uid stringclasses 10 values | dataset_id stringclasses 1 value | exposure_volatility stringclasses 3 values | collateral_posted_level stringclasses 3 values | margin_call_frequency stringclasses 3 values | margin_call_speed stringclasses 3 values | liquidity_buffer_level stringclasses 3 values | collateral_dispute_rate stringclasses 3 values | collateral_summary stringclasses 10 values | question stringclasses 1 value | ground_truth_label stringclasses 2 values | ground_truth_rationale stringclasses 10 values | outcome_signal stringclasses 7 values | source_citation stringclasses 1 value |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRSCM-001 | treasury-collateral-margin-coherence-risk-v0.1 | low | adequate | low | slow | high | low | Low volatility with adequate collateral and strong liquidity. | Is collateral-margin coherence intact. Answer coherent or incoherent. | coherent | Collateral and liquidity match exposure. | stable_liquidity | Synthetic |
TRSCM-002 | treasury-collateral-margin-coherence-risk-v0.1 | high | low | high | fast | low | low | Volatility high, collateral low, margin calls fast. | Is collateral-margin coherence intact. Answer coherent or incoherent. | incoherent | Margin calls exceed liquidity capacity. | liquidity_shock_risk | Synthetic |
TRSCM-003 | treasury-collateral-margin-coherence-risk-v0.1 | medium | adequate | medium | moderate | adequate | low | Volatility moderate and collateral adequate. | Is collateral-margin coherence intact. Answer coherent or incoherent. | coherent | Buffers handle calls. | stable | Synthetic |
TRSCM-004 | treasury-collateral-margin-coherence-risk-v0.1 | high | adequate | high | fast | low | moderate | Collateral adequate but liquidity thin for fast calls. | Is collateral-margin coherence intact. Answer coherent or incoherent. | incoherent | Liquidity timing mismatch. | forced_asset_sale_risk | Synthetic |
TRSCM-005 | treasury-collateral-margin-coherence-risk-v0.1 | low | high | low | slow | high | low | Over-collateralized but stable. | Is collateral-margin coherence intact. Answer coherent or incoherent. | incoherent | Excess collateral ties up liquidity. | capital_drag | Synthetic |
TRSCM-006 | treasury-collateral-margin-coherence-risk-v0.1 | medium | low | medium | fast | adequate | low | Collateral low vs volatility and calls accelerate. | Is collateral-margin coherence intact. Answer coherent or incoherent. | incoherent | Coverage gap creates call risk. | margin_spike_risk | Synthetic |
TRSCM-007 | treasury-collateral-margin-coherence-risk-v0.1 | medium | adequate | medium | moderate | high | low | Aligned. | Is collateral-margin coherence intact. Answer coherent or incoherent. | coherent | Liquidity and collateral aligned. | stable | Synthetic |
TRSCM-008 | treasury-collateral-margin-coherence-risk-v0.1 | high | low | high | fast | adequate | high | High disputes slow collateral movement. | Is collateral-margin coherence intact. Answer coherent or incoherent. | incoherent | Operational friction increases call risk. | settlement_failure_risk | Synthetic |
TRSCM-009 | treasury-collateral-margin-coherence-risk-v0.1 | low | adequate | low | slow | adequate | low | Stable. | Is collateral-margin coherence intact. Answer coherent or incoherent. | coherent | No mismatch. | stable | Synthetic |
TRSCM-010 | treasury-collateral-margin-coherence-risk-v0.1 | high | adequate | high | moderate | adequate | low | High volatility but buffers planned. | Is collateral-margin coherence intact. Answer coherent or incoherent. | coherent | Collateral and liquidity sized for calls. | stable | Synthetic |
What this repo is for
Detect margin-call driven liquidity crises early.
Focus
volatility vs collateral level
margin call speed vs liquidity
disputes that block collateral movement
over-collateralization as liquidity drag
Why it matters Many “sudden” treasury failures begin as collateral coherence decay.
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