Triple
T12945158
| Position | Surface form | Disambiguated ID | Type / Status |
|---|---|---|---|
| Subject | CAMELS rating system |
E309741
|
entity |
| Predicate | fullName |
P16
|
FINISHED |
| Object | Capital adequacy, Asset quality, Management, Earnings, Liquidity, and Sensitivity to market risk rating system |
E309741
|
NE FINISHED |
How this triple was built (2 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: Capital adequacy, Asset quality, Management, Earnings, Liquidity, and Sensitivity to market risk rating system | Statement: [CAMELS rating system, fullName, Capital adequacy, Asset quality, Management, Earnings, Liquidity, and Sensitivity to market risk rating system]
NED1
Entity disambiguation (via context triple)
gpt-5-mini-2025-08-07
Target entity: Capital adequacy, Asset quality, Management, Earnings, Liquidity, and Sensitivity to market risk rating system Context triple: [CAMELS rating system, fullName, Capital adequacy, Asset quality, Management, Earnings, Liquidity, and Sensitivity to market risk rating system]
-
A.
CAMELS rating system
chosen
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.
-
B.
Basel II Accord
The Basel II Accord is an international banking regulation framework that refines capital adequacy, risk management, and supervisory standards to strengthen the stability of the global financial system.
-
C.
Basel I Accord
The Basel I Accord is an international banking regulation framework that introduced standardized minimum capital requirements for banks to strengthen the stability of the global financial system.
-
D.
Basel accords
The Basel Accords are a set of international banking regulations developed by the Basel Committee on Banking Supervision to strengthen bank capital requirements, risk management, and financial system stability worldwide.
-
E.
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.
- F. None of above.
- G. Unsure - the case is ambiguous/there is not enough information to decide.
Provenance (3 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_69d7bdfb57a88190836b743e2825feca |
completed | April 9, 2026, 2:55 p.m. |
| NER | Named-entity recognition | batch_69d97e1b3694819098527dcea3cfed93 |
completed | April 10, 2026, 10:47 p.m. |
| NED1 | Entity disambiguation (via context triple) | batch_69f6af73e6348190be114e8c5ad181bf |
completed | May 3, 2026, 2:14 a.m. |
Created at: April 9, 2026, 5:43 p.m.