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Record W2391910106

International Reference of Macro- prudential Supervision based on Leverage Pro- cyclicality of Canadian Banks and Regulatory

2013· article· en· W2391910106 on OpenAlexaboutno aff
Qinghua Zheng

Bibliographic record

VenueJournal of Guizhou Normal University · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicInsurance and Financial Risk Management
Canadian institutionsnot available
Fundersnot available
KeywordsLeverage (statistics)Capital requirementMarket liquidityBasel IIIBusinessBank regulationCapital adequacy ratioFinancial systemMonetary economicsSystemic riskFinancial crisisMacroEconomicsFinanceMacroeconomicsMicroeconomicsComputer scienceProfit (economics)
DOInot available

Abstract

fetched live from OpenAlex

Basel Ⅲ proposed an un- weighted leverage ratio as a supplement to existing risk- weighted capital requirements in order to mitigate pro- cyclicality of the financial system and the accumulation of systemic risk. Canadian bank was subject to leverage regulation before subprime crisis and was a useful case to analyze the characteristics and effect of leverage regulatory. It can be founded that regulatory contributes to limit the growth of specific bank's leverage and make the aggregate leverage of banks safe and stable. However,Canadian banks' leverage reflected pro- cyclicality under leverage constrains,which was due to banks' management ofleverage bufferand close connection with whole sale fund market. Therefore,leverage and liquidity risk management and counter- cyclical capital buffers should be put into a unified framework combining with systematic analysis of domestic financial markets,in order to enhance regulatory effectiveness and achieve the goal of macro- prudential supervision.

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 score0.070
Threshold uncertainty score0.985

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
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 head0.021
GPT teacher head0.187
Teacher spread0.166 · 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
Published2013
Admission routes1
Has abstractyes

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