{"id":"W2149754599","doi":"10.5267/j.msl.2012.08.020","title":"Measuring the risk of an Iranian banking system using Value at Risk (VaR) Model","year":2012,"lang":"en","type":"article","venue":"Management Science Letters","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Value (mathematics); Value at risk; Business; Operational risk; Risk model; Econometrics; Actuarial science; Risk management; Risk analysis (engineering); Computer science; Statistics; Economics; Finance; Mathematics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001779426,0.0005654611,0.0005055785,0.00109724,0.0003336724,0.001508268,0.0007703288,0.0008326081,0.0008037894],"category_scores_gemma":[0.004638853,0.0002205071,0.0006412196,0.0007174836,0.0005091293,0.001596997,0.0006550627,0.0008495054,0.0001254689],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0008533664,"about_ca_system_score_gemma":0.0007427739,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.006175641,"about_ca_topic_score_gemma":0.002956089,"domain_scores_codex":[0.9989942,0.0004139744,0.00005596419,0.0001784167,0.0002041883,0.0001532117],"domain_scores_gemma":[0.9976477,0.001272492,0.0006307212,0.000100744,0.0002625049,0.0000858672],"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":[0.0002646614,0.0002474386,0.2068709,0.0001131493,0.0004164628,0.0005240728,0.0004405499,0.7294663,0.003141293,0.0236982,0.00160193,0.03321514],"study_design_scores_gemma":[0.000008407911,0.0001238413,0.02457687,0.00001505156,0.00005881331,0.0001364041,0.0001504768,0.9655393,0.0005403118,0.008484266,0.0003383147,0.0000280292],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9060012,0.000524068,0.08966912,0.0006300089,0.0000294461,0.00004150064,0.0001832895,0.00009200298,0.002829214],"genre_scores_gemma":[0.9958605,0.0001663849,0.003501696,0.00001706328,0.00001640649,0.00001244755,0.00008380708,0.000003994229,0.0003377149],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.006175641,"threshold_uncertainty_score":0.01227939,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0380833081089685,"score_gpt":0.2101311751578139,"score_spread":0.1720478670488454,"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."}}