{"id":"W3121592859","doi":"10.3390/jrfm11020027","title":"Credit Rating and Pricing: Poles Apart","year":2018,"lang":"en","type":"article","venue":"Journal of risk and financial management","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; Capital asset pricing model; Corporate bond; Information asymmetry; Bond credit rating; Credit risk; Economics; Bond; Structured finance; Financial economics; BETA (programming language); Systematic risk; Econometrics; Credit spread (options); Monte Carlo method; Business; Actuarial science; Finance; Credit reference; Statistics; Mathematics; Computer science","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":[0.001318377,0.0003960984,0.0008697527,0.0007271511,0.0005557029,0.004488493,0.0006822216,0.001905579,0.015733],"category_scores_gemma":[0.01284486,0.0003710041,0.0006229429,0.0007496746,0.001998674,0.005311059,0.001220853,0.002341214,0.001924252],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009228988,"about_ca_system_score_gemma":0.0004058611,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001175431,"about_ca_topic_score_gemma":0.0005046036,"domain_scores_codex":[0.9992867,0.0002322994,0.00003490639,0.0001471051,0.000202225,0.00009675899],"domain_scores_gemma":[0.9962191,0.001953094,0.0005833445,0.0004316891,0.000505426,0.0003073206],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.0001323337,0.00008511091,0.006115174,0.00008101876,0.00003163217,0.0002972244,0.0003124811,0.006223695,0.001057362,0.9216334,0.006278754,0.05775177],"study_design_scores_gemma":[0.00003190781,0.00003719116,0.006850719,0.00005637123,0.0000151735,0.0001757382,0.0001598597,0.01602439,0.0001719812,0.971453,0.005002928,0.00002070359],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.3847764,0.01264633,0.1464147,0.03504705,0.0006727906,0.00009158232,0.0004480235,0.0006265907,0.4192765],"genre_scores_gemma":[0.9845963,0.001284875,0.003009394,0.0004429812,0.000336443,0.00001059998,0.00003996311,0.00003466808,0.01024481],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.015733,"threshold_uncertainty_score":0.05263215,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01413819993284411,"score_gpt":0.2112745016961007,"score_spread":0.1971363017632566,"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."}}