{"id":"W3122389866","doi":"10.31227/osf.io/f98aq","title":"Credit Default Swap Valuation Study","year":2019,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Canada Research Chairs; University of Toronto","funders":"","keywords":"Credit valuation adjustment; Credit risk; Counterparty; Credit default swap; Business; iTraxx; Credit default swap index; Credit derivative; Valuation (finance); Interest rate swap; Actuarial science; Collateral; Swap (finance); Finance; 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":[0.001052508,0.0003418905,0.0005462387,0.0007425567,0.0003511345,0.001323246,0.0003990118,0.0008202506,0.003960434],"category_scores_gemma":[0.003358184,0.0001048353,0.0004506091,0.0009668603,0.0008274942,0.001970064,0.000602448,0.0009557551,0.0003200941],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.000683307,"about_ca_system_score_gemma":0.0004503375,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000960832,"about_ca_topic_score_gemma":0.0003278699,"domain_scores_codex":[0.9996556,0.0001358511,0.00001990404,0.00006442072,0.00008527622,0.00003889662],"domain_scores_gemma":[0.9992686,0.0002951862,0.00009643628,0.00009212067,0.0001658403,0.00008177871],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00007370125,0.0001411189,0.008572191,0.0001218172,0.0000592474,0.0005028796,0.0002119452,0.04487372,0.002978223,0.8927444,0.004805183,0.04491565],"study_design_scores_gemma":[0.00003340978,0.0001400784,0.0112591,0.0001598967,0.00004919873,0.001128445,0.0002281248,0.4014252,0.001643191,0.5634228,0.02046818,0.00004237836],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5512472,0.02715058,0.2695269,0.004086524,0.0004056852,0.0001269691,0.0005944425,0.000158946,0.1467027],"genre_scores_gemma":[0.9849996,0.002566544,0.004705757,0.00008901792,0.0001803125,0.00001411804,0.0001186915,0.00001018804,0.007315641],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.003960434,"threshold_uncertainty_score":0.01324898,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0422942075094993,"score_gpt":0.2441801024391176,"score_spread":0.2018858949296183,"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."}}