocytes, together with the detection of both IL-1β and interleukin-18 (IL-18) in her serum, suggest enhanced inflammasome activation in PD, whereas the therapeutic efficacy of RTX implies a role for CD20 positive B cells in the complex immunopathogenesis of PD

Progressive Immunodeficiency with Gradual Depletion of B and CD4⁺ T Cells in Immunodeficiency, Centromeric Instability and Facial Anomalies Syndrome 2 (ICF2).

Immunodeficiency, centromeric instability and facial anomalies syndrome 2 (ICF2) is a rare autosomal recessive primary immunodeficiency disorder. So far, 27 patients have been reported. Here, we present three siblings with ICF2 due to a homozygous ZBTB24 gene mutation (c.1222 T>G, p. (Cys408Gly)). Immune deficiency in these patients ranged from late-onset combined immunodeficiency (CID) with severe respiratory tract infections and recurrent shingles to asymptomatic selective antibody deficiency. Evident clinical heterogeneity manifested despite a common genetic background, suggesting the pathogenic relevance of epigenetic modification. Immunological follow-up reveals a previously unidentified gradual depletion of B and CD4+ T cells in all three presented patients with transition of a common variable immunodeficiency (CVID)-like disease to late-onset-CID in one of them. Considering all previously published cases with ICF2, we identify inadequate antibody responses to vaccines and reduction in CD27+ memory B cells as prevalent immunological traits. High mortality among ICF2 patients (20%) together with the progressive course of immunodeficiency suggest that hematopoietic stem cell transplantation (HSCT) should be considered as a treatment option in due time