{"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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001648731,0.0001527787,0.000249906,0.0002474725,0.0002717131,0.0002018559,0.0001570052,0.0001321442,0.00009933237],"category_scores_gemma":[0.001566062,0.0001730637,0.00004962654,0.0006452902,0.0002402195,0.0013173,0.00004254552,0.0001514519,0.000138361],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00008351953,"about_ca_system_score_gemma":0.00001861419,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003277152,"about_ca_topic_score_gemma":0.0004717988,"domain_scores_codex":[0.9985036,0.0001456019,0.0004686239,0.0005407095,0.00008896256,0.0002525434],"domain_scores_gemma":[0.9988319,0.0004471118,0.0002428321,0.0002937681,0.000106009,0.00007837445],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.00001306463,0.00006473452,0.9584486,0.00006976385,0.00001478675,0.000001707476,0.003700502,0.01050196,0.0000126418,0.0123164,0.0009695429,0.01388634],"study_design_scores_gemma":[0.0001248814,0.0001032798,0.8325636,0.00005045421,0.000006537457,0.000003384126,0.000107696,0.08485992,0.00003451532,0.08087863,0.001077794,0.0001892885],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9864729,0.004135875,0.005326408,0.001978528,0.0002921645,0.0001924022,0.00006823307,0.0003235282,0.001209964],"genre_scores_gemma":[0.9934589,0.00500015,0.001173636,0.00005082478,0.0001164172,0.00003197122,0.00004614254,0.00002204818,0.00009997161],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.125885,"threshold_uncertainty_score":0.7057331,"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."}}