{"id":"W4406609615","doi":"10.1007/s12197-024-09700-y","title":"The impact of monetary policy shocks on banks' systemic risk in canada","year":2025,"lang":"en","type":"article","venue":"Journal of Economics and Finance","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":false,"ca_institutions":"University of Toronto; York University","funders":"York University","keywords":"Systemic risk; Monetary policy; Economics; Monetary economics; Financial system; Business; Macroeconomics; Financial crisis","routes":{"ca_aff":true,"ca_fund":true,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008823077,0.0001144619,0.0004505062,0.0002581055,0.0000838698,0.00003235212,0.0002538552,0.00005271258,0.000003855784],"category_scores_gemma":[0.0001969623,0.00009710189,0.0001218837,0.0002196401,0.00006067841,0.000106004,0.00003098334,0.000201605,9.347599e-7],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001016085,"about_ca_system_score_gemma":0.0008694335,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.3307805,"about_ca_topic_score_gemma":0.1146261,"domain_scores_codex":[0.9984943,0.00002130244,0.001106989,0.0001680304,0.00001742933,0.0001919028],"domain_scores_gemma":[0.9982536,0.0002303822,0.001182456,0.0002656481,0.00004303642,0.00002491009],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00007012527,0.00004086565,0.6940429,0.0000157688,0.00005228392,0.000001176558,0.0001074951,0.1564865,0.000001013163,0.1407121,0.0001923402,0.008277434],"study_design_scores_gemma":[0.0004900764,0.00009517472,0.9139537,0.00006020624,0.000003394261,0.000008841991,0.0000304118,0.03282896,0.000008944456,0.05140926,0.001018985,0.00009200424],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9904749,0.007070918,0.00006219011,0.0004237586,0.0002934778,0.00009867189,0.00009583758,8.345092e-7,0.001479374],"genre_scores_gemma":[0.9865273,0.01327726,0.00004237255,0.00003002385,0.00004794216,0.000001614924,4.71099e-7,0.000006790106,0.00006627064],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.2199108,"threshold_uncertainty_score":0.9015297,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.00864966708521474,"score_gpt":0.211674552100704,"score_spread":0.2030248850154892,"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."}}