{"id":"W4229538559","doi":"10.31227/osf.io/f6v43","title":"Incremental Risk Charge Study","year":2019,"lang":"en","type":"preprint","venue":"","topic":"Credit Risk and Financial Regulations","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"Canadian Imperial Bank of Commerce (Canada)","funders":"","keywords":"Basel II; Credit risk; Capital requirement; Basel III; Equity (law); Download; Risk-weighted asset; Business; Guideline; Operational risk; Credit valuation adjustment; Actuarial science; Economics; Financial system; Risk management; Finance; Computer science; Credit reference; Financial capital; Human capital; Operating system","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":[0.001557671,0.0004926167,0.0005380018,0.001338709,0.0004152174,0.002213297,0.002289727,0.0009260085,0.0130693],"category_scores_gemma":[0.01713464,0.0001880879,0.0008745039,0.001044798,0.0009658111,0.002789765,0.001363332,0.001995632,0.0008519971],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001327248,"about_ca_system_score_gemma":0.001139305,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.003634527,"about_ca_topic_score_gemma":0.001546504,"domain_scores_codex":[0.9989146,0.0002319717,0.00003894384,0.0001877113,0.0004656558,0.0001611441],"domain_scores_gemma":[0.9936166,0.003737944,0.0004498375,0.0007032916,0.001023776,0.0004685339],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0001749632,0.0002203646,0.01241457,0.0001385457,0.000095193,0.0005355958,0.0002352878,0.3706261,0.001235971,0.5358986,0.00782238,0.07060255],"study_design_scores_gemma":[0.00002946964,0.0001220536,0.004147262,0.00004857082,0.00004540148,0.0003523525,0.00009834441,0.7637475,0.001018592,0.2229449,0.007406042,0.00003948162],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.3731872,0.002654586,0.5194402,0.001990032,0.0005799951,0.0002523971,0.0007880272,0.0008587732,0.1002487],"genre_scores_gemma":[0.9677127,0.000531058,0.02103238,0.0001925389,0.0001855424,0.00005247251,0.0003488062,0.0001287779,0.009815669],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.0130693,"threshold_uncertainty_score":0.0437212,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.0401384481796524,"score_gpt":0.243408908334782,"score_spread":0.2032704601551296,"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."}}