{"bundle_type":"pith_open_graph_bundle","bundle_version":"1.0","pith_number":"pith:2006:R2EX5UKIJTTXDI7EELFHXBBRN6","short_pith_number":"pith:R2EX5UKI","canonical_record":{"source":{"id":"physics/0606071","kind":"arxiv","version":1},"metadata":{"license":"","primary_cat":"physics.soc-ph","submitted_at":"2006-06-07T20:12:07Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"fd2d2555bc553ecc9191361e18afd3b0f881027eadeb699a962902a38a5ac2f0","abstract_canon_sha256":"19bb8a45abdd12bfc06b20b3a5bd1c27fd0b3084ddc9375fba12c95facfc6cb2"},"schema_version":"1.0"},"canonical_sha256":"8e897ed1484ce771a3e422ca7b84316f95ecba4e69e9da76712d1c2c97e3de6c","source":{"kind":"arxiv","id":"physics/0606071","version":1},"source_aliases":[{"alias_kind":"arxiv","alias_value":"physics/0606071","created_at":"2026-05-18T04:15:59Z"},{"alias_kind":"arxiv_version","alias_value":"physics/0606071v1","created_at":"2026-05-18T04:15:59Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.physics/0606071","created_at":"2026-05-18T04:15:59Z"},{"alias_kind":"pith_short_12","alias_value":"R2EX5UKIJTTX","created_at":"2026-05-18T12:25:54Z"},{"alias_kind":"pith_short_16","alias_value":"R2EX5UKIJTTXDI7E","created_at":"2026-05-18T12:25:54Z"},{"alias_kind":"pith_short_8","alias_value":"R2EX5UKI","created_at":"2026-05-18T12:25:54Z"}],"events":[{"event_type":"record_created","subject_pith_number":"pith:2006:R2EX5UKIJTTXDI7EELFHXBBRN6","target":"record","payload":{"canonical_record":{"source":{"id":"physics/0606071","kind":"arxiv","version":1},"metadata":{"license":"","primary_cat":"physics.soc-ph","submitted_at":"2006-06-07T20:12:07Z","cross_cats_sorted":["q-fin.RM"],"title_canon_sha256":"fd2d2555bc553ecc9191361e18afd3b0f881027eadeb699a962902a38a5ac2f0","abstract_canon_sha256":"19bb8a45abdd12bfc06b20b3a5bd1c27fd0b3084ddc9375fba12c95facfc6cb2"},"schema_version":"1.0"},"canonical_sha256":"8e897ed1484ce771a3e422ca7b84316f95ecba4e69e9da76712d1c2c97e3de6c","receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T04:15:59.775700Z","signature_b64":"1hzl4KdbH0c3yWVy3RLo4isFCHS93xni187rYHLEeqfqZ7pXLL4TVNuJZSsHZGePvn7PUKffGYnidXY+P17ODA==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"8e897ed1484ce771a3e422ca7b84316f95ecba4e69e9da76712d1c2c97e3de6c","last_reissued_at":"2026-05-18T04:15:59.775121Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T04:15:59.775121Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"source_kind":"arxiv","source_id":"physics/0606071","source_version":1,"attestation_state":"computed"},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:15:59Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"khuHAfy7Azs579msOIIiLKe1++YFe4S12MFIbLhI5Cj8JW8neApMCvohjM4mfybny53gt9YbLzHuJDh9ur3UCQ==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-30T18:23:45.007362Z"},"content_sha256":"9d5c3865e7693a982b12b12f41cd65b6a77ba0a230ba9f6932aee1d6478ba26f","schema_version":"1.0","event_id":"sha256:9d5c3865e7693a982b12b12f41cd65b6a77ba0a230ba9f6932aee1d6478ba26f"},{"event_type":"graph_snapshot","subject_pith_number":"pith:2006:R2EX5UKIJTTXDI7EELFHXBBRN6","target":"graph","payload":{"graph_snapshot":{"paper":{"title":"Validation of internal rating systems and PD estimates","license":"","headline":"","cross_cats":["q-fin.RM"],"primary_cat":"physics.soc-ph","authors_text":"Dirk Tasche","submitted_at":"2006-06-07T20:12:07Z","abstract_excerpt":"This paper elaborates on the validation requirements for rating systems and probabilities of default (PDs) which were introduced with the New Capital Standards (Basel II). We start in Section 2 with some introductory remarks on the topics and approaches that will be discussed later on. Then we have a view on the developments in banking regulation that have enforced the interest of the public in validation techniques. When doing so, we put the main emphasis