MEASURING PORTFOLIO VALUE-AT-RISK BY A COPULA-EVT BASED APPROACH.

FRANCOANGELI EDITORE. MILANO 2005. CATEGORIA: BUSINESS AND ECONOMICS

Visual evaluation of sliced Italian salami by image analysis.

Visual inspection is an important part of quality control not only for manufacturers but also for retailers and consumers. The object of this investigation was to determine fat content in sliced salami by means of image analysis. The image analysis procedure is applied to digital images of sliced Italian salami produced in 16 different salami factories (A – P). The image analysis method described in this work is non-destructive and the necessary equipment is cheap. It extracts directly interpretable parameters of fat particle morphology (e.g. area, roundness) and number of fat particles from 15 digital images for each sample (A – P). The correlations between the fat features extracted from the images with the chemical fat content measured on the samples were also studied. Good relationships were found between the fat particle characteristics measured by image analysis procedure and the percentage of chemically extractable fat by correlation (R2 = 0.75) and PCA analysis

Impact of transglutaminase treatment on properties and in vitro digestibility of white bean (Phaseolus vulgaris L.) flour

Common beans (Phaseolus vulgaris L.) are rich in nutrients and have significant amounts of proteins and complex carbohydrates, besides to be rich in unsaturated fatty acids and dietary fibres. Consumption of beans could be improved by processing them into flour. In this study the effect of microbial transglutaminase (TG) on the structure, physical (colour parameters, moisture, water holding capacity), thermal properties and in vitro digestion of undehulled (WB) and manually dehulled (SB) flour samples from white common beans (P. vulgaris L.) was evaluated. Flour samples were incubated in the absence and presence of TG (WB/TG and SB/TG). We observed that the enzyme is able to catalyse the formation of polymers, suggesting that the proteins occurring in the bean flour act as TG substrates. Microstructure of samples was examined by Scanning Electron Microscopy (SEM), while thermal properties were studied by Differential Scanning Calorimetry. Microstructural results showed that the TG-treated samples possess a more compact structure, made of starch granules surrounded by proteins that, presumably, contain TG-catalysed polymers. Moreover, TG treatment had a major impact on colour, water holding capacity (WHC) and thermal properties. In particular, WB and SB samples presented a darker colour than WB/TG and SB/TG samples, while the latter showed reduced WHC that was only 30% and 37% of WB and SB samples, respectively. The transition enthalpy (ΔH) in the temperature range from 57 to 70 °C (WB, WB/TG) and from 60 to 68 °C (SB, SB/TG) followed the order: WB/TG > WB and SB/TG > WB, respectively. In vitro digestion experiments indicate that the presence of isopeptide bonds decreased the digestibility of TG-treated flour samples

Encapsulated proanthocyanidins as novel ingredients

Proanthocyanidins (OPC) are polyphenolic compounds, derivatives of flavan-3-ol flavonoids. They are abundant in grape seeds and skins, and contribute to most of the polyphenols in red wine. Proanthocyanidins from grape seed have been reported to show various health as well as technological properties. Aim of the study was to investigate the coating efficiency of maltodextrin (MD) in different molecular ratios with arabic gum (AG) on encapsulation of phenolic compounds extracted from grape pomace. The present study was planned to examine the contributions of MD, AG and OPC to the structural architecture of encapsulated OPC by means of scanning electron microscopy (SEM), their encapsulation efficiency and their functionality (antioxidant activity and bioavailability) by spectrophotometric assays and mass spectrometry analysis (MALDI-TOF-MS). The effect of encapsulated OPC on in vitro polyphenol digestibility was also evaluated according to the Infogest protocol. Encapsulated products were obtained by a mild ultrasonication method in controlled conditions based on the phenomenon of acoustic cavitation, and then freeze-dried. The content of coating material had significant (p>0.05) impact on particle morphology of spray-dried suspensions. SEM analysis of samples of AG/MD and AG/MD/OPC were similar and exhibited cracks and sharp edges, but samples with OPC showed a more enclosed structure. Total and Surface phenolic content of microcapsules showed the best encapsulation efficiency for samples with 4% of AG and 12% of MD. MALDI-TOF-MS characterization of encapsulated samples showed integrity of OPC components in the microcapsules with no changes with respect to original OPC. The in vitro digestion experiments showed also that composition and functionality of encapsulated OPC were better preserved along gastrointestinal digestion process. In conclusion, OPC microcapsules could be utilized both as nutraceuticals and additives in various food application

Impact of heat treatments on technological performance of re-milled semolina dough and bread

Re-milled semolina used for bread making is appreciated from consumers for its typical sensory features and nutritional attributes. Fluid bed drying treatment can be applied to semolina to change its bacteriological properties, to prolong shelf life by decreasing the risk of mould development, and to degrade some mycotoxins. The main goal of the present work was to evaluate the impact of heat treatment on structural development of semolina dough during mixing and leavening and on bread characteristics. Semolina was treated with fluidized bed drying at 90°C, 120°C, or 150°C for 5, 15 or 30 min. The heat treatment affected colour, moisture content, and farinograph indices of semolina. Results showed that the use of heat treated re-milled semolina significantly (P <0.05) affected the dough leavening kinetics and bread parameters such as crumb structure and mechanical parameters, in particular for treatment at 150°C for 30 min. On the contrary, after treatment of semolina at 120°C for 30 min, an improvement in the leavening phase of dough and no significant effects on bread quality were observed. Therefore, moderate heat treatment can be applied to semolina without having any negative impact

UN MODELLO INTERNO DI STIMA E DI ALLOCAZIONE DEL CAPITALE A RISCHIO DI UN TIPICO PORTAFOGLIO CREDITI ITALIANO: CONFRONTO CON L'APPROCCIO IRB DI BASILEA II.

L'introduzione e i capitoli 2, 5, 6 e 7 sono stati scritti da A. Di Clemente, mentre i capitoli 3 e 4 sono da attribuirsi a C. Romano