{"id":"W2888176901","doi":"10.5539/ijef.v10n9p69","title":"CAMELS Model With a Proposed ‘S’ for the Bank Credit Risk Rating","year":2018,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":3,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Credit rating; Econometrics; Sovereign credit; Actuarial science; Logistic regression; Bond credit rating; Credit risk; Stability (learning theory); Resampling; Economics; Ordered logit; Logit; Quality (philosophy); Statistics; Computer science; Business; Credit reference; Mathematics; Machine learning; Credit default swap","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0005199707,0.000106316,0.0002350815,0.0001149253,0.0002008157,0.000128112,0.0003195576,0.00005098139,0.00001124718],"category_scores_gemma":[0.0001568409,0.00008425252,0.0001002101,0.00004960048,0.0001647759,0.0002979495,0.00003717462,0.000124628,0.000006281434],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00006376738,"about_ca_system_score_gemma":0.00008266241,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00004611786,"about_ca_topic_score_gemma":0.0001014501,"domain_scores_codex":[0.9990638,0.000003745943,0.0005857722,0.0001752222,0.00002901171,0.0001424582],"domain_scores_gemma":[0.9983901,0.000127553,0.001033947,0.0001309138,0.0002873171,0.00003011909],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.000441857,0.00007385076,0.01334361,0.000004385678,0.0002534264,0.00000271432,0.0009984897,0.05534133,0.000007161618,0.8985313,0.001679012,0.02932288],"study_design_scores_gemma":[0.001520209,0.0003670219,0.02012515,0.00003087942,0.00002259296,0.00005084895,0.00006734973,0.7193037,0.00009382831,0.1181365,0.1400791,0.0002027477],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8688457,0.001053245,0.1248159,0.002584614,0.001138013,0.0001984303,0.0003519233,0.000003791228,0.001008351],"genre_scores_gemma":[0.983069,0.003550086,0.01165292,0.00008233814,0.001290806,0.000009196719,0.00000288417,0.0000160229,0.0003267713],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7803948,"threshold_uncertainty_score":0.3435718,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02525890692457258,"score_gpt":0.2326447849509063,"score_spread":0.2073858780263337,"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."}}