Sequencing of SARS-CoV-2 RNA Fragments in Wastewater Detects the Spread of New Variants during Major Events

The sequencing of SARS-CoV-2 RNA in wastewater is an unbiased method to detect the spread of emerging variants and to track regional infection dynamics, which is especially useful in case of limited testing and clinical sequencing. To test how major international events influence the spread of new variants we have sequenced SARS-CoV-2 RNA in the wastewater samples of Davos, Landquart, Lostallo, and St. Moritz in the Swiss canton of Grisons in the time around the international sports competitions in Davos and St. Moritz in December 2021, and additionally in May 2022 and January 2023 in Davos and St. Moritz during the World Economic Forum (WEF) in Davos. The prevalence of the variants identified from the wastewater sequencing data showed that the Omicron variant BA.1 had spread in Davos and St. Moritz during the international sporting events hosted there in December 2021. This spread was associated with an increase in case numbers, while it was not observed in Landquart and Lostallo. Another instance of new variant spread occurred during the WEF in January 2023, when the Omicron variant BA.2.75 arrived in Davos but not in St. Moritz. We can therefore conclude that major international events promote the spread of new variants in the respective host region, which has important implications for the protective measures that should be taken

Differential predictors for alcohol use in adolescents as a function of familial risk

Abstract: Traditional models of future alcohol use in adolescents have used variable-centered approaches, predicting alcohol use from a set of variables across entire samples or populations. Following the proposition that predictive factors may vary in adolescents as a function of family history, we used a two-pronged approach by first defining clusters of familial risk, followed by prediction analyses within each cluster. Thus, for the first time in adolescents, we tested whether adolescents with a family history of drug abuse exhibit a set of predictors different from adolescents without a family history. We apply this approach to a genetic risk score and individual differences in personality, cognition, behavior (risk-taking and discounting) substance use behavior at age 14, life events, and functional brain imaging, to predict scores on the alcohol use disorders identification test (AUDIT) at age 14 and 16 in a sample of adolescents (N = 1659 at baseline, N = 1327 at follow-up) from the IMAGEN cohort, a longitudinal community-based cohort of adolescents. In the absence of familial risk (n = 616), individual differences in baseline drinking, personality measures (extraversion, negative thinking), discounting behaviors, life events, and ventral striatal activation during reward anticipation were significantly associated with future AUDIT scores, while the overall model explained 22% of the variance in future AUDIT. In the presence of familial risk (n = 711), drinking behavior at age 14, personality measures (extraversion, impulsivity), behavioral risk-taking, and life events were significantly associated with future AUDIT scores, explaining 20.1% of the overall variance. Results suggest that individual differences in personality, cognition, life events, brain function, and drinking behavior contribute differentially to the prediction of future alcohol misuse. This approach may inform more individualized preventive interventions

Differential predictors for alcohol use in adolescents as a function of familial risk

Abstract: Traditional models of future alcohol use in adolescents have used variable-centered approaches, predicting alcohol use from a set of variables across entire samples or populations. Following the proposition that predictive factors may vary in adolescents as a function of family history, we used a two-pronged approach by first defining clusters of familial risk, followed by prediction analyses within each cluster. Thus, for the first time in adolescents, we tested whether adolescents with a family history of drug abuse exhibit a set of predictors different from adolescents without a family history. We apply this approach to a genetic risk score and individual differences in personality, cognition, behavior (risk-taking and discounting) substance use behavior at age 14, life events, and functional brain imaging, to predict scores on the alcohol use disorders identification test (AUDIT) at age 14 and 16 in a sample of adolescents (N = 1659 at baseline, N = 1327 at follow-up) from the IMAGEN cohort, a longitudinal community-based cohort of adolescents. In the absence of familial risk (n = 616), individual differences in baseline drinking, personality measures (extraversion, negative thinking), discounting behaviors, life events, and ventral striatal activation during reward anticipation were significantly associated with future AUDIT scores, while the overall model explained 22% of the variance in future AUDIT. In the presence of familial risk (n = 711), drinking behavior at age 14, personality measures (extraversion, impulsivity), behavioral risk-taking, and life events were significantly associated with future AUDIT scores, explaining 20.1% of the overall variance. Results suggest that individual differences in personality, cognition, life events, brain function, and drinking behavior contribute differentially to the prediction of future alcohol misuse. This approach may inform more individualized preventive interventions

