Reference health
The Limits of Granularity Adjustments
14/14 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.
14 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 14 checked references that resolve
resolves10.1086/497044
The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*
resolves10.3386/w16906
Generalized Transform Analysis of Affine Processes and Applications in Finance
resolves10.1093/jjfinec/nbr001
Approximate Derivative Pricing for Large Classes of Homogeneous Assets with Systematic Risk
resolves10.1016/s1042-9573(03)00040-8
A risk-factor model foundation for ratings-based bank capital rules
resolves10.1093/ww/9780199540884.013.u189170
Morgan, John Pierpont, (17 April 1837–31 March 1913), member of banking firms, J. P. Morgan & Co., New York; Drexel & Co., Philadelphia; Morgan, Grenfell & Co., London; and Morgan, Harjes & Co., Paris
The 14 references without a DOI — listed, not checked
no DOI — not checkedAnalytical techniques for synthetic CDOs and credit default risk measures in static factor models
no DOI — not checkedref5
no DOI — not checkedCreditRisk+: A Credit Risk Management Framework. Credit Suisse
no DOI — not checkedref8
no DOI — not checkedGranularity adjustment in portfolio credit risk measurement
no DOI — not checkedGranularity adjustment for Regulatory Capital Assessment
no DOI — not checkedBasket default swaps, CDOs and factor copulas
no DOI — not checkedref20
no DOI — not checkedref21
no DOI — not checkedShortfall: a tail of two parts
no DOI — not checkedUnexpected recovery risk
no DOI — not checkedAn analytical framework for credit portfolio risk measures
no DOI — not checkedref26
no DOI — not checkedProbing granularity
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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