{"id":"W2184178376","doi":"10.2139/ssrn.2699175","title":"Credit Default Swaps as Indicators of Bank Financial Distress","year":2015,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":false,"ca_institutions":"Innovation Cluster (Canada)","funders":"","keywords":"Credit default swap; Financial system; Business; Financial distress; Credit risk; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001374376,0.000159164,0.0003824883,0.0003851534,0.0001509338,0.00004073036,0.0003656139,0.0001560708,0.00007243222],"category_scores_gemma":[0.000652667,0.0001735751,0.000191205,0.0004790855,0.0001011643,0.0002389992,0.00005022191,0.0009226316,0.0002028034],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006450152,"about_ca_system_score_gemma":0.001474116,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0004762369,"about_ca_topic_score_gemma":0.0004716293,"domain_scores_codex":[0.9976692,0.00001799393,0.0007117136,0.0002393287,0.0001147499,0.001247003],"domain_scores_gemma":[0.9988577,0.00002965349,0.0006142152,0.0002344198,0.00008305405,0.0001809212],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004975489,0.00009832258,0.05322067,0.000003883702,0.000042824,0.000003108435,0.0003087148,0.00006462906,0.000004468286,0.9311092,0.001300385,0.01379398],"study_design_scores_gemma":[0.00107108,0.0004107275,0.07093234,0.00001410241,0.00001693317,0.0000878854,0.0004361668,0.00006906717,0.00004670383,0.8586681,0.06797814,0.0002686871],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9580194,0.007755251,0.01384735,0.0005539756,0.001131763,0.0001343441,0.0001212803,0.0000261925,0.01841049],"genre_scores_gemma":[0.9961336,0.001227088,0.00009528917,0.00001749616,0.0007935783,0.000006371594,0.00002034621,0.00002372331,0.001682568],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.07244108,"threshold_uncertainty_score":0.7078188,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01385324553376181,"score_gpt":0.2271202886386366,"score_spread":0.2132670431048748,"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."}}