MétaCan
Menu
Back to cohort
Record W2184313206

FLOATING MARGIN RATES S&P/TSX 60 BASKET OF INDEX SECURITIES AND INDEX PARTICIPATION UNITS

2005· article· en· W2184313206 on OpenAlexaboutno aff
Jacques Tanguay

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsIndex (typography)Margin (machine learning)Volatility (finance)Floating interest rateCapitalization-weighted indexEconomicsEconometricsStock market indexInterest rateMonetary economicsComputer scienceHistory
DOInot available

Abstract

fetched live from OpenAlex

Paragraph k) of article 9001 of the Rules of Bourse de Montreal Inc. (the Bourse) provides for a monitoring and adjustment mechanism of the floating margin rates that are applicable to index securities baskets or index participation units when the volatility of the closing prices of the index exceeds the margin rate set for such index. If the volatility of an index exceeds the floating margin rate that has been established for such index, the floating margin rate is then adjusted consequently for a minimum of twenty (20) working days from the date on which the approved participants are advised of such an adjustment. At the end of this twenty (20) working days period, the floating margin rate is then readjusted at a lower level if regulatory margin intervals calculations indicate a reduction of these intervals. In reason of the recent volatility of the S&P/TSX 60 index, it is necessary to increase the floating margin rate applicable to baskets of index securities and index participation units related to the S&P/TSX 60 index. This new floating margin rate is effective immediately for a minimal period of twenty (20) working days as mentioned above and it replaces those which had been established in circular no. 144-2005 published by the Bourse on October 5, 2005.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.324
Threshold uncertainty score0.482

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.030
GPT teacher head0.234
Teacher spread0.203 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2005
Admission routes1
Has abstractyes

Explore more

Same topicInsurance and Financial Risk ManagementFrench-language works237,207