{"id":"W3021376748","doi":"10.2308/accr.2009.84.5.1363","title":"The Impact of Earnings on the Pricing of Credit Default Swaps","year":2009,"lang":"en","type":"article","venue":"The Accounting Review","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Earnings; Business; Credit default swap; iTraxx; Actuarial science; Credit derivative; Economics; Finance; Financial economics; Financial system; Credit risk; Credit valuation adjustment; Credit reference","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":[0.001270888,0.0001493098,0.0001780337,0.0005859067,0.0001370586,0.001279574,0.0001788135,0.0003091007,0.001784322],"category_scores_gemma":[0.009276997,0.00008308248,0.0002098925,0.0004274102,0.0002800064,0.0005673433,0.0003345553,0.0004179181,0.0002408779],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004321045,"about_ca_system_score_gemma":0.0002297944,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001624667,"about_ca_topic_score_gemma":0.001025148,"domain_scores_codex":[0.9995462,0.0001576158,0.00003787176,0.00004245195,0.0001368058,0.00007895019],"domain_scores_gemma":[0.9916959,0.003910541,0.003120041,0.0002761752,0.0006285806,0.0003688049],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.001682621,0.0003778094,0.9388005,0.00005348919,0.0001227226,0.0008846784,0.0001267751,0.01341522,0.009724195,0.003193874,0.0006161614,0.03100182],"study_design_scores_gemma":[0.00002891082,0.0003102126,0.9704525,0.00000859425,0.00005109235,0.0001424664,0.0001025121,0.02442851,0.002972239,0.001110381,0.0003761998,0.00001635418],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9984235,0.00009865598,0.00027786,0.00007877716,0.00000515862,0.000003923663,0.00006061897,0.000008168668,0.001043425],"genre_scores_gemma":[0.9997504,0.00003235176,0.00004523139,0.000004026331,0.000008134576,5.316397e-7,0.00003505356,7.170941e-7,0.0001234308],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.001784322,"threshold_uncertainty_score":0.006721199,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02931814265372372,"score_gpt":0.2739257015623612,"score_spread":0.2446075589086375,"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."}}