Reference health
Dangers of Bilateral Counterparty Risk: The Fundamental Impact of Closeout Conventions
1 of 7 checkable references need attention · checked 2026-08-27
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
References needing attention
does not resolve to a known work10.2307/2282907
The 6 checked references that resolve
resolves10.1111/j.1540-6261.1976.tb01891.x
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS
resolves10.2139/ssrn.1318024
Bilateral Counterparty Risk Valuation with Stochastic Dynamical Models and Application to Credit Default Swaps
resolves10.1142/s0219024909005567
COUNTERPARTY RISK FOR CREDIT DEFAULT SWAPS: IMPACT OF SPREAD VOLATILITY AND DEFAULT CORRELATION
resolves10.2139/ssrn.1507845
Bilateral Counterparty Risk Valuation for Interest-Rate Products: Impact of Volatilities and Correlations
resolves10.2139/ssrn.1669930
Risky Funding: A Unified Framework for Counterparty and Liquidity Charges
The 8 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref3
no DOI — not checkedCounterparty Credit Risk Modeling: Risk Management, Pricing and Regulation
no DOI — not checkedBeing two faced over counterparty credit risk
no DOI — not checkedISDA CLOSE-OUT AMOUNT PROTOCOL
no DOI — not checkedMarket Review of OTC Derivative Bilateral Collateralization Practices
no DOI — not checkedref14
no DOI — not checkedCalculating and Hedging Exposure, Credit Value Adjustment and Economic Capital for Counterparty Credit Risk
What this badge says. CiteStamped means the CHECKABLE references of this
work were clean at the dated check: each resolved to a known work in a public registry, and none
carried a retraction notice at that time. It says nothing about the quality, findings,
or importance of the work itself, and nothing about references deposited without a DOI.
checked 2026-08-27 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record
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