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Record W2305832485 · doi:10.12735/jfe.v3i3p89

Stress Testing the Greek Banking System

2015· article· en· W2305832485 on OpenAlexvenueno aff
Kyriaki Kosmidou, Κωνσταντίνος Μουτσιάνας

Bibliographic record

VenueJournal of Finance & Economics · 2015
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
Fundersnot available
KeywordsFinancial systemStress testing (software)Financial stabilityBusinessContext (archaeology)Systemic riskCredit riskMacroFinancial crisisEconomic stabilityMonetary economicsEconomicsFinanceMacroeconomicsGeography

Abstract

fetched live from OpenAlex

The financial stability and smooth function of the financial system constitute issues of high interest, particularly after the outbreak of financial crises. The current crisis generally proved that dysfunctions in the banking system cause systemic risk and turbulence in the economic environment and vice versa; the deterioration of the macroeconomic environment affects financial institutions. Our study has two objectives: the first is to identifying the effects of the macroeconomic environment on the smooth functioning of the Greek banking system and, specifically, to what extent the deterioration of economic conditions affects the credit risk of Greek banks. The second objective is to developing a macro stress-testing framework to assess the stability of the Greek banking system and the credit risk of Greek banks in particular in the context of a hypothetical deterioration of the macroeconomic environment.

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)0.003
metaresearch head score (Gemma)0.001
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 score0.206
Threshold uncertainty score0.664

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0030.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
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 head0.057
GPT teacher head0.228
Teacher spread0.171 · 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

Citations22
Published2015
Admission routes1
Has abstractyes

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