{"id":"W3165307420","doi":"10.1186/s40854-021-00252-2","title":"Basel III FRTB: data pooling innovation to lower capital charges","year":2021,"lang":"en","type":"article","venue":"Financial Innovation","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"McGill University","funders":"","keywords":"Capital requirement; Pooling; Context (archaeology); Basel III; Basel II; Risk-adjusted return on capital; Capital (architecture); Risk-weighted asset; Asset (computer security); Competition (biology); Economics; Economic capital; Business; Industrial organization; Actuarial science; Computer science; Financial capital; Microeconomics; Computer security; Capital formation; Incentive","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":[0.03920623,0.0009582461,0.0006430865,0.002166991,0.001962848,0.01290248,0.003502034,0.004299157,0.0103176],"category_scores_gemma":[0.03945274,0.0005109833,0.001377415,0.002469446,0.004533438,0.007711153,0.006322319,0.004272948,0.003999311],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.008389548,"about_ca_system_score_gemma":0.02181768,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.03098806,"about_ca_topic_score_gemma":0.01450554,"domain_scores_codex":[0.9549516,0.01048082,0.001941299,0.003636657,0.0253614,0.003628218],"domain_scores_gemma":[0.9642514,0.009071732,0.003444363,0.007590513,0.01362996,0.002012104],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0004568949,0.0002410311,0.007696565,0.0005780183,0.0001183535,0.0008098836,0.001853745,0.0144214,0.005567438,0.539206,0.1284389,0.3006118],"study_design_scores_gemma":[0.0003371782,0.0008512688,0.007743747,0.001390181,0.0001247758,0.001199615,0.0009991141,0.03026089,0.01577425,0.1452885,0.7955881,0.0004424132],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.05573401,0.007677587,0.353055,0.09401823,0.003266706,0.001348564,0.00229176,0.006355939,0.4762522],"genre_scores_gemma":[0.7072911,0.004440561,0.1647294,0.01943906,0.002239322,0.001210008,0.0032295,0.0007609894,0.0966601],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.03920623,"threshold_uncertainty_score":0.2073449,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07975786596806322,"score_gpt":0.27188935122201,"score_spread":0.1921314852539468,"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."}}