{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0008276906,0.000241067,0.0003249637,0.002120232,0.0002255475,0.001982283,0.0003153768,0.0004949426,0.001218312],"category_scores_gemma":[0.006717552,0.0001474897,0.0002135831,0.002457306,0.0003638642,0.001504579,0.0004423363,0.0005403277,0.0002208705],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001072852,"about_ca_system_score_gemma":0.0007402908,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.08078434,"about_ca_topic_score_gemma":0.07144085,"domain_scores_codex":[0.9997715,0.00006208177,0.00001733337,0.00003560703,0.000083403,0.00003010737],"domain_scores_gemma":[0.998348,0.0006908416,0.0005612989,0.000066675,0.0002557852,0.00007746172],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001927101,0.0001356925,0.4866517,0.00037361,0.0003654035,0.000926984,0.001528617,0.1137632,0.004992239,0.1519086,0.005249426,0.2339119],"study_design_scores_gemma":[0.00004655424,0.00007178305,0.6556824,0.0003573063,0.0002404602,0.0003465631,0.001429109,0.2211402,0.001414166,0.1016394,0.0175606,0.00007157872],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8947273,0.02899328,0.03354415,0.001749659,0.00003832966,0.00005442052,0.0009876675,0.00008679845,0.03981835],"genre_scores_gemma":[0.9859985,0.0104997,0.001902066,0.00004167819,0.00005944434,0.000009129187,0.0002440877,0.000004534783,0.001240849],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08078434,"threshold_uncertainty_score":0.1606282,"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."}}