Le cas clinique du mois : intoxication accidentelle à dose potentiellement létale d'acide borique

Peer reviewe

Model-based cardiovascular monitoring of acute pulmonary embolism in porcine trials

Introduction: Diagnosis and treatment of cardiac and circulatory dysfunction can be error-prone and relies heavily on clinical intuition and experience. Model-based approaches utilising measurements available in the Intensive care unit (ICU) can provide a clearer physiological picture of a patient’s cardiovascular status to assist medical staff with diagnosis and therapy decisions. This research tests a subject-specific cardiovascular system (CVS) modelling technique on measurements from a porcine model of acute pulmonary embolism (APE). Methods: Measurements were recorded in 5 pig trials, where autologous blood clots were inserted every two hours into the jugular vein to simulate pulmonary emboli. Of these measurements only a minimal set of clinically available or inferable data were used in the identification process (aortic and pulmonary artery pressure, stroke volume, heart rate, global end diastolic volume, and mitral and tricuspid valve closure times). The CVS model was fitted to 46 sets of data taken at 30 minute intervals (t=0, 30, 60, …, 270) during the induction of APE to identify physiological model parameters and their change over time in APE. Model parameters and outputs were compared to experimentally derived metrics and measurements not used in the identification method to validate the accuracy of the model and assess its diagnostic capability. Results: Modelled mean ventricular volumes and maximum ventricular pressures matched measured values with median absolute errors of 4.3% and 4.4%, which are less than experimental measurement noise (~10%). An increase in pulmonary vascular resistance, the main hemodynamic consequence of APE, was identified in all the pigs and related well to experimental values (R=0.68). Detrimental changes in reflex responses, such as decreased right ventricular contractility, were noticed in two pigs that died during the trial, diagnosing the loss of autonomous control. Increases in the ratio of the modelled right to left ventricular end diastolic volumes, signifying the leftward shift of the intra-ventricular septum seen in APE, compared well to the clinically measured index (R=0.88). Conclusions: Subject-specific CVS models can accurately and continuously diagnose and track acute disease dependent cardiovascular changes resulting from APE using readily available measurements. Human trials are underway to clinically validate these animal trial results

Model-based diagnosis of acute pulmonary embolism and septic shock in porcine trials

peer reviewe

A dual thromboxane inhibitor and thromboxane receptor antagonist prevents pig myocardial infarction induced by coronary thrombosis

peer reviewe

An awkward fishing expedition

We report the case of a patient, among a group of five, in a small outbreak of histamine fish poisoning (HFP). The epidemic character of the ailment led us to the correct diagnosis. In this case, the diagnosis was also associated with a Kounis syndrome (KS). Literature concerning this subject is reviewed, reporting recent physiopathological data

The penicillin receptor in Streptomyces

Kinetics and optical studies of Streptomyces DD-carboxypeptidases-transpeptidases led to the conclusion that the donor, acceptor, and penicillin sites on these enzymes are different but not independent and that penicillin acts as a modifier of the conformation of the protein. In the presence of penicillin, the penicillin-sensitive enzymes would be frozen in a conformation that prevents catalytic activity

Quel rôle peut-on imputer aux banques à charte canadiennes dans la transmission des chocs monétaires des années quatre-vingt?

Cette recherche s’inscrit dans la foulée de nombreux travaux entrepris suite aux publications de Bernanke et Blinder (1988, 1992) ayant remis à l’avant-plan le rôle joué par le système bancaire dans la transmission de la politique monétaire. Nous proposons d’examiner la dynamique inhérente à certains postes du bilan des banques à charte canadiennes suite aux mouvement des principaux taux d’intérêt, habituellement jugés révélateurs des conditions monétaires du moment. Pour ce faire, nous avons recours à un modèle VAR hebdomadaire comportant à la fois, des éléments de l’actif et du passif des banques ainsi que les taux de rendement associés à divers instruments financiers. Cependant, dans le but de bien encadrer cette analyse, nous développons un modèle formel du comportement d’une banque où les seuls changements aux postes de son bilan suite aux mouvements de taux d’intérêt sont dictés par des ajustements de portefeuille visant à tirer avantage des écarts se creusant entre ceux-ci. Ce modèle théorique est soumis aux variations de taux d’intérêt issues du modèle empirique VAR. Les mouvements observés aux postes du bilan de cette banque « témoin » fournissent un guide utile permettant d’interpréter de façon éclairée les résultats empiriques obtenus. À cet égard, l’exercice proposé montre qu’il est possible d’établir un parallèle assez étroit entre l’évolution des postes du bilan de la banque hypothétique et celle captée par le modèle VAR et ainsi apporte un certain support à l’approche traditionnelle sur le rôle joué par les banques dans la transmission des chocs monétaires.This paper can be seen as a contribution to a growing literature initiated by Bernanke and Blinder (1988, 1992) which have examined the role played by the banking system in the transmission of monetary policy. We propose to study the dynamic behaviour of the balance sheet of Canadian chartered banks following a shock to some key interest rates which are good indicators of the prevailing monetary conditions. More specifically, we estimate a weekly VAR model which comprises key asset and liabilities elements as well as rates of return on major financial instruments. However, to guide this empirical inquiry, we set up a model of a representative bank which adjusts its balance sheet elements according to the interest rate spreads arising in the financial markets. This theoretical model is then subjected to the same interest rate shocks than those imposed on the VAR model: the adjustments observed in this laboratory will prove quite useful to assess the significance of the empirical results uncovered by the VAR model. Overall, we find that both approaches give rise to quite similar dynamic responses which tends to support the traditional role of the banking sector in the transmission of monetary policy