{"id":"W2117597961","doi":"10.1111/1911-3846.12362","title":"The Effect of Risk Factor Disclosures on the Pricing of Credit Default Swaps","year":2017,"lang":"en","type":"article","venue":"Contemporary Accounting Research","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":93,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"University of Waterloo; City University of Hong Kong","keywords":"Credit default swap; Business; Transparency (behavior); Credit risk; Credit default swap index; Credit derivative; Information asymmetry; Mandate; Commission; Actuarial science; Accounting; Credit valuation adjustment; Finance; Credit reference","routes":{"ca_aff":false,"ca_fund":true,"ca_venue":true,"about_ca":false,"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":[0.004632411,0.0002502755,0.0002869181,0.0006419815,0.0002601006,0.002105148,0.0004207402,0.000780411,0.002885828],"category_scores_gemma":[0.07365559,0.0002115898,0.0003096404,0.0005619464,0.0005492131,0.001352613,0.0006536418,0.001095719,0.0003147583],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004994213,"about_ca_system_score_gemma":0.0004749639,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0009420158,"about_ca_topic_score_gemma":0.0005764905,"domain_scores_codex":[0.9979091,0.001000762,0.0002749989,0.0001493586,0.0004972709,0.0001685825],"domain_scores_gemma":[0.8490566,0.08784955,0.05123213,0.005392021,0.004709488,0.001760277],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.008478626,0.002173362,0.7126594,0.0003835238,0.0005830543,0.00225988,0.001402424,0.044069,0.04592284,0.02611916,0.00302689,0.1529219],"study_design_scores_gemma":[0.0002976232,0.002506861,0.8716051,0.0001197246,0.0003889224,0.000936561,0.0007994061,0.08376534,0.02050962,0.01606721,0.00285129,0.0001522948],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9961655,0.0001981376,0.0009756209,0.0003162548,0.00002219098,0.00001074357,0.0001013285,0.00003224676,0.002177904],"genre_scores_gemma":[0.9993861,0.00004928209,0.0002606851,0.00001931168,0.00002317265,0.000002440729,0.00003147432,0.000002436301,0.0002251069],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004632411,"threshold_uncertainty_score":0.02449882,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07870680457996815,"score_gpt":0.3268212425806549,"score_spread":0.2481144380006868,"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."}}