{"id":"W1566215333","doi":"10.2139/ssrn.905279","title":"Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events","year":2006,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":false,"ca_institutions":"Simon Fraser University; Bank of Canada","funders":"Social Sciences and Humanities Research Council of Canada; Natural Sciences and Engineering Research Council of Canada","keywords":"Collateral; Valuation (finance); Download; Frontier; Business; Settlement (finance); Actuarial science; Computer science; Finance; World Wide Web; Political science; Law","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.005277886,0.0006622649,0.001345029,0.001433678,0.0006181055,0.003822281,0.0009699165,0.001584034,0.00505779],"category_scores_gemma":[0.02916775,0.0004934119,0.0006663451,0.001138445,0.001631343,0.005030984,0.001307655,0.001320374,0.0003132668],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001361432,"about_ca_system_score_gemma":0.0006954495,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001423383,"about_ca_topic_score_gemma":0.0008675597,"domain_scores_codex":[0.99892,0.0005449508,0.00008723982,0.0001207433,0.0001821933,0.0001448282],"domain_scores_gemma":[0.9865721,0.01039444,0.001188714,0.0004397277,0.0009422266,0.0004627358],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001779091,0.00006472647,0.003326595,0.00007475478,0.00003339168,0.0003267762,0.0002762064,0.6569864,0.001132245,0.3203827,0.00105589,0.01616239],"study_design_scores_gemma":[0.00001092834,0.0000298759,0.0008581036,0.0000145494,0.000009828931,0.00005581383,0.00006112641,0.8995797,0.0002069318,0.09900506,0.0001546328,0.00001345496],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.438255,0.0007204545,0.5509694,0.0007382989,0.0000370313,0.00008736204,0.0001910774,0.0001589137,0.008842511],"genre_scores_gemma":[0.9906548,0.0001740257,0.007330065,0.00001031633,0.00001877247,0.00002053135,0.00008060473,0.0000220799,0.001688739],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005277886,"threshold_uncertainty_score":0.0279125,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01520674991989408,"score_gpt":0.2068272515423546,"score_spread":0.1916205016224605,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}