{"id":"W3201460606","doi":"10.2139/ssrn.3920988","title":"Sustainable Systematic Credit","year":2021,"lang":"en","type":"article","venue":"SSRN Electronic Journal","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Acadian Seaplants (Canada)","funders":"","keywords":"Bond; Business; Sustainability; Credit risk; Equity (law); Corporate governance; Asset allocation; Portfolio; Issuer; Volatility (finance); Economics; Financial economics; Monetary economics; Finance","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":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.001636407,0.0001175358,0.0003785185,0.000162283,0.0003248339,0.0001447448,0.0001916637,0.00008257627,0.0001607746],"category_scores_gemma":[0.0005323486,0.0001293016,0.0001874926,0.0003745549,0.00002522196,0.0002685165,0.00004339883,0.000774955,0.0003478304],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0009701002,"about_ca_system_score_gemma":0.001045279,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00008724756,"about_ca_topic_score_gemma":0.0002175713,"domain_scores_codex":[0.9973698,0.00002483087,0.0005953934,0.0002179578,0.00005762682,0.001734389],"domain_scores_gemma":[0.999182,0.00004129092,0.0003108924,0.0002510621,0.0001365982,0.00007810115],"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":[0.000003393546,0.00004036232,0.003734589,0.0001933595,0.00006699274,0.00002139365,0.0001165514,0.00003293162,0.000003894232,0.9953415,0.0003274795,0.0001175331],"study_design_scores_gemma":[0.0003935529,0.00006699582,0.003410675,0.00008441854,0.00002015968,0.0005017059,0.003295161,0.0001941723,0.00001515357,0.9770864,0.01473526,0.0001963657],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.5243066,0.1761466,0.2095381,0.005136971,0.002870519,0.0007909112,0.00004676255,0.0001623158,0.08100118],"genre_scores_gemma":[0.9382221,0.003517223,0.0001089551,0.00002754096,0.0005490985,0.00001309194,0.000007184754,0.00002307594,0.05753171],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4139155,"threshold_uncertainty_score":0.5272766,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01036197312076342,"score_gpt":0.2043314126330338,"score_spread":0.1939694395122703,"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."}}