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.
The 63 references without a DOI — listed, not checked
no DOI — not checkedref2
no DOI — not checkedMeasuring Systemic Risk
no DOI — not checkedCoVaR
no DOI — not checkedMacroprudential Regulation and Policy
no DOI — not checkedGlobal Systemically Important Banks: Updated Assessment Methodology and the Additional Loss Absorbency Requirement
no DOI — not checkedref7
no DOI — not checkedref8
no DOI — not checkedref9
no DOI — not checkedInsurance (Prudential Standards) (Class 4 and Class 3B Solvency Requirement) Rules 2008 (Consolidated, excluding Schedules VII, VIII, IX and X)
no DOI — not checkedref11
no DOI — not checkedEnhancements to the Regulatory and Supervisory Regime for Commercial Insurers
no DOI — not checkedInsurance (Prudential Standards) (Class 4 and Class 3B Solvency Requirement) Amendment Rules 2012
no DOI — not checkedref16
no DOI — not checkedSystemic Importance: Some Simple Indicators
no DOI — not checkedReducing the Moral Hazard Posed by Systemically Important Financial Institutions
no DOI — not checkedUnderstanding Financial Linkages: A Common Data Template for Global Systemically Important Banks
no DOI — not checkedGlobal Adherence to Regulatory and Supervisory Standards on International Cooperation and Information Exchange
no DOI — not checkedref22
no DOI — not checkedref23
no DOI — not checkedref24
no DOI — not checkedref25
no DOI — not checkedGuidance to Assess the Systemic Importance of Financial Institutions, Markets and Instruments: Initial Considerations
no DOI — not checkedProgress Report to G20 Finance Ministers and Central Bank Governors
no DOI — not checkedref28
no DOI — not checkedAssessment Methodologies for Identifying Non-Bank Non-Insurer Global Systemically Important Financial Institutions-Proposed High-Level Framework and Specific Methodologies
no DOI — not checkedAuthority to Require Supervision and Regulation of Certain Nonbank Financial Companies
no DOI — not checkedNew Directions in Financial Sector and Sovereign Risk Management
no DOI — not checkedref32
no DOI — not checkedref33
no DOI — not checkedModelling Systemic Financial Sector and Sovereign Risk
no DOI — not checkedThe Paternity of an Index
no DOI — not checkedThe Systemicness of Insurance Companies: CrossBorder Aspects and Policy Implications
no DOI — not checkedAssessing the Systemic Risk of a Heterogeneous Portfolio of Banks during the Recent Financial Crisis
no DOI — not checkedref39
no DOI — not checkedref40
no DOI — not checkedref41
no DOI — not checkedInsurance Core Principles, Standards, Guidance and Assessment Methodology
no DOI — not checkedref43
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no DOI — not checkedref48
no DOI — not checkedref49
no DOI — not checkedMacroprudential Policy and Surveillance in Insurance
no DOI — not checkedref51
no DOI — not checkedIntegrating Stability Assessments Under the Financial Sector Assessment Program into Article IV Surveillance: Background Material
no DOI — not checkedToward Operationalizing Macroprudential Policies: When to Act?
no DOI — not checkedref54
no DOI — not checkedref55
no DOI — not checkedComments on Report to Congress on How to Modernize and Improve the System of Insurance Regulation in the United States
no DOI — not checkedAssessment of Systemic Risk Indicators in the Insurance Sector
no DOI — not checkedref60
no DOI — not checkedSystemic Risk in Insurance?An Analysis of Insurance and Financial Stability
no DOI — not checkedref62
no DOI — not checkedref63
no DOI — not checkedref64
no DOI — not checkedref65
no DOI — not checkedref66
no DOI — not checkedLetter to the Federal Reserve Board on Enhanced Prudential Standards and Early Remediation Requirements for Covered Companies
no DOI — not checkedCross Industry Analysis: 28 G-SIBs vs. 28 Insurers Comparison of Systemic Risk Indicators
no DOI — not checkedref70
no DOI — not checkedIn calculating the liquidity ratios above, the following assets are considered to be liquid assets: cash and time deposits, total quoted investments, total unquoted investments, investment income due and accrued, total accounts and premiums receivable, and reinsurance balances receivable. Non-investment grade and unrated fixed income securities are excluded from total investments for this calculation. Liquidity Indicators (In percent
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