{"id":"W3125363597","doi":"10.1111/j.1539-6975.2012.01489.x","title":"Derivatives Clearing, Default Risk, and Insurance","year":2012,"lang":"en","type":"article","venue":"Journal of Risk & Insurance","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":24,"is_retracted":false,"has_abstract":true,"ca_institutions":"Read Jones Christoffersen (Canada); Simon Fraser University","funders":"","keywords":"Clearing; Default; Business; Margin (machine learning); Actuarial science; Finance; Computer science","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":[0.001319703,0.0002188549,0.000388821,0.001618647,0.0004354311,0.001918553,0.0003645536,0.000882479,0.005000514],"category_scores_gemma":[0.01116507,0.0001483112,0.0003630368,0.002371097,0.001060781,0.001224923,0.0005777844,0.0009733856,0.0003025381],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001103371,"about_ca_system_score_gemma":0.00044295,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.01015682,"about_ca_topic_score_gemma":0.01319402,"domain_scores_codex":[0.9993215,0.0001771894,0.00006733997,0.0001217309,0.0001924399,0.0001198774],"domain_scores_gemma":[0.9806283,0.006886092,0.009937299,0.0006949654,0.0005824736,0.001270796],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0002062516,0.0001658244,0.9474633,0.00005012684,0.0001547105,0.0004833299,0.0003821974,0.01554876,0.0004083197,0.01124134,0.003409287,0.02048652],"study_design_scores_gemma":[0.00002891915,0.0001456148,0.929696,0.0000578499,0.0000873425,0.0004919057,0.0005069724,0.03795598,0.0003129419,0.02742607,0.003239075,0.000051378],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9868982,0.003705473,0.00264812,0.00101198,0.00001822342,0.00001573452,0.0007807821,0.00005538552,0.004866031],"genre_scores_gemma":[0.9980891,0.000447093,0.0002305912,0.00002891923,0.0000458872,0.000004226281,0.0003892438,0.000003839627,0.0007609258],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.01015682,"threshold_uncertainty_score":0.02019536,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02002464681671842,"score_gpt":0.2264614432876983,"score_spread":0.2064367964709799,"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."}}