Die Duration – eine geeignete Kennzahl für die Steuerung von Zinsänderungsrisiken in Kreditistituten? (Teil I)

Die Duration – eine geeignete Kennzahl für die Steuerung von Zinsänderungsrisiken in Kreditinstituten? (Teil I) Der vorliegende Beitrag, dessen zweiter Teil in Heft 4/1989 erscheint, befaßt sich mit der Frage, inwieweit das Duration-Konzept in seiner auf das Reinvermögen von Kreditinstituten bezogenen Form für eine Kontrolle des Zinsänderungsrisikos geeignet ist. Dabei erfolgt keine Fortsetzung der Diskussion um die Stärken und Schwächen dieses Konzeptes auf theoretischer Ebene. Es wird vielmehr im Rahmen eines Simulationsmodells auf der Grundlage empirischer Zinsdaten für den Zeitraum von 1972 bis 1986 die Qualität verschiedener Duration-Ansätze für die Risikosteuerung zu beurteilen versucht. Bei den Simulationsrechnungen zeigen sich eine Reihe bemerkenswerter Ergebnisse. So besitzt das durch einen aktiven Festzinsüberhang gekennzeichnete Institut im Gegensatz zur weit verbreiteten Meinung weder ein Zinsüberschußrisiko bei steigenden Zinsen noch eine Zinsüberschußchance bei sinkenden Zinsen. Vielmehr führen hier die im Vergleich zu den Passivkonditionen weitaus volatileren Aktivkonditionen dazu, daß trotz des geringeren Volumens der zinsvariablen Aktiva die Zinserträge stärker auf Marktzinsänderungen reagieren als die Zinsaufwendungen. Bei der Analyse der Steuerungsergebnisse zeigt sich zum einen, daß die auf eine sofortige Absicherung des Reinvermögens gerichtete Steuerungsgröße "Barreinvermögen" für eine Steuerung des Reinvermögenswertes im Planungshorizont gänzlich ungeeignet ist. Desweiteren machen die auf der Grundlage der Steuerungsgröße "Endreinvermögen" durchgeführten Simulationsrechnungen deutlich, daß die Annahme einheitlicher Zinsänderungen zu Steuerungsfehlern führt, die in ihrer Grö- Benordnung nicht mehr akzeptabel sind. Mit der Berücksichtigung der laufzeitspezifischen Renditeschwankungen auf dem Kapitalmarkt konnten teilweise zwar bessere, insgesamt jedoch keineswegs zufriedenstellende Steuerungsergebnisse erzielt werden. So ist als wesentliches Ergebnis festzuhalten, daß die Beschreibung des unterschiedlichen Änderungsverhaltens der einzelnen Bankzinssätze für die Steuerung des Zinsänderungsrisikos in Kreditinstituten eine unabdingbare Voraussetzung darstellt. In der Zukunft wird es dabei vor allem darauf ankommen, das empirisch beobachtbare Änderungsverhalten für jede einzelne Geschäftsposition zu analysieren und die gewonnenen Erkenntnisse bei der Kontrolle des Zinsänderungsrisikos positionsspezifisch zu berücksichtigen.The Duration-Based Concept – A Meaningful Approach to Managing Banking Institutions' Risk of Interest Changes? (Part I) This is the first part of a contribution to be followed by another one in the 4/1989 edition of this publication that discusses the extent to which the duration-based concept in its net assets-related form is a meaningful approach to managing banking institutions' risk of interest rate variations. This discussion is, however, no continuation of the theoretical assessment of that concept's pros and cons. It rather attempts, with the help of a simulation model based on empirical interest rate data compiled for the period 1972/1986, to analyze the quality of various duration-based approaches to risk management. The simulation runs have produced a number of remarkable results: contrary to the wide-spread opinion, bankinginstitutions, for instance, that are characterized by fixed-interest lending surpluses neither run any risk in respect of their net interest income when interest rates go up nor do they have any opportunity in respect of the net interest they earn when interest rates go down. It is rather a fact that lending terms, much more volatile here than borrowing terms, lead to a much stronger response to market interest rate variations by interest earned compared to interest due in spite of the smaller volume of interest-variable assets. An analysis of results shows on the one hand that "net cash assets" as a management quantity are, since they are aimed at immediate hedging of net assets, inappropriate for managing net assets within the planning horizon. Moreover, the simulation runs based on the management quantity of "ultimate net assets" make it clear on the other hand that the assumption of uniform interest rate variations result in management mistakes of a dimension that are no longer acceptable. By taking account of maturity-specific yield fluctuations on the capital market, it has been possible to obtain management results that are – it is true – partially better, but in no way satisfactory overall. So, it should be noted as a major result that the description of changes in the behaviour of banks' individual interest rates is indispensable to managing banking institutions' interest rate variation risk. It will therefore be a matter of prominent importance in future to analyze the empirically ascertained behavioural changes in respect of anyone business position and to take account of the data obtained in managing position-specific interest rate variation risks

