{"id":"W3127064950","doi":"10.3390/jrfm14020073","title":"Diversification Can Control Probability of Default or Risk, but Not Both","year":2021,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Diversification (marketing strategy); Ask price; Coherent risk measure; Actuarial science; Risk management; Systemic risk; Probability of default; Loss given default; Economics; Perspective (graphical); Econometrics; Value at risk; Business; Financial crisis; Credit risk; Computer science; Microeconomics; Marketing; Finance; Capital requirement","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":[0.005286966,0.0009446982,0.0009806047,0.0009143284,0.0007935219,0.004050045,0.001328442,0.003317598,0.005921122],"category_scores_gemma":[0.03350271,0.0004618171,0.000866392,0.0009554902,0.004584924,0.007542821,0.002866635,0.002884521,0.0007587441],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001227372,"about_ca_system_score_gemma":0.001205147,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001458539,"about_ca_topic_score_gemma":0.0007697879,"domain_scores_codex":[0.997161,0.0009797264,0.000183781,0.0009195453,0.000418066,0.0003378508],"domain_scores_gemma":[0.96469,0.02175682,0.007764771,0.002923651,0.001387369,0.001477348],"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":[0.000309148,0.0001832526,0.02324961,0.000310949,0.0003327854,0.0004304221,0.0008865501,0.042151,0.008451586,0.8634622,0.003272694,0.05695978],"study_design_scores_gemma":[0.0000582437,0.000191847,0.01676807,0.0001414305,0.0001549922,0.0003716814,0.0003162582,0.02822157,0.001461504,0.943598,0.008617373,0.00009904337],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3836991,0.009625902,0.4670357,0.02254051,0.0005119254,0.0001274874,0.000678685,0.0006105835,0.1151702],"genre_scores_gemma":[0.9883051,0.001256146,0.007131278,0.0005390333,0.0001947325,0.00003928642,0.0000532686,0.00005001498,0.002431075],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.005921122,"threshold_uncertainty_score":0.02796048,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01640933444715191,"score_gpt":0.2064510728964499,"score_spread":0.190041738449298,"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."}}