{"id":"W2040646138","doi":"10.2139/ssrn.974623","title":"Unintended Consequences of the Market Risk Requirement in Banking Regulation","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"ca_institutions":"Bank of Canada","funders":"","keywords":"Business; Unintended consequences; Systemic risk; Bank regulation; Financial system; Financial regulation; Market risk; Actuarial science; Economics; Finance; Financial crisis; Macroeconomics; Political science","routes":{"ca_aff":true,"ca_fund":false,"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":[0.008604347,0.0002864911,0.0009773471,0.0006369806,0.001036668,0.004170474,0.001133631,0.004643955,0.005776797],"category_scores_gemma":[0.04583152,0.0004772264,0.0007167793,0.0004722839,0.004107052,0.004426123,0.002005265,0.005817038,0.0006608303],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001126695,"about_ca_system_score_gemma":0.001545152,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00159405,"about_ca_topic_score_gemma":0.001572586,"domain_scores_codex":[0.9954653,0.001513154,0.0004471115,0.0006816661,0.001202474,0.0006903113],"domain_scores_gemma":[0.9454696,0.03395753,0.009058645,0.007348699,0.003235526,0.0009299963],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0005066136,0.0002046396,0.01576435,0.00009538602,0.0001141705,0.0006949413,0.0006006007,0.01830021,0.002183658,0.9375322,0.004204331,0.01979891],"study_design_scores_gemma":[0.00008283345,0.0000988921,0.01027194,0.00003834827,0.00007772552,0.0002499517,0.0002512485,0.0205303,0.00183823,0.9643937,0.002109719,0.00005717975],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7580836,0.001668909,0.08745527,0.04341505,0.0006620517,0.00007686524,0.0005515516,0.0003570774,0.1077298],"genre_scores_gemma":[0.9958539,0.0001258968,0.001028206,0.0006710608,0.0001539973,0.00001500103,0.00001726522,0.00001717562,0.002117517],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008604347,"threshold_uncertainty_score":0.04550469,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.012216841342153,"score_gpt":0.2218371688632386,"score_spread":0.2096203275210856,"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."}}