Introduction: During the COVID-19 pandemic, medical schools needed to redirect students to alternative educational opportunities. The University of Nevada, Reno School of Medicine addressed this issue by forming a partnership with rural counties in northern Nevada to create a multicounty COVID-19 hotline clinical experience. Medical students staffed the hotline and assisted the underserved rural populations of northern Nevada by providing counseling and education via telehealth. With the support of preceptors, students completed screening forms with patients, utilized audio-only physical exam skills and clinical decision making to triage potential patients to the appropriate level of care.
Methods: We utilized retrospective pre- and postassessments to assess medical students' comfort level with several hotline tasks before and after their experience as a hotline volunteer.
Results: Results indicate significant improvements after hotline training and experience in students’ comfort level with answering questions about SARS-CoV-2 (P=.006); screening patients for SARS-CoV-2 (P=.0446); assessing exam findings using audio only format (P=.0429); triaging patients (P=.0103); and addressing financial access to care barriers (P=.0127).
Conclusion: Participation in the multicounty COVID-19 hotline improved students’ comfort levels in all areas, with significant improvement in answering questions about SARS-CoV-2, conducting audio-only exams, screening and triaging patients, and addressing financial barriers to care. Participation allowed students to further hone their clinical skills during a pandemic. This experience can serve as a model for similar projects for other academic institutions to train their medical students while providing outreach, particularly to underserved populations such as rural communities.
In a Constant Maturity Treasury (CMT) swap the exotic leg pays, for a given tenor, the yield-to-maturity computed out of a reference bond curve. This paper introduces a theoretical framework for the modelling of CMT that takes into account default risk of bond issuer. As an application, we obtain, under simple but standard assumptions, analytical convexity corrections for some fundamental payoffs contingent on the CMT.
The Treasury lock is a common pre-hedging derivative strategy the Street offers to their corporate clients. The paper provides a justification of the common practice of booking a short position in the Treasury lock as a forward contract on the underlying benchmark and a short position in the Then-Current Treasury lock as a forward contract on underlying benchmark rolled over the life of the contract.
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