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.