{"id":"https://openalex.org/W7225664625","doi":"https://doi.org/10.5281/zenodo.24053167","title":"The dependence band reported with every capital aggregate: what it covers on planted dependence structures","display_name":"The dependence band reported with every capital aggregate: what it covers on planted dependence structures","publication_year":2026,"publication_date":"2026-11-08","ids":{"openalex":"https://openalex.org/W7225664625","doi":"https://doi.org/10.5281/zenodo.24053167"},"language":"en","primary_location":{"id":"doi:10.5281/zenodo.24053167","doi":"https://doi.org/10.5281/zenodo.24053167","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.24053167","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.5281/zenodo.24053167","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5057549475","display_name":"Felipe A. Santib\u00e1\u00f1ez-Leal","orcid":"https://orcid.org/0000-0002-0150-3246","observed_orcids":["https://orcid.org/0000-0002-0150-3246"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Santib\u00e1\u00f1ez-Leal, Felipe","raw_affiliation_strings":["CAOS open-research programme, Santiago, Chile"],"raw_orcid":"https://orcid.org/0000-0002-0150-3246","affiliations":[{"raw_affiliation_string":"CAOS open-research programme, Santiago, Chile","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5057549475"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.4284999966621399,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.4284999966621399,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.3441999852657318,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.10949999839067459,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bank-capital-requirements","display_name":"bank capital requirements","score":0.6600000262260437},{"id":"https://openalex.org/keywords/conditional-value-at-risk","display_name":"conditional value at risk","score":0.5260000228881836},{"id":"https://openalex.org/keywords/gaussian-copula","display_name":"Gaussian copula","score":0.7609999775886536},{"id":"https://openalex.org/keywords/capital-aggregation","display_name":"capital aggregation","score":0.35600000619888306},{"id":"https://openalex.org/keywords/diversification-benefits","display_name":"diversification benefits","score":0.5529999732971191}],"concepts":[{"id":"https://openalex.org/C135598885","wikidata":"https://www.wikidata.org/wiki/Q1366302","display_name":"Row","level":2,"score":0.8203999996185303},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5220999717712402},{"id":"https://openalex.org/C4679612","wikidata":"https://www.wikidata.org/wiki/Q866298","display_name":"Aggregate (composite)","level":2,"score":0.4406000077724457},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.4350000023841858},{"id":"https://openalex.org/C17618745","wikidata":"https://www.wikidata.org/wiki/Q207509","display_name":"Copula (linguistics)","level":2,"score":0.427700012922287},{"id":"https://openalex.org/C104140500","wikidata":"https://www.wikidata.org/wiki/Q2088159","display_name":"Row and column spaces","level":3,"score":0.39879998564720154},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37779998779296875},{"id":"https://openalex.org/C99844830","wikidata":"https://www.wikidata.org/wiki/Q102441924","display_name":"Scaling","level":2,"score":0.36649999022483826},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.36550000309944153},{"id":"https://openalex.org/C77553402","wikidata":"https://www.wikidata.org/wiki/Q13222579","display_name":"Upper and lower bounds","level":2,"score":0.3564000129699707},{"id":"https://openalex.org/C204323151","wikidata":"https://www.wikidata.org/wiki/Q905424","display_name":"Range (aeronautics)","level":2,"score":0.35179999470710754},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.3192000091075897},{"id":"https://openalex.org/C2780586882","wikidata":"https://www.wikidata.org/wiki/Q7520643","display_name":"Simple (philosophy)","level":2,"score":0.3068999946117401},{"id":"https://openalex.org/C83646750","wikidata":"https://www.wikidata.org/wiki/Q193893","display_name":"Capital (architecture)","level":2,"score":0.29330000281333923},{"id":"https://openalex.org/C106487976","wikidata":"https://www.wikidata.org/wiki/Q685816","display_name":"Matrix (chemical analysis)","level":2,"score":0.28760001063346863},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2775000035762787},{"id":"https://openalex.org/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.2685999870300293},{"id":"https://openalex.org/C194051981","wikidata":"https://www.wikidata.org/wiki/Q1337691","display_name":"Economic shortage","level":3,"score":0.2662999927997589},{"id":"https://openalex.org/C42058472","wikidata":"https://www.wikidata.org/wiki/Q810214","display_name":"Base (topology)","level":2,"score":0.25940001010894775}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5281/zenodo.24053167","doi":"https://doi.org/10.5281/zenodo.24053167","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.24053167","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},{"id":"doi:10.5281/zenodo.24053168","doi":"https://doi.org/10.5281/zenodo.24053168","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.24053168","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.5281/zenodo.24053167","doi":"https://doi.org/10.5281/zenodo.24053167","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.24053167","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7166745734","https://openalex.org/W2199625738","https://openalex.org/W2181562819","https://openalex.org/W7096633236","https://openalex.org/W4413902410","https://openalex.org/W2181888291","https://openalex.org/W815325429","https://openalex.org/W2128423169","https://openalex.org/W1783125822","https://openalex.org/W2915218071"],"abstract_inverted_index":{"Every":[0],"capital":[1],"figure":[2],"below":[3],"the":[4,16,21,31,43,51,56,67,73,78,85,88,92,101,104,143,171,177,183,192,195,214,217,221,227,233,246],"simple":[5,57],"sum":[6,58],"asserts":[7],"a":[8,14,26,37,47,109,131,151,165],"diversification":[9],"benefit":[10],"that":[11,28,225],"rests":[12],"on":[13,103,113,245],"dependence":[15,116,234],"bank":[17,111],"cannot":[18,82],"observe":[19],"in":[20],"joint":[22],"tail.":[23],"We":[24,95],"study":[25],"protocol":[27],"never":[29],"shows":[30],"aggregate":[32,35],"alone:":[33],"each":[34],"carries":[36],"band":[38,102,122,231],"of":[39,66,91,108,118,133,154,168,176,182,194,209,223],"eight":[40],"rows":[41,86,175,193,219],"over":[42],"same":[44],"marginals,":[45],"from":[46,124],"lower":[48],"bound":[49],"to":[50,72,127],"sharp":[52,157],"worst":[53],"case;":[54],"only":[55],"is":[59,146,202,243],"labelled":[60],"capital,":[61],"and":[62,80,99,112,189,220,241,249],"an":[63],"Euler":[64],"allocation":[65],"expected":[68],"shortfall":[69],"adds":[70],"up":[71],"aggregate.":[74],"Nine":[75],"tests":[76,224],"accompany":[77],"band,":[79],"three":[81],"run":[83,100],"without":[84],"beyond":[87],"Gaussian":[89,144,199],"row":[90,145],"base":[93,178],"matrix.":[94],"prove":[96],"what":[97],"holds":[98],"six":[105],"committed":[106],"aggregates":[107],"synthetic":[110],"ten":[114,161],"planted":[115,162],"structures":[117],"known":[119],"capital.":[120,172],"The":[121,156,173,198,230],"runs":[123],"CLP":[125,134,147],"118.5":[126],"823.3":[128],"billion":[129,149],"against":[130,185],"headline":[132],"658.0":[135],"billion,":[136],"205":[137],"Monte":[138],"Carlo":[139],"standard":[140,152],"errors":[141],"wide;":[142],"492.0":[148],"with":[150,191],"error":[153],"2.5.":[155],"range":[158],"contains":[159],"all":[160],"capitals,":[163],"at":[164],"median":[166],"width":[167],"1.26":[169],"times":[170],"interior":[174,218],"matrix":[179],"contain":[180],"2":[181],"ten,":[184],"75":[186],"percent":[187,205],"predicted,":[188],"8":[190],"market-credit":[196],"stress.":[197],"copula":[200],"alone":[201],"within":[203],"5":[204],"for":[206],"2.":[207],"Two":[208],"nine":[210],"predictions":[211],"were":[212],"refuted:":[213],"coverage":[215],"by":[216],"share":[222],"need":[226],"other":[228],"rows.":[229],"exposes":[232],"uncertainty;":[235],"it":[236,242],"does":[237],"not":[238],"reduce":[239],"it,":[240],"conditional":[244],"marginals.":[247],"Repository":[248],"reproducible":[250],"pipeline":[251],"(MIT):":[252],"https://github.com/fsantibanezleal/CAOS_Contraste":[253],".":[254]},"counts_by_year":[],"updated_date":"2026-11-11T12:16:26.678958","created_date":"2026-11-10T00:00:00"}
