{"id":"W3198054104","doi":"10.1111/fire.12285","title":"Credit derivatives and loan yields","year":2021,"lang":"en","type":"article","venue":"Financial Review","topic":"Banking stability, regulation, efficiency","field":"Economics, Econometrics and Finance","cited_by":8,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Saskatchewan","funders":"","keywords":"Loan; Securitization; Yield (engineering); Business; Financial system; Real estate; Loan sale; Non-conforming loan; Derivative (finance); Monetary economics; Finance; Economics; Non-performing loan","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":[0.0009304185,0.0001314766,0.0002075423,0.001599611,0.0001337108,0.001038624,0.0001605944,0.0002665381,0.003128228],"category_scores_gemma":[0.007936151,0.00007982891,0.0001524512,0.002975156,0.000292284,0.0005631958,0.0004031716,0.0003578125,0.0005633687],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0005994507,"about_ca_system_score_gemma":0.0003243953,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.004476155,"about_ca_topic_score_gemma":0.002721988,"domain_scores_codex":[0.9995338,0.0001429315,0.00005074276,0.00005765552,0.0001816974,0.0000332408],"domain_scores_gemma":[0.9945722,0.001689626,0.002444905,0.0001486022,0.000910245,0.0002344175],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0007141061,0.0001472699,0.8478798,0.0007636548,0.0003880314,0.0003475437,0.0006818654,0.009040113,0.001850653,0.01835571,0.01040559,0.1094256],"study_design_scores_gemma":[0.00001584804,0.0001319982,0.9667611,0.0001490156,0.00007559157,0.0002378255,0.0003617125,0.002657859,0.0007847229,0.005685346,0.02312064,0.00001844077],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9242465,0.04434139,0.001390972,0.001409141,0.00005761643,0.00002698183,0.003261482,0.00003783872,0.02522813],"genre_scores_gemma":[0.9877193,0.00867892,0.0001302273,0.00004694828,0.00005527017,0.00000611215,0.00104646,0.000004382536,0.002312572],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.004476155,"threshold_uncertainty_score":0.01046497,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03239677899229522,"score_gpt":0.252135030508209,"score_spread":0.2197382515159138,"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."}}