{"id":"W3122211678","doi":"","title":"The Risk of Tranches Created from Mortgages","year":2010,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":2,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Toronto","funders":"","keywords":"Collateralized debt obligation; Business; Actuarial science; Financial system; Finance; 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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001372909,0.0000918336,0.0002016701,0.00007418155,0.000379883,0.00004859232,0.0002699061,0.00008531127,0.00007353547],"category_scores_gemma":[0.0002927959,0.00007313304,0.0001663561,0.0001441741,0.0001009914,0.0001045145,0.00001389556,0.00144537,0.00004361027],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007861662,"about_ca_system_score_gemma":0.0002388035,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.001012827,"about_ca_topic_score_gemma":0.006095128,"domain_scores_codex":[0.9985893,0.00001551885,0.0004551521,0.0001371044,0.0000406625,0.0007622911],"domain_scores_gemma":[0.9991064,0.0001358316,0.0004491136,0.0002250061,0.00004013942,0.00004350776],"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":[0.00002107223,0.000030736,0.2078716,4.803933e-7,0.0001199787,2.649736e-7,0.0001580703,0.00002178165,0.000178437,0.77463,0.00006507658,0.01690257],"study_design_scores_gemma":[0.0002539528,0.00004648925,0.3149098,0.000001723273,0.00001377644,0.000007403081,0.0001627646,0.0001967923,0.000110991,0.6716107,0.01261207,0.00007352458],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9836658,0.006275639,0.006936084,0.000409414,0.0005256258,0.00006255008,0.00009002998,0.00001171794,0.002023086],"genre_scores_gemma":[0.9850861,0.01366715,0.0001045073,0.000003087709,0.0004036863,0.000003304099,0.000004807299,0.00001378351,0.0007135608],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.1070382,"threshold_uncertainty_score":0.6279494,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.007701744935827004,"score_gpt":0.194566506432705,"score_spread":0.186864761496878,"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."}}