{"id":"W3124947441","doi":"10.34989/swp-2006-17","title":"Risk-Cost Frontier and Collateral Valuation in Securities Settlement Systems for Extreme Market Events","year":2021,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Bank of Canada","funders":"","keywords":"Collateral; Valuation (finance); Frontier; Business; Actuarial science; Asset (computer security); Settlement (finance); Financial economics; Economics; Finance; Geography; Computer 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":[0.004787145,0.000919149,0.001195371,0.001980512,0.0005555358,0.002960286,0.0008576371,0.001367114,0.004050408],"category_scores_gemma":[0.02531722,0.0004502604,0.001087419,0.001409207,0.002411799,0.004758728,0.001642396,0.001830127,0.0003404654],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001580878,"about_ca_system_score_gemma":0.0004332276,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0006817699,"about_ca_topic_score_gemma":0.0002705715,"domain_scores_codex":[0.9983156,0.0009250019,0.00008143848,0.0001551246,0.0003782526,0.000144733],"domain_scores_gemma":[0.9869308,0.01024979,0.001081967,0.0007140056,0.0007258013,0.000297614],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00006982257,0.00004826723,0.001505286,0.00009190459,0.00004025224,0.0002097105,0.0001946793,0.4176938,0.001408428,0.5572638,0.0009838,0.02049011],"study_design_scores_gemma":[0.000009969301,0.00005183394,0.0008461756,0.00003953026,0.00001237147,0.0001011113,0.00005882132,0.6030842,0.0005326085,0.3944107,0.0008291885,0.00002338349],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.09016711,0.0007734344,0.8987596,0.0005161449,0.00003491037,0.00005054331,0.00009109716,0.00009261906,0.009514544],"genre_scores_gemma":[0.9368836,0.000717019,0.05912429,0.00004335463,0.00005826502,0.00006213338,0.0001341749,0.0000738378,0.002903217],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.004787145,"threshold_uncertainty_score":0.02531713,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.05710587030145478,"score_gpt":0.2859439912839709,"score_spread":0.2288381209825161,"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."}}