{"id":"W4294250625","doi":"10.31227/osf.io/3p7fy","title":"Credit Risk and Collateral 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":"Diabetes Canada","funders":"","keywords":"Collateralization; Credit default swap; Credit risk; Credit valuation adjustment; Business; Credit default swap index; Collateral; Risk premium; iTraxx; Credit derivative; Credit rating; Financial system; Monetary economics; Credit reference; Finance; Economics","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":[0.00171042,0.0009489694,0.001282308,0.001378477,0.0008263529,0.002550135,0.001729227,0.00317328,0.01865513],"category_scores_gemma":[0.01140191,0.0004743959,0.001552684,0.001208233,0.001906208,0.004889717,0.001911798,0.003022626,0.001239638],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001289936,"about_ca_system_score_gemma":0.00206316,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.002683005,"about_ca_topic_score_gemma":0.001731912,"domain_scores_codex":[0.9988978,0.0003781225,0.00007131614,0.0002925041,0.0002454876,0.0001146492],"domain_scores_gemma":[0.9976005,0.0009285285,0.000435709,0.0004178432,0.0003513854,0.0002660176],"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":[0.00002967892,0.0001054015,0.002147545,0.00009903969,0.00006018117,0.0002924743,0.0001319262,0.04148649,0.0007281134,0.9229334,0.007047308,0.02493859],"study_design_scores_gemma":[0.00004323291,0.00007447457,0.001827181,0.000132512,0.00005472083,0.0004007003,0.00007933978,0.1134724,0.0003984814,0.8625438,0.02093094,0.00004220143],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.07756697,0.008539635,0.7576467,0.01816911,0.0009211742,0.0002558496,0.0008708588,0.0003295784,0.1357001],"genre_scores_gemma":[0.8229896,0.006445378,0.08312378,0.0008611741,0.002686575,0.0002249056,0.0004853659,0.0001800031,0.08300322],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.01865513,"threshold_uncertainty_score":0.06240761,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02950246321700317,"score_gpt":0.2328763815835659,"score_spread":0.2033739183665628,"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."}}