Die Duration – eine geeignete Kennzahl für die Steuerung von Zinsänderungsrisiken in Kreditinstituten? (Teil II)

Die Duration – eine geeignete Kennzahl für die Steuerung von Zinsänderungsrisiken in Kreditinstituten? (Teil II) Der vorliegende Beitrag, dessen erster Teil in Heft 3/1989 erschienen ist, befaßt sich mit der Frage, inwieweit das Duration-Konzept in seiner auf das Reinvermögen von Kreditinstituten bezogenen Form für eine Kontrolle des Zinsänderungsrisikos geeignet ist. Dabei erfolgt keine Fortsetzung der Diskussion um die Stärken und Schwächen dieses Konzeptes auf theoretischer Ebene. Es wird vielmehr im Rahmen eines Simulationsmodells auf der Grundlage empirischer Zinsdaten für den Zeitraum von 1972 bis 1986 die Qualität verschiedener Duration-Ansätze für die Risikosteuerung zu beurteilen versucht. Bei den Simulationsrechnungen zeigen sich eine Reihe bemerkenswerter Ergebnisse. So besitzt das durch einen aktiven Festzinsüberhang gekennzeichnete Institut im Gegensatz zur weit verbreiteten Meinung weder ein Zinsüberschußrisiko bei steigenden Zinsen noch eine Zinsüberschußchance bei sinkenden Zinsen. Vielmehr führen hier die im Vergleich zu den Passivkonditionen weitaus volatileren Aktivkonditionen dazu, daß trotz des geringeren Volumens der zinsvariablen Aktiva die Zinserträge stärker auf Marktzinsänderungen reagieren als die Zinsaufwendungen. Bei der Analyse der Steuerungsergebnisse zeigt sich zum einen, daß die auf eine sofortige Absicherung des Reinvermögens gerichtete Steuerungsgröße "Barreinvermögen" für eine Steuerung des Reinvermögenswertes im Planungshorizont gänzlich ungeeignet ist. Desweiteren machen die auf der Grundlage der Steuerungsgröße "Endreinvermögen" durchgeführten Simulationsrechnungen deutlich, daß die Annahme einheitlicher Zinsänderungen zu Steuerungsfehlern führt, die in ihrer Größenordnung nicht mehr akzeptabel sind. Mit der Berücksichtigung der laufzeitspezifischen Renditeschwankungen auf dem Kapitalmarkt konnten teilweise zwar bessere, insgesamt jedoch keineswegs zufriedenstellende Steuerungsergebnisse erzielt werden. So ist als wesentliches Ergebnis festzuhalten, daß die Beschreibung des unterschiedlichen Änderungsverhaltens der einzelnen Bankzinssätze für die Steuerung des Zinsänderungsrisikos in Kreditinstituten eine unabdingbare Voraussetzung darstellt. In der Zukunft wird es dabei vor allem darauf ankommen, das empirisch beobachtbare Änderungsverhalten für jede einzelne Geschäftsposition zu analysieren und die gewonnenen Erkenntnisse bei der Kontrolle des Zinsänderungsrisikos positionsspezifisch zu berücksichtigenThe Duration-Based Concept – A Meaningful Approach to Managing Banking Institutions' Risk of Interest Changes? (Part II) This is the second part of a contribution that discusses the extent to which the duration- based concept.in its net assets-related form is a meaningful approach to managing banking institutions' risk of interest rate variations. This discussion is, however, no continuation of the theoretical assessment of that concept's pros and cons. It rather attempts, with the help of a simulation model based on empirical interest rate data compiled for the period 1972/1986, to analyze the quality of various duration-based approaches to risk management. The simulation runs have produced a number of remarkable results: contrary to the wide-spread opinion, bankinginstitutions, for instance, that are characterized by fixed-interest lending surpluses neither run any risk in respect of their net interest income when interest rates go up nor do they have any opportunity in respect of the net interest they earn when interest rates go down. It is rather a fact that lending terms, much more volatile here than borrowing terms, lead to a much stronger response to market interest rate variations by interest earned compared to interest due in spite of the smaller volume of interest-variable assets. An analysis of results shows on the one hand that "net cash assets" as a management quantity are, since they are aimed at immediate hedging of net assets, inappropriate for managing net assets within the planning horizon. Moreover, the simulation runs based on the management quantity of "ultimate net assets" make it clear on the other hand that the assumption of uniform interest rate variations result in management mistakes of a dimension that are no longer acceptable. By taking account of maturity-specific yield fluctuations on the capital market, it has been possible to obtain management results that are – it is true – partially better, but in no way satisfactory overall. So, it should be noted as a major result that the description of changes in the behaviour of banks' individual interest rates is indispensable to managing banking institutions' interest rate variation risk. It will therefore be a matter of prominent importance in future to analyze the empirically ascertained behavioural changes in respect of anyone business position and to take account of the data obtained in managing position-specific interest rate variation ris

