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Record W2599089655

CREDIT RISK MANAGEMENT MODEL IN THE ENTREPRENEURIAL ACTIVITIES OF THE BANK

2016· article· en· W2599089655 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

venuePublished in a venue whose home country is Canada.
no affNo Canadian affiliation: this work is invisible to an affiliation-only frame.
No Canadian affiliation. An affiliation-only frame, the usual design, would never have seen this work. It is one of the works that make the case for inverting the frame.

Bibliographic record

VenueThe Journal of Internet Banking and Commerce · 2016
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicEconomic Development and Digital Transformation
Canadian institutionsnot available
Fundersnot available
KeywordsCredit riskBank creditComputer scienceActuarial scienceRisk managementCredit historyScale (ratio)Set (abstract data type)BusinessEconometricsFinanceEconomics
DOInot available

Abstract

fetched live from OpenAlex

The article shows the development of the model for credit risk management of the bank. The authors propose to use a set of characteristics of borrowers-individuals to calculate the level of credit risk of the Bank. Each characteristic is specified and receives a quantitative score. The total number of borrower score shows degree of credit risk of the Bank. Characteristics of borrowers are factors of credit risk for the Bank. The relationships between these factors are evaluated by verbal numerical scale of Harrington. The data obtained about the factors of credit risk of the Bank allow to build a linear dynamic model for the system with discrete time. Further studies should be conducted towards the use of cognitive modeling in the construction of analytical models for managing other types of risks of commercial banks.

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.

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)0.001
metaresearch head score (Gemma)0.000
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: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.170
Threshold uncertainty score0.117

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
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 head0.023
GPT teacher head0.197
Teacher spread0.174 · 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