{"id":"W3125637228","doi":"","title":"The Pricing Implications of Counterparty Risk For Non Linear Credit Products","year":2005,"lang":"en","type":"article","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":15,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Credit risk; Credit valuation adjustment; Counterparty; Actuarial science; Profit (economics); Business; Econometrics; Economics; Credit reference; Microeconomics","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0004337228,0.00007040836,0.0001583008,0.00005906817,0.0002983202,0.00002352775,0.0001603824,0.00004379009,0.00002493838],"category_scores_gemma":[0.0003581469,0.00005859703,0.00007672065,0.0001890174,0.00005551578,0.0001141217,0.00002370112,0.00005975484,0.00006370521],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00004151111,"about_ca_system_score_gemma":0.0000286574,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0001043213,"about_ca_topic_score_gemma":0.0001904837,"domain_scores_codex":[0.9991474,0.000002767046,0.0004636765,0.000197249,0.00001954524,0.000169433],"domain_scores_gemma":[0.9990631,0.0001358367,0.0003145908,0.0003509112,0.0001079676,0.00002758966],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"not_applicable","study_design_scores_codex":[0.00003059151,0.0001451812,0.1248219,0.00002188026,0.00004410605,2.187032e-8,0.0005287831,0.00104295,0.0001475836,0.8092946,0.03407246,0.02984996],"study_design_scores_gemma":[0.0002393027,0.00004312038,0.3030183,0.00000336863,0.000007473104,4.224791e-7,0.00002611858,0.01542936,0.0005501893,0.01100352,0.6695835,0.00009531542],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.6621171,0.001482555,0.2809997,0.01414531,0.0009346355,0.001664808,0.001179174,0.00007895663,0.03739778],"genre_scores_gemma":[0.9885269,0.000342262,0.007357602,0.00002318669,0.0006912684,0.00008241517,0.00001859123,0.00001275512,0.002944956],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.7982911,"threshold_uncertainty_score":0.2389517,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02600722735916044,"score_gpt":0.2481096463239706,"score_spread":0.2221024189648101,"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."}}