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Record W2102204582 · doi:10.5430/ijfr.v1n1p30

Enactment of Default Point in KMV Model on CMBC, SPDB, CMB, Huaxia Bank and SDB

2010· article· en· W2102204582 on OpenAlexvenueno aff
Feixue Huang, He Yan

Bibliographic record

VenueInternational Journal of Financial Research · 2010
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicCredit Risk and Financial Regulations
Canadian institutionsnot available
FundersNational Science Foundation
KeywordsChinaDefaultPoint (geometry)Default riskDebtTerm (time)Financial systemBusinessEconomicsActuarial scienceFinanceMathematicsCredit riskGeography

Abstract

fetched live from OpenAlex

This study’s objective was to solve the problem that probing default point of KMV in listed bank of China. A new model of default point is constructed, because Chinese listed banks on owing to the existence of non-tradable shares. The using of listed banks in China: CMBC, CMB, SDB, SPDB, HUA XIA BANK in the second half of 2004 to 2007 per annum related stocks and financial data. The model of DPT equal to current liabilities (STD) plus 0.25 Long-term debt (LTD) for CMB, SPDB ,CMBC, HUA XIA BANK; The model of DPT equal to current liabilities (STD) plus 0.75 Long-term debt (LTD) for SPB. At the same time, these models have been tested; the results will pass the test. The new model is feasible for probing default point of KMV in listed bank of China.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.747
Threshold uncertainty score0.458

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.074
GPT teacher head0.356
Teacher spread0.282 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations6
Published2010
Admission routes1
Has abstractyes

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