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Credit Risk Aversion Model During Economic Downturns and Recovery

2021· book-chapter· en· W3160192916 on OpenAlexaboutno aff
Akwesi Assensoh-Kodua

Bibliographic record

VenueAdvances in finance, accounting, and economics book series · 2021
Typebook-chapter
Languageen
FieldEconomics, Econometrics and Finance
TopicBanking stability, regulation, efficiency
Canadian institutionsnot available
Fundersnot available
KeywordsDefaultQuarter (Canadian coin)Juvenile delinquencyCredit cardEconomicsPaymentActuarial scienceBusinessFinancial systemFinanceCriminologyGeographyPsychology

Abstract

fetched live from OpenAlex

Credit defaulting in the financial sector is a worldwide delinquency that has become a nightmare for this sector. The search for a solution to root out this problem remains a big challenge for academics, the financial sectors, and the governments. For instance, per the American Bankers Association's (ABC) Consumer Credit Delinquency Bulletin, unserviced bank cards plunged two basis points to 2.96% of all accounts between July-August 2019. This value remained below the 15-year average of 3.68%. (Per ABC, delinquency is a late payment that is 30 days or more overdue.) Though these terrifying statistics sounds like good news, the Trans Union's Industry Insights Report found that the unserviced credit card rate reached 1.81% in the third quarter of 2019, rising from 1.71% for the third quarter of 2018. These figures from the credit bureau are based on accounts that are 90 days or more overdue.

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)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Review · Consensus signal: none
Teacher disagreement score0.605
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.004
Open science0.0000.000
Research integrity0.0010.001
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 head0.007
GPT teacher head0.184
Teacher spread0.177 · 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.

Study designTheoretical or conceptual
Domainnot available
GenreReview

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

Citations1
Published2021
Admission routes1
Has abstractyes

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