{"id":"W3019205222","doi":"10.5539/ijef.v12n5p68","title":"An Emerging Credit Risk Framework","year":2020,"lang":"en","type":"article","venue":"International Journal of Economics and Finance","topic":"Insurance and Financial Risk Management","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Basel II; Capital requirement; Loan; Maturity (psychological); Basel III; Credit risk; Actuarial science; Time horizon; Generalization; Risk-adjusted return on capital; Risk-weighted asset; Economics; Mathematics; Econometrics; Computer science; Mathematical optimization; Finance; Microeconomics","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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002102543,0.0007304421,0.0004517524,0.001292208,0.0005371517,0.003079008,0.001115808,0.001260112,0.006279438],"category_scores_gemma":[0.004448171,0.0001792861,0.0005253367,0.0007080643,0.001639647,0.003699093,0.001347536,0.002600621,0.0009268342],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001737976,"about_ca_system_score_gemma":0.001049788,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001857925,"about_ca_topic_score_gemma":0.0009168722,"domain_scores_codex":[0.998955,0.0002987358,0.00004660859,0.0002405575,0.0003780479,0.0000809781],"domain_scores_gemma":[0.9985014,0.0005619163,0.0002199685,0.0001120417,0.0004442166,0.0001604979],"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":[0.000002787516,0.000004899453,0.0001784901,0.00001456073,0.000002797794,0.00004891551,0.00003859496,0.005951034,0.000105936,0.9897703,0.0006549463,0.003226625],"study_design_scores_gemma":[0.000005786722,0.00001565813,0.0003535869,0.00003764309,0.000004272558,0.0001099572,0.00004382912,0.05326173,0.00008935438,0.9339281,0.01214045,0.000009644588],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.035513,0.005248514,0.8385327,0.00458665,0.0002834055,0.00008027067,0.000605393,0.0001649194,0.1149852],"genre_scores_gemma":[0.8854957,0.005367057,0.07511254,0.0006173725,0.0009990043,0.0001908957,0.0003502036,0.00008081905,0.03178632],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.006279438,"threshold_uncertainty_score":0.02100682,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02422159163025845,"score_gpt":0.2410666642598829,"score_spread":0.2168450726296245,"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."}}