{"id":"W3121739341","doi":"10.4324/9780429198557-10","title":"Performance analysis of a collateralized fund obligation (CFO) equity tranche","year":2020,"lang":"en","type":"book-chapter","venue":"","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"HEC Montréal","funders":"","keywords":"Collateralized debt obligation; Tranche; Business; Equity (law); Actuarial science; Finance; Political science; Law; Collateral","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":[0.001517053,0.0003713999,0.0003965037,0.0003338687,0.0001575241,0.0009078559,0.0003058433,0.0004450171,0.001622809],"category_scores_gemma":[0.003916648,0.0001363904,0.0002738164,0.0003717432,0.0003492801,0.0008919405,0.0006144201,0.0005049206,0.0001986191],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0004883852,"about_ca_system_score_gemma":0.0004762491,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001757324,"about_ca_topic_score_gemma":0.001150052,"domain_scores_codex":[0.9995851,0.0001554778,0.00002042523,0.00006135536,0.0001141099,0.0000635901],"domain_scores_gemma":[0.9980489,0.001062268,0.0003317739,0.0001811939,0.0002068465,0.000168956],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"simulation_or_modeling","study_design_gemma":"not_applicable","study_design_scores_codex":[0.0007000993,0.0001613909,0.01694241,0.0000641394,0.00007721121,0.0002634688,0.00006680423,0.9179401,0.009235823,0.01547675,0.0006894543,0.03838223],"study_design_scores_gemma":[0.00002187337,0.0007604862,0.006130706,0.0000118175,0.0000259864,0.0001175206,0.00002945698,0.9845784,0.004945966,0.003052907,0.0003092158,0.00001573463],"study_design_candidate":"not_applicable","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"other","genre_scores_codex":[0.976233,0.0001815008,0.01826007,0.00009128086,0.000007659058,0.00001645468,0.0001038513,0.00008608867,0.005020083],"genre_scores_gemma":[0.99655,0.00005005503,0.002683503,0.000006344379,0.000002668037,0.000004162504,0.00006563703,0.000008744655,0.0006290615],"genre_candidate":"other","genre_consensus":null,"teacher_disagreement_score":0.001757324,"threshold_uncertainty_score":0.008023083,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07432148240922333,"score_gpt":0.2607007473475397,"score_spread":0.1863792649383164,"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."}}