{"id":"W2112198014","doi":"10.7202/1106753ar","title":"Bank Capital, Securitization and Credit Risk: An Empirical Evidence","year":2023,"lang":"en","type":"article","venue":"Assurances et gestion des risques","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":5,"is_retracted":false,"has_abstract":true,"ca_institutions":"Statistics Canada; HEC Montréal","funders":"","keywords":"Securitization; Business; Capital adequacy ratio; Credit risk; Capital requirement; Economic capital; Financial system; Credit enhancement; Capital (architecture); Economics; Finance; Profit (economics); Credit reference","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":true,"about_ca":true,"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":[0.001199845,0.0002703577,0.0004040585,0.001797573,0.0004838892,0.001948121,0.0006118949,0.0007020566,0.005798374],"category_scores_gemma":[0.008961123,0.0001670099,0.000331822,0.003450317,0.001898364,0.001135477,0.0007861553,0.0008636424,0.0004852323],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001533511,"about_ca_system_score_gemma":0.002057473,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.08850856,"about_ca_topic_score_gemma":0.0923094,"domain_scores_codex":[0.999283,0.0001056841,0.00007216286,0.0001183784,0.0002875193,0.0001332468],"domain_scores_gemma":[0.972194,0.01662022,0.007799143,0.0005924847,0.001815456,0.0009786575],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0002227291,0.0001218465,0.9784894,0.0002208016,0.0001451368,0.0004710225,0.0006518426,0.0005792988,0.00024199,0.00258887,0.0005330378,0.01573405],"study_design_scores_gemma":[0.00001457612,0.00006397629,0.9926977,0.0001644175,0.0001808175,0.0002238461,0.001281128,0.001013119,0.0003642193,0.00093976,0.003045223,0.00001119355],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9797989,0.007977906,0.0003739941,0.001166052,0.000009467449,0.00002026092,0.0005595557,0.00000880303,0.0100851],"genre_scores_gemma":[0.995037,0.003962154,0.00008442175,0.00007775257,0.00002412315,0.000002082148,0.0002560891,0.00000170242,0.0005546621],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.08850856,"threshold_uncertainty_score":0.1759868,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.076628419866666,"score_gpt":0.3074171602565159,"score_spread":0.2307887403898499,"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."}}