{"id":"W3126063987","doi":"","title":"Do banks overstate their Value-at-Risk?","year":2008,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Simon Fraser University","funders":"","keywords":"Diversification (marketing strategy); Conservatism; Value at risk; Actuarial science; Sample (material); Risk management; Economics; Profit (economics); Econometrics; Value (mathematics); Business; Statistics; Finance; Mathematics; Marketing; Political science","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007883794,0.0001483327,0.0004602412,0.001261479,0.0006467843,0.002863631,0.0005367622,0.0009130404,0.001826216],"category_scores_gemma":[0.05845996,0.0002674114,0.0001989923,0.001980725,0.001387463,0.002395819,0.0009411353,0.001047921,0.0005670024],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001243777,"about_ca_system_score_gemma":0.001049146,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009516649,"about_ca_topic_score_gemma":0.01283779,"domain_scores_codex":[0.9962625,0.0009175316,0.0004609003,0.0006179789,0.001295961,0.0004451579],"domain_scores_gemma":[0.8762879,0.02936507,0.07524615,0.008654298,0.007964183,0.002482413],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001973772,0.00005287462,0.9445548,0.0000353257,0.00007919259,0.0001073388,0.001934959,0.001438058,0.0006085318,0.002906791,0.001857762,0.04622695],"study_design_scores_gemma":[0.00001723268,0.00009097468,0.9800174,0.00006016317,0.00005651775,0.0002364076,0.002108993,0.004362097,0.0007453509,0.008161715,0.004100959,0.00004224982],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9897286,0.0005038762,0.002004342,0.002217007,0.00001581219,0.00001590016,0.0002726688,0.00004198246,0.005199776],"genre_scores_gemma":[0.9991031,0.0001321618,0.0002036662,0.0001914384,0.00002004189,0.000004133026,0.00007502528,0.000003417526,0.0002671684],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009516649,"threshold_uncertainty_score":0.04169393,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0527433083725464,"score_gpt":0.2847009755014092,"score_spread":0.2319576671288628,"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."}}