{"id":"W1593726333","doi":"10.34989/sdp-2010-14","title":"Losses from Simulated Defaults in Canada's Large Value Transfer System","year":2021,"lang":"en","type":"preprint","venue":"Econstor (Econstor)","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Default; Collateral; Payment; Transfer (computing); Transfer payment; Business; Value (mathematics); Economics; Actuarial science; Monetary economics; Finance; Computer science; Mathematics; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":true,"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":[0.001569189,0.0006463909,0.0009434206,0.0009379543,0.001421481,0.001383914,0.001931414,0.001809837,0.004817311],"category_scores_gemma":[0.007734085,0.0003804383,0.0005724156,0.001221246,0.001376368,0.0008892624,0.001120661,0.001829387,0.0002885528],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.01326325,"about_ca_system_score_gemma":0.005265818,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.7662717,"about_ca_topic_score_gemma":0.6605967,"domain_scores_codex":[0.9992736,0.0001442677,0.00002994982,0.00007166489,0.0001490635,0.0003315471],"domain_scores_gemma":[0.994389,0.00272003,0.0004284294,0.0002819791,0.001397585,0.0007829564],"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":[0.000825064,0.000315233,0.01840356,0.00005251159,0.00004496552,0.000454229,0.0001859317,0.9590843,0.0007088038,0.007682207,0.008175853,0.004067278],"study_design_scores_gemma":[0.0003373887,0.0001611416,0.01573607,0.00002329166,0.00003608697,0.00005967119,0.000533457,0.977279,0.0005786004,0.003630104,0.001569047,0.00005616538],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9867393,0.0001586858,0.001299739,0.0007342973,0.00003007783,0.00006827541,0.002275749,0.0001492614,0.008544607],"genre_scores_gemma":[0.9963385,0.00007424125,0.0005540409,0.00005590194,0.000003520787,0.00002035854,0.0008282996,0.00001957391,0.002105538],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2337283,"threshold_uncertainty_score":0.4702095,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01553735784938837,"score_gpt":0.2029373775023488,"score_spread":0.1874000196529604,"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."}}