AmazonScience/document-haystack
Document Haystack Dataset This repository contains the dataset for the paper “Document Haystack: A Long Context Multimodal Image/Document Understanding Vision LLM Benchmark”. 📑 Abstract Paper The proliferation of multimodal Large Language Models has significantly advanced the ability to analyze and understand complex data inputs from different modalities. However, the processing of long documents remains under-explored, largely due to a lack of suitable… See the full description on the dataset page: https://huggingface.co/datasets/AmazonScience/document-haystack.
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1Quantitative Information about the Sensitivity of Significant 2Unobservable Inputs3The range of values shown below represents the highest and lowest inputs used to value the 4exposures.5Financial instruments in level 3 and quantitative information about unobservable inputs 631 Dec 2023 31 Dec 20227in € m.8(unless stated otherwise)9Fair value10Valuation technique(s)11Significant unobservable12input(s) (Level 3)Range13Fair value14Valuation technique(s)15Significant unobservable16input(s) (Level 3)RangeAssets Liabilities Assets Liabilities17Positive market values from derivative 18financial instruments190 0 Adjusted net asset 20method21Price per net asset value 100% 100% 2 0 Market approach Price per net asset value 100% 100% 22Debt instruments – co-investments 449 0 Adjusted net asset 23method24Price per net asset value 100% 100% 502 0 Market approach Price per net asset value 100% 100% 252 0 DCF Credit Spread 12% 25% 2 0 Intex model Credit Spread 17% 22% 26Recovery rate 75% 75% Recovery rate 75% 75% 27Default rate 1% 1% Default rate 1% 1% 28Pre-payment rate 20% 20% Pre-payment rate 20% 20% 29Debt instruments – other debt instruments 20 0 Adjusted net asset 30method31Price per net asset value 100% 100% 17 0 Market approach Price per net asset value 100% 100% 3238 0 DCF Credit Spread 2% 9% 16 0 Intex model Credit Spread 2% 10% 33Recovery rate 75% 75% Recovery rate 75% 75% 34Default rate 1% 1% Default rate 1% 1% 35Pre-payment rate 20% 25% Pre-payment rate 20% 20% 3624 0 DCF Discount rate 10% 11% 37Equity instruments 26 0 Market approach Comparable multiples 5.6x 8.3x 27 0 Market approach Price per net asset value 100% 100% 381 0 DCF Discount rate 17% 17% 2 0 Market approach Price per net asset value 100% 100% 39Negative market values from derivative 40financial instruments410 103 Option pricing model Cancellation rate 0% 15% 0 104 Option pricing model Cancellation rate 0% 15% 42Total 561 103 568 10443Credit Risk 44For the Group, credit risk exposure relates primarily to financial instruments held at amortized 45cost, corporate, government and sub-sovereign bonds, money market funds and other debt 46instruments as well as unfunded commitments within contingent liabilities. For unfunded 47commitments please refer to note ‘17 – Contractual Obligations and Commitments’.48The key driver of our credit risk is the credit quality of credit institutions in which overnight 49deposits and, potentially, term deposits (up to one year) are placed. For deposits, we 50established a maximum concentration limit per counterpart of 35% in relation to the total of 51our liquidity positions which comprises of cash and bank balances, money market funds, 52government, sub sovereign and corporate bonds and other debt instruments. In the table 53below we show the highest maximum concentration risk regarding our counterparties. 54 55To our 56Shareholders57Summarised 58Management Report59Consolidated 60Financial Statements Compensation Report Corporate Govern-61ance Statement62Supplementary 63Information DWS 2023 Annual Report64 65Notes to the Consolidated Balance Sheet6696 09 – Financial Instruments