{"id":"W3007686345","doi":"10.15353/rea.v12i3.1698","title":"Value at Risk, Legislative Framework, Crises, and Procyclicality: what goes wrong?","year":2020,"lang":"en","type":"article","venue":"Review of Economic Analysis","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":7,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Legislature; Economics; Stock (firearms); Value at risk; Financial crisis; Incentive; Risk management; Financial economics; Business; Monetary economics; Finance; Macroeconomics; Political science; Engineering; Microeconomics","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":[0.008382431,0.0003332229,0.0009032019,0.002057431,0.0008952087,0.005107985,0.001599097,0.002721714,0.004628731],"category_scores_gemma":[0.0293518,0.0002599541,0.000586012,0.002873458,0.006721783,0.008679871,0.001758326,0.004442572,0.000537335],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001286617,"about_ca_system_score_gemma":0.001956211,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004120318,"about_ca_topic_score_gemma":0.003123925,"domain_scores_codex":[0.9962658,0.001833147,0.0002698823,0.0005313498,0.0008632874,0.0002365365],"domain_scores_gemma":[0.9583647,0.02556433,0.009566141,0.002018568,0.003423013,0.0010633],"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":[0.0001596452,0.000186329,0.04321726,0.0008589059,0.0002210572,0.0003589112,0.001900974,0.002385044,0.0002616891,0.7337276,0.02357738,0.1931452],"study_design_scores_gemma":[0.0000510595,0.0001494638,0.07581834,0.002402412,0.0002110951,0.0005991884,0.005332276,0.005951299,0.0004004997,0.8483458,0.0605776,0.0001610126],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"commentary","genre_gemma":"empirical","genre_scores_codex":[0.2189409,0.2370204,0.02998951,0.4138422,0.00330165,0.00007380215,0.0009559173,0.0001983612,0.09567728],"genre_scores_gemma":[0.9214886,0.05239454,0.003568162,0.01596784,0.003792479,0.00005255447,0.0002559905,0.00006283802,0.002417027],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.008382431,"threshold_uncertainty_score":0.04433101,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.04453376093063253,"score_gpt":0.2669475172316781,"score_spread":0.2224137563010456,"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."}}