on the issues with quantitative validation. The techniques discussed here could be used in order to meet the quantitative regulatory requir"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"physics/0606071","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"verdict_id":null},"signer":{"signer_id":"pith.science","signer_type":"pith_registry","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"created_at":"2026-05-18T04:15:59Z","supersedes":[],"prev_event":null,"signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"GyvW3hzBd96mbfX0vk0ctokmpHS6WpndWkP7k5To9U/VD/L4OAr8uenCOkD44jq/17dglAvoR+9hMjO6AyrWDA==","signed_message":"open_graph_event_sha256_bytes","signed_at":"2026-06-30T18:23:45.007715Z"},"content_sha256":"eebd453180667dbb8d49367ed02c871355b08c811c15d85183b4fd33acd8338c","schema_version":"1.0","event_id":"sha256:eebd453180667dbb8d49367ed02c871355b08c811c15d85183b4fd33acd8338c"}],"timestamp_proofs":[],"mirror_hints":[{"mirror_type":"https","name":"Pith Resolver","base_url":"https://pith.science","bundle_url":"https://pith.science/pith/R2EX5UKIJTTXDI7EELFHXBBRN6/bundle.json","state_url":"https://pith.science/pith/R2EX5UKIJTTXDI7EELFHXBBRN6/state.json","well_known_bundle_url":"https://pith.science/.well-known/pith/R2EX5UKIJTTXDI7EELFHXBBRN6/bundle.json","status":"primary"}],"public_keys":[{"key_id":"pith-v1-2026-05","algorithm":"ed25519","format":"raw","public_key_b64":"stVStoiQhXFxp4s2pdzPNoqVNBMojDU/fJ2db5S3CbM=","public_key_hex":"b2d552b68890857171a78b36a5dccf368a953413288c353f7c9d9d6f94b709b3","fingerprint_sha256_b32_first128bits":"RVFV5Z2OI2J3ZUO7ERDEBCYNKS","fingerprint_sha256_hex":"8d4b5ee74e4693bcd1df2446408b0d54","rotates_at":null,"url":"https://pith.science/pith-signing-key.json","notes":"Pith uses this Ed25519 key to sign canonical record SHA-256 digests. Verify with: ed25519_verify(public_key, message=canonical_sha256_bytes, signature=base64decode(signature_b64))."}],"merge_version":"pith-open-graph-merge-v1","built_at":"2026-06-30T18:23:45Z","links":{"resolver":"https://pith.science/pith/R2EX5UKIJTTXDI7EELFHXBBRN6","bundle":"https://pith.science/pith/R2EX5UKIJTTXDI7EELFHXBBRN6/bundle.json","state":"https://pith.science/pith/R2EX5UKIJTTXDI7EELFHXBBRN6/state.json","well_known_bundle":"https://pith.science/.well-known/pith/R2EX5UKIJTTXDI7EELFHXBBRN6/bundle.json"},"state":{"state_type":"pith_open_graph_state","state_version":"1.0","pith_number":"pith:2006:R2EX5UKIJTTXDI7EELFHXBBRN6","merge_version":"pith-open-graph-merge-v1","event_count":2,"valid_event_count":2,"invalid_event_count":0,"equivocation_count":0,"current":{"canonical_record":{"metadata":{"abstract_canon_sha256":"19bb8a45abdd12bfc06b20b3a5bd1c27fd0b3084ddc9375fba12c95facfc6cb2","cross_cats_sorted":["q-fin.RM"],"license":"","primary_cat":"physics.soc-ph","submitted_at":"2006-06-07T20:12:07Z","title_canon_sha256":"fd2d2555bc553ecc9191361e18afd3b0f881027eadeb699a962902a38a5ac2f0"},"schema_version":"1.0","source":{"id":"physics/0606071","kind":"arxiv","version":1}},"source_aliases":[{"alias_kind":"arxiv","alias_value":"physics/0606071","created_at":"2026-05-18T04:15:59Z"},{"alias_kind":"arxiv_version","alias_value":"physics/0606071v1","created_at":"2026-05-18T04:15:59Z"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.physics/0606071","created_at":"2026-05-18T04:15:59Z"},{"alias_kind":"pith_short_12","alias_value":"R2EX5UKIJTTX","created_at":"2026-05-18T12:25:54Z"},{"alias_kind":"pith_short_16","alias_value":"R2EX5UKIJTTXDI7E","created_at":"2026-05-18T12:25:54Z"},{"alias_kind":"pith_short_8","alias_value":"R2EX5UKI","created_at":"2026-05-18T12:25:54Z"}],"graph_snapshots":[{"event_id":"sha256:eebd453180667dbb8d49367ed02c871355b08c811c15d85183b4fd33acd8338c","target":"graph","created_at":"2026-05-18T04:15:59Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"graph_snapshot":{"author_claims":{"count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","strong_count":0},"builder_version":"pith-number-builder-2026-05-17-v1","claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"paper":{"abstract_excerpt":"This