Analysis of the effects of air polishing powders containing sodium bicarbonate and glycine on human teeth

Objectives: The aim of this study was an analysis of the root surface roughness caused by air polishing powders containing sodium bicarbonate or glycine. Methods: The roots of human molars were sectioned into dentin discs and irradiated with three different powders: (A) sodium bicarbonate (dv50 = 62μm), (B) glycine (dv50 = 49μm) and (C) glycine (dv50 = 21μm). Standardized conditions in terms of instrumentation time (5 and 10s), pressure (1.8bar), distance (2 and 5mm) and angulation (45° and 90°) were applied. Surface roughness (DIN EN ISO 4287:1998) of the probes was analysed by means of the surface profile values "Pa” and "Pt” and the surface roughness value "Rz”. The effect of treatment (treated vs. untreated) was studied on each disc. Geometric mean ratios (GMRs) from mixed effects models and confidence intervals (95% CI) were calculated. Results: For Pa, the comparison revealed significant differences between powders A and B (GMR 3.57, 95% CI 2.87-4.43, p < 0.001) and powders A and C (GMR 2.72, 95% CI 2.20-3.37, p < 0.001) for the overall effects. With respect to Pt, significant differences occurred between powders A and B (GMR 2.49, 95% CI 2.11-2.94, p < 0.001) and powders A and C (GMR 2.39, 95% CI 2.03-2.82, p < 0.001). Between powders B and C, there were no significant differences for Pa, Rz and Pt. Conclusion: Air polishing powders containing glycine caused significantly less alterations on human root surfaces compared to powders containing sodium bicarbonate. Clinical significance: Powders containing glycine caused a significantly lower increase in root surface roughness compared to those containing sodium bicarbonate. Powders containing sodium bicarbonate may not be indicated for root surface treatment