{"id":"W1545440064","doi":"","title":"Understanding Corporate Bond Spreads Using Credit Default Swaps","year":2009,"lang":"en","type":"article","venue":"Bank of Canada review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":6,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Credit default swap; Bond; Market liquidity; Corporate bond; iTraxx; Credit default swap index; Financial system; Credit derivative; Government bond; Business; Cash; Monetary economics; Economics; Bond credit rating; Credit risk; Financial economics; Finance; Credit valuation adjustment; Credit history; Credit reference","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0003380353,0.0001289904,0.0005375259,0.00008019984,0.0001082869,0.00001614549,0.0001504375,0.00005010638,0.0001649514],"category_scores_gemma":[0.000154918,0.0001478424,0.0001023365,0.0003758179,0.00003244277,0.0001135434,0.00001493142,0.00008472032,0.000006457537],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004249398,"about_ca_system_score_gemma":0.000358631,"about_ca_topic_candidate":true,"about_ca_topic_consensus":true,"about_ca_topic_score_codex":0.04257234,"about_ca_topic_score_gemma":0.04660538,"domain_scores_codex":[0.9987733,0.00000776674,0.0006884061,0.0002149615,0.00007672559,0.0002388186],"domain_scores_gemma":[0.9988811,0.00002775617,0.0006725397,0.000281224,0.00004382118,0.00009352849],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.000007125576,0.00003532697,0.006244228,0.0005222642,0.00002803846,0.00001618119,0.00002594106,0.00023476,0.00002417211,0.8770365,0.1125933,0.003232112],"study_design_scores_gemma":[0.0007006427,0.0001264884,0.0864912,0.002820788,0.0001021148,0.00003240972,0.00004019327,0.00291531,0.00007044009,0.1538876,0.7519127,0.0009002301],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"review","genre_gemma":"empirical","genre_scores_codex":[0.06331106,0.6755426,0.073628,0.01081561,0.002957618,0.00181154,0.001212175,0.00008611874,0.1706353],"genre_scores_gemma":[0.9822757,0.01536085,0.001081854,0.0005499882,0.0001865224,0.000004166156,0.00003008139,0.00001928894,0.0004915288],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.9189647,"threshold_uncertainty_score":0.9707916,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1752124577963965,"score_gpt":0.2516197889346959,"score_spread":0.0764073311382994,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}