{"id":"https://openalex.org/W2099240375","doi":"https://doi.org/10.1145/2630729.2630743","title":"Data Driven Large Exposure Estimation","display_name":"Data Driven Large Exposure Estimation","publication_year":2014,"publication_date":"2014-06-22","ids":{"openalex":"https://openalex.org/W2099240375","doi":"https://doi.org/10.1145/2630729.2630743","mag":"2099240375"},"language":"en","primary_location":{"id":"doi:10.1145/2630729.2630743","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2630729.2630743","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the International Workshop on Data Science for Macro-Modeling","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5086982641","display_name":"Sigr\u00ed\u00f0our Benediktsd\u00f3ttir","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Sigr\u00ed\u00f0our Benediktsd\u00f3ttir","raw_affiliation_strings":["Central Bank of Iceland, Kalkofnsvegi 1, 150 Reykjavik, Iceland"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Central Bank of Iceland, Kalkofnsvegi 1, 150 Reykjavik, Iceland","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5046793596","display_name":"Margr\u00e9t V. Bjarnad\u00f3ttir","orcid":"https://orcid.org/0000-0003-2955-1992"},"institutions":[{"id":"https://openalex.org/I66946132","display_name":"University of Maryland, College Park","ror":"https://ror.org/047s2c258","country_code":"US","type":"education","lineage":["https://openalex.org/I66946132"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"Margr\u00e9t V. Bjarnad\u00f3ttir","raw_affiliation_strings":["Robert H. Smith School of Business, University of Maryland, College Park, Maryland 20742"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Robert H. Smith School of Business, University of Maryland, College Park, Maryland 20742","institution_ids":["https://openalex.org/I66946132"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.1802518,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"12","issue":null,"first_page":"1","last_page":"9"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9951000213623047,"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":0.9951000213623047,"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/T12394","display_name":"Insurance and Financial Risk Management","score":0.9901000261306763,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9897000193595886,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.7160363793373108},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.4749099016189575},{"id":"https://openalex.org/keywords/empirical-research","display_name":"Empirical research","score":0.4546031653881073},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4442998766899109},{"id":"https://openalex.org/keywords/empirical-evidence","display_name":"Empirical evidence","score":0.417038232088089},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.33452171087265015},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.19484269618988037},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.09777367115020752},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.0924292802810669}],"concepts":[{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.7160363793373108},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4749099016189575},{"id":"https://openalex.org/C120936955","wikidata":"https://www.wikidata.org/wiki/Q2155640","display_name":"Empirical research","level":2,"score":0.4546031653881073},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4442998766899109},{"id":"https://openalex.org/C166052673","wikidata":"https://www.wikidata.org/wiki/Q83021","display_name":"Empirical evidence","level":2,"score":0.417038232088089},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.33452171087265015},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.19484269618988037},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.09777367115020752},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.0924292802810669},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/2630729.2630743","is_oa":false,"landing_page_url":"https://doi.org/10.1145/2630729.2630743","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the International Workshop on Data Science for Macro-Modeling","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":6,"referenced_works":["https://openalex.org/W186544064","https://openalex.org/W1525074528","https://openalex.org/W2022637629","https://openalex.org/W2129851828","https://openalex.org/W2141029494","https://openalex.org/W2165768919"],"related_works":["https://openalex.org/W4391375266","https://openalex.org/W2576994247","https://openalex.org/W2608353378","https://openalex.org/W4249206767","https://openalex.org/W2563559453","https://openalex.org/W2382330008","https://openalex.org/W976271273","https://openalex.org/W4281748496","https://openalex.org/W2800302421","https://openalex.org/W1572710802"],"abstract_inverted_index":{"Large":[0],"exposure":[1],"rules":[2,26],"are":[3,27],"considered":[4],"critical":[5],"for":[6,30,35],"financial":[7,36],"institutions,":[8],"as":[9],"they":[10],"directly":[11],"restrict":[12],"the":[13],"lending":[14],"activity":[15],"of":[16],"banks":[17],"to":[18,32,38],"clients.":[19],"However,":[20],"empirical":[21],"evidence":[22],"suggests":[23],"that":[24],"those":[25],"difficult":[28],"both":[29],"regulators":[31],"enforce":[33],"and":[34],"institutions":[37],"implement.":[39]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}