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Record W3191709011

Does a Size Limit Resolve Too Big to Fail Problems

2013· article· en· W3191709011 on OpenAlexaffabout
Mohamed Drira, Muhammad Rashid

Bibliographic record

VenueSSRN Electronic Journal · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsUniversity of FrederictonUniversity of New Brunswick
Fundersnot available
KeywordsInsolvencyLimitingToo big to failLimit (mathematics)Standard deviationActuarial scienceEconomicsComposition (language)BusinessMathematicsStatisticsFinancial crisisFinanceMacroeconomicsEngineering
DOInot available

Abstract

fetched live from OpenAlex

Does limiting the size of a large bank reduce its insolvency risk? This paper shows that the answer to this question depends on how exactly paring down of the bank size is done. In fact, the insolvency risk may go down or up depending on the composition of assets and liabilities of the bank relative to its pre-paring down composition. In addition, this study investigates mean-standard deviation efficiency of a typical Canadian large bank and its various possible paring down scenarios and finds both the original bank and its pared-down versions are inefficient. It then suggests mean-standard deviation efficient compositions of assets and liabilities, which do not depend on limiting the size of the bank. Therefore, the findings of this paper raise a serious doubt about the validity of the limit on size solution to the too-big-to-fail problem.

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 machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.067
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.010
Threshold uncertainty score0.050

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.067
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.000
Science and technology studies0.0010.005
Scholarly communication0.0030.007
Open science0.0020.003
Research integrity0.0030.003
Insufficient payload (model declined to judge)0.0100.001

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 head0.013
GPT teacher head0.201
Teacher spread0.189 · 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 source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
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 routes2
Has abstractyes

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