{"id":"W2180143153","doi":"10.19030/iber.v6i7.3380","title":"The Informational Content Of The VaR Measures Associated With The Trading Activities Of Canadian Banks","year":2011,"lang":"en","type":"article","venue":"International Business & Economics Research Journal (IBER)","topic":"Risk Management in Financial Firms","field":"Business, Management and Accounting","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"Université de Sherbrooke","funders":"Université de Sherbrooke","keywords":"Shareholder; Equity (law); Business; Position (finance); Liberian dollar; Sample (material); Financial market; Market risk; Economics; Monetary economics; Finance; Accounting; Financial system","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002865877,0.0001418999,0.0001768547,0.0007932967,0.0008791456,0.0005559627,0.00164773,0.00005528897,0.0001437727],"category_scores_gemma":[0.0008841721,0.00007553957,0.0001109361,0.0007996882,0.0005003674,0.00157393,0.0002514372,0.0004773513,0.0000119146],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0003014453,"about_ca_system_score_gemma":0.0004018943,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.02365281,"about_ca_topic_score_gemma":0.05461304,"domain_scores_codex":[0.9981954,0.00005868342,0.0005316571,0.0001217804,0.0007151018,0.0003773572],"domain_scores_gemma":[0.9966685,0.0003555153,0.0007590564,0.0002417593,0.001949146,0.0000260459],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0009599146,0.0003049458,0.1778246,0.00009221145,0.002049614,0.00001964349,0.002856874,0.004460439,0.0004015235,0.7431858,0.03114684,0.0366976],"study_design_scores_gemma":[0.0007063954,0.00001864631,0.8648139,0.0002094667,0.00004343167,0.00001592253,0.002230688,0.002597376,0.0002990859,0.01258698,0.1162849,0.0001932074],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9232172,0.00007283596,0.00007483803,0.01205696,0.000958298,0.0003563395,0.00002505604,0.000007965407,0.06323051],"genre_scores_gemma":[0.998347,0.0002727718,0.00002084169,0.0002989579,0.0004042216,0.00002027491,0.000007938879,0.00001932031,0.0006086963],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7305987,"threshold_uncertainty_score":0.9828488,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1348850208029291,"score_gpt":0.2534853246113096,"score_spread":0.1186003038083805,"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."}}