paper elaborates on the validation requirements for rating systems and probabilities of default (PDs) which were introduced with the New Capital Standards (Basel II). We start in Section 2 with some introductory remarks on the topics and approaches that will be discussed later on. Then we have a view on the developments in banking regulation that have enforced the interest of the public in validation techniques. When doing so, we put the main emphasis on the issues with quantitative validation. The techniques discussed here could be used in order to meet the quantitative regulatory requir","authors_text":"Dirk Tasche","cross_cats":["q-fin.RM"],"headline":"","license":"","primary_cat":"physics.soc-ph","submitted_at":"2006-06-07T20:12:07Z","title":"Validation of internal rating systems and PD estimates"},"references":{"count":0,"internal_anchors":0,"resolved_work":0,"sample":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"physics/0606071","kind":"arxiv","version":1},"verdict":{"created_at":null,"id":null,"model_set":{},"one_line_summary":"","pipeline_version":null,"pith_extraction_headline":"","strongest_claim":"","weakest_assumption":""}},"verdict_id":null}}],"author_attestations":[],"timestamp_anchors":[],"storage_attestations":[],"citation_signatures":[],"replication_records":[],"corrections":[],"mirror_hints":[],"record_created":{"event_id":"sha256:9d5c3865e7693a982b12b12f41cd65b6a77ba0a230ba9f6932aee1d6478ba26f","target":"record","created_at":"2026-05-18T04:15:59Z","signer":{"key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signer_id":"pith.science","signer_type":"pith_registry"},"payload":{"attestation_state":"computed","canonical_record":{"metadata":{"abstract_canon_sha256":"19bb8a45abdd12bfc06b20b3a5bd1c27fd0b3084ddc9375fba12c95facfc6cb2","cross_cats_sorted":["q-fin.RM"],"license":"","primary_cat":"physics.soc-ph","submitted_at":"2006-06-07T20:12:07Z","title_canon_sha256":"fd2d2555bc553ecc9191361e18afd3b0f881027eadeb699a962902a38a5ac2f0"},"schema_version":"1.0","source":{"id":"physics/0606071","kind":"arxiv","version":1}},"canonical_sha256":"8e897ed1484ce771a3e422ca7b84316f95ecba4e69e9da76712d1c2c97e3de6c","receipt":{"algorithm":"ed25519","builder_version":"pith-number-builder-2026-05-17-v1","canonical_sha256":"8e897ed1484ce771a3e422ca7b84316f95ecba4e69e9da76712d1c2c97e3de6c","first_computed_at":"2026-05-18T04:15:59.775121Z","key_id":"pith-v1-2026-05","kind":"pith_receipt","last_reissued_at":"2026-05-18T04:15:59.775121Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","receipt_version":"0.3","signature_b64":"1hzl4KdbH0c3yWVy3RLo4isFCHS93xni187rYHLEeqfqZ7pXLL4TVNuJZSsHZGePvn7PUKffGYnidXY+P17ODA==","signature_status":"signed_v1","signed_at":"2026-05-18T04:15:59.775700Z","signed_message":"canonical_sha256_bytes"},"source_id":"physics/0606071","source_kind":"arxiv","source_version":1}}},"equivocations":[],"invalid_events":[],"applied_event_ids":["sha256:9d5c3865e7693a982b12b12f41cd65b6a77ba0a230ba9f6932aee1d6478ba26f","sha256:eebd453180667dbb8d49367ed02c871355b08c811c15d85183b4fd33acd8338c"],"state_sha256":"ab94be4803570090eed3289cc50030e68e8c227064f972c6e308104d02ecb468"},"bundle_signature":{"signature_status":"signed_v1","algorithm":"ed25519","key_id":"pith-v1-2026-05","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54","signature_b64":"PRjTLD2CzZOPwWq9fMlTRyG3luZxWtJD64zYIdr9AKpWlFEOTVq1p5RB3Qyqp1D3dA2ZtwdadWPHENDwNgHGCQ==","signed_message":"bundle_sha256_bytes","signed_at":"2026-06-30T18:23:45.009693Z","bundle_sha256":"d6d76cbfb4e882ffbdf8038c64e795372ca77aebec505421e24231bc04d99c9d"}}