Reference health
Collateralized CDS and Default Dependence - Implications for the Central Clearing
12/12 checkable references clean · checked 2026-08-27
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
4 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.
The 12 checked references that resolve
resolves10.2139/ssrn.1440633
A Note on Construction of Multiple Swap Curves with and without Collateral
resolves10.1002/wilm.10015
A Market Model of Interest Rates With Dynamic Basis Spreads in the Presence of Collateral and Multiple Currencies
resolves10.1142/9789814366038_0005
Modeling of Interest-Rate Term Structures under Collateralization and its Implications
resolves10.2139/ssrn.1731763
Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA
The 4 references without a DOI — listed, not checked
no DOI — not checkedref8
no DOI — not checkedFunding beyond discounting : collateral agreements and derivatives pricing
no DOI — not checkedref15
no DOI — not checkedref16
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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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