{"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":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002399659,0.0005588109,0.0007277261,0.0009713374,0.001002998,0.003859532,0.001067515,0.001704877,0.03492951],"category_scores_gemma":[0.01777096,0.0004326832,0.0004368265,0.002361742,0.002018979,0.003978665,0.002385942,0.003170009,0.002505733],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.004752702,"about_ca_system_score_gemma":0.001953815,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.02804351,"about_ca_topic_score_gemma":0.02984938,"domain_scores_codex":[0.9989275,0.0002886236,0.0000410943,0.0001299293,0.0004973172,0.0001154913],"domain_scores_gemma":[0.9887582,0.00723946,0.001063828,0.0008407176,0.00165409,0.000443784],"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":[0.00008794985,0.00003601429,0.002237321,0.0001341505,0.000023569,0.0004927373,0.0003944136,0.02643295,0.000644323,0.8697647,0.0290376,0.07071421],"study_design_scores_gemma":[0.00002417204,0.0000403105,0.004341715,0.0001673902,0.00001366402,0.0001943713,0.0001608662,0.03799247,0.0004521661,0.9006358,0.05592621,0.00005104933],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.1203175,0.04069467,0.2351703,0.08488669,0.003055751,0.0001909637,0.00204597,0.0004938924,0.5131442],"genre_scores_gemma":[0.8381376,0.01474163,0.02490329,0.0009899638,0.0009505093,0.00007838046,0.0004608622,0.0001132327,0.1196247],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.03492951,"threshold_uncertainty_score":0.1168509,"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."}}