{"id":"W2746418032","doi":"10.17016/feds.2017.083","title":"Managing Counterparty Risk in OTC Markets","year":2017,"lang":"en","type":"article","venue":"Finance and Economics Discussion Series","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":4,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Alberta","funders":"","keywords":"Business; Credit risk; Counterparty; Intermediation; Credit derivative; Credit default swap; Bargaining power; SAFER; Monetary economics; Financial system; Actuarial science; Finance; Economics; Microeconomics","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":[0.003378826,0.0006810455,0.001441545,0.0006621261,0.001131192,0.003707952,0.00129701,0.003074246,0.005768169],"category_scores_gemma":[0.01712641,0.0005648917,0.0006214989,0.0008293106,0.0026495,0.006160727,0.002205949,0.00239234,0.0003137283],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001478912,"about_ca_system_score_gemma":0.001400541,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003641851,"about_ca_topic_score_gemma":0.00200276,"domain_scores_codex":[0.998409,0.0007386028,0.00006222468,0.000297208,0.0002128996,0.0002800288],"domain_scores_gemma":[0.9911677,0.004897514,0.002662165,0.0004680397,0.0002526617,0.000551997],"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":[0.0002914027,0.000348859,0.0109722,0.0001302989,0.0001018167,0.0007635588,0.0008138221,0.4588785,0.004326497,0.4945522,0.00211078,0.02671014],"study_design_scores_gemma":[0.0001853149,0.0001855581,0.002737802,0.000029448,0.00004695466,0.0001575121,0.0003542977,0.5434809,0.0009617474,0.4499026,0.001904959,0.00005275087],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.801013,0.0008376521,0.1713243,0.002381427,0.00006022181,0.0001255417,0.0001785896,0.0001764217,0.02390286],"genre_scores_gemma":[0.9934376,0.0001949394,0.004027495,0.00006090253,0.00003667175,0.00003174766,0.00001934708,0.00001015473,0.002181022],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.005768169,"threshold_uncertainty_score":0.01929647,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01502415157123393,"score_gpt":0.2234294700042262,"score_spread":0.2084053184329923,"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."}}