Triple

T18136742
Position Surface form Disambiguated ID Type / Status
Subject Basel III framework E434155 entity
Predicate introduced P513 FINISHED
Object Liquidity Coverage Ratio NE NERFINISHED

How this triple was built (3 steps)

Every LLM step that produced this triple, in pipeline order — named-entity classification, the disambiguation choices (the exact options shown, with the pick highlighted), and the generated description. The batch + timestamp of each is in the Provenance table below.

NER Named-entity recognition gpt-5-mini
Instruction
Given a phrase, classify it is english named entity (e.g., persons, organizations, works of art) in Latin script, or not (e.g., literals, dates, URLs, verbose phrases). For disambiguation, the statement where the phrase occurs as object is also given. Please return a JSON object with `phrase` (string, the phrase being analyzed) and `is_ne` (boolean, indicating whether the phrase is a Named Entity).
Input
Phrase: Liquidity Coverage Ratio | Statement: [Basel III framework, introduced, Liquidity Coverage Ratio]
NED1 Entity disambiguation (via context triple) gpt-5-mini-2025-08-07
Target entity: Liquidity Coverage Ratio
Context triple: [Basel III framework, introduced, Liquidity Coverage Ratio]
  • A. Solvency Capital Requirement
    The Solvency Capital Requirement is a risk-based capital threshold under the Solvency II regime that insurers must hold to ensure they can meet obligations even under severe adverse conditions.
  • B. ICE Liquidity Indicators
    ICE Liquidity Indicators is a financial analytics product that estimates and measures the liquidity and tradability of securities across global markets.
  • C. CAMELS rating system
    The CAMELS rating system is a supervisory framework used by U.S. banking regulators to evaluate the overall health and risk profile of banks across key dimensions such as capital adequacy, asset quality, management, earnings, liquidity, and sensitivity to market risk.
  • D. Basel III framework
    The Basel III framework is a global set of banking regulations that strengthens bank capital requirements, introduces new liquidity and leverage standards, and aims to enhance the resilience of the financial system.
  • E. Marginal standing facility rate
    The marginal standing facility rate is an overnight borrowing rate at which the Reserve Bank of India lends funds to commercial banks, serving as a tool to manage short-term liquidity and signal the upper bound of the interest rate corridor in its monetary policy framework.
  • F. None of above. chosen
  • G. Unsure - the case is ambiguous/there is not enough information to decide.
NED2 Entity disambiguation (via description) gpt-5-mini-2025-08-07
Target entity: Liquidity Coverage Ratio
Target entity description: The Liquidity Coverage Ratio is a regulatory standard that requires banks to hold enough high-quality liquid assets to withstand a short-term liquidity stress scenario.
  • A. Solvency Capital Requirement
    The Solvency Capital Requirement is a risk-based capital threshold under the Solvency II regime that insurers must hold to ensure they can meet obligations even under severe adverse conditions.
  • B. ICE Liquidity Indicators
    ICE Liquidity Indicators is a financial analytics product that estimates and measures the liquidity and tradability of securities across global markets.
  • C. CAMELS rating system
    The CAMELS rating system is a supervisory framework used by U.S. banking regulators to evaluate the overall health and risk profile of banks across key dimensions such as capital adequacy, asset quality, management, earnings, liquidity, and sensitivity to market risk.
  • D. Basel III framework chosen
    The Basel III framework is a global set of banking regulations that strengthens bank capital requirements, introduces new liquidity and leverage standards, and aims to enhance the resilience of the financial system.
  • E. Marginal standing facility rate
    The marginal standing facility rate is an overnight borrowing rate at which the Reserve Bank of India lends funds to commercial banks, serving as a tool to manage short-term liquidity and signal the upper bound of the interest rate corridor in its monetary policy framework.
  • F. None of above.

Provenance (2 batches)

The batch behind each pipeline step, in order, with when it ran. Timestamps are batch-level — stages were processed in waves, so the object chain (NER → NED1 → NEDg → NED2) reads in order, but predicate / elicitation batches can sit in a different wave.

Step Stage Batch ID Status When
creating Elicitation batch_69d8b90aac308190801e2c57d8c5bfe5 completed April 10, 2026, 8:47 a.m.
NER Named-entity recognition batch_69e4de07b4b4819085fe80beb7addfd0 completed April 19, 2026, 1:52 p.m.
Created at: April 10, 2026, 10:29 a.m.