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Record W7098186621

Stress Testing the Corporate Loans Portfolio of the Canadian Banking Sector.” Bank of Canada Working Paper No

2006· article· en· W7098186621 on OpenAlexaboutno aff

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldMaterials Science
TopicPhytochemistry and Bioactive Compounds
Canadian institutionsnot available
Fundersnot available
KeywordsStress testing (software)Stress testPortfolioStress (linguistics)Work (physics)Resilience (materials science)Psychological resilienceCredit riskFocus (optics)
DOInot available

Abstract

fetched live from OpenAlex

tress testing identifies potential vulnera-bilities in a segment of the financial sys-tem under various scenarios. Financial institutions typically perform stress tests to assess possible short-term losses owing to various types of risk (e.g., credit risk, market risk).1 From a macroprudential perspective, however, the focus of stress testing is on iden-tifying circumstances that could impair the functioning of the financial system and have economy-wide (systemic) implications. The results of these stress tests can be used to assess the resilience of the financial system. Our work (Misina, Tessier, and Dey 2006) is the first on aggregate-level stress testing in the Ca-

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: Bench or experimental · Consensus signal: Bench or experimental
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.154
Threshold uncertainty score0.797

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)0.0010.000

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 head0.029
GPT teacher head0.194
Teacher spread0.165 · 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 designBench or experimental
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
Published2006
Admission routes1
Has abstractyes

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