{"id":"W2858294449","doi":"10.1515/jbnst-2018-0024","title":"Tail Risk in a Retail Payments System","year":2018,"lang":"en","type":"article","venue":"Jahrbücher für Nationalökonomie und Statistik","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Carleton University; Lakehead University","funders":"","keywords":"Default; Collateral; Payment; Econometrics; Extreme value theory; Maxima; Actuarial science; Position (finance); Economics; Credit risk; Cover (algebra); Business; Statistics; Finance; Mathematics","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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow","insufficient_payload"],"consensus_categories":[],"category_scores_codex":[0.0008277615,0.0002082205,0.0003971461,0.0004703938,0.0002529521,0.000100768,0.0002544739,0.0001632095,0.0008241807],"category_scores_gemma":[0.0004120949,0.0002525015,0.00008606589,0.0005225787,0.0001523398,0.0003027346,0.00005918817,0.0002148991,0.002178577],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0007458604,"about_ca_system_score_gemma":0.00009856688,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001163737,"about_ca_topic_score_gemma":0.001162105,"domain_scores_codex":[0.9980029,0.00003995522,0.0009366288,0.0005565193,0.00009616455,0.0003678111],"domain_scores_gemma":[0.9987122,0.0001810069,0.0005273113,0.0003518842,0.0001213923,0.0001061929],"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":[0.00003053321,0.00008504818,0.3487328,0.00001457341,0.00004616276,0.000003967205,0.000360513,0.00007627334,0.000002336151,0.6413824,0.003899432,0.005365987],"study_design_scores_gemma":[0.001120485,0.00006310186,0.7875103,0.00002415971,0.00001140722,0.000002098685,0.00009874084,0.009959457,0.00001524069,0.03879726,0.1620761,0.0003217101],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7462869,0.002033824,0.06807481,0.0008960321,0.002082967,0.0008629526,0.00408065,0.0001831125,0.1754987],"genre_scores_gemma":[0.9877527,0.00007353126,0.006552123,0.00004520487,0.0004994559,0.00009254352,0.000149953,0.00003710058,0.004797411],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6025851,"threshold_uncertainty_score":0.9999927,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03073344042264066,"score_gpt":0.2694450534431247,"score_spread":0.2387116130204841,"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."}}