{"id":"W2111151979","doi":"10.2139/ssrn.1943573","title":"Model Implied Credit Spreads","year":2011,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"HEC Montréal","funders":"","keywords":"Economics; Econometrics; Business; Financial system; Monetary economics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.000817634,0.0007767247,0.0008544942,0.0007397713,0.0003256615,0.00220877,0.001156815,0.003653171,0.01459282],"category_scores_gemma":[0.008086708,0.0005667577,0.0006513589,0.0008520526,0.0007153319,0.002427299,0.0007844256,0.002211367,0.001615707],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001264741,"about_ca_system_score_gemma":0.001143412,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.009198499,"about_ca_topic_score_gemma":0.005677316,"domain_scores_codex":[0.9997547,0.00008845222,0.00001069207,0.00006982447,0.00003850436,0.00003777277],"domain_scores_gemma":[0.9983469,0.000994079,0.000239406,0.0001287691,0.0001901688,0.0001005584],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003717696,0.00003502348,0.0008355883,0.00002537476,0.00002344851,0.00007370121,0.00003657654,0.8874368,0.0002888222,0.1055882,0.002292932,0.003326334],"study_design_scores_gemma":[0.00002680573,0.000007906639,0.0002677442,0.000006987534,0.00001093353,0.00001778514,0.000008820073,0.9624015,0.00008650282,0.03654347,0.0006135168,0.00000809008],"study_design_candidate":"simulation_or_modeling","study_design_consensus":"simulation_or_modeling","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.4778003,0.001095929,0.397803,0.00767001,0.0004857139,0.00014627,0.004086098,0.00140196,0.1095107],"genre_scores_gemma":[0.9536933,0.0003393257,0.0069523,0.0001653211,0.00008034654,0.00007554435,0.000658802,0.0000812222,0.03795369],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01459282,"threshold_uncertainty_score":0.04881787,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0446946995962505,"score_gpt":0.2173895322662421,"score_spread":0.1726948326699916,"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."}}