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 39 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedUnlike our study, BIS [2014]'s cost incentive analysis was not based on a model of OTC clearing calibrated to derivatives exposure data
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no DOI — not checkedIII: A global regulatory framework for more resilient banks and banking systems
no DOI — not checkedDiscussion paper: The regulatory framework: balancing risk sensitivity, simplicity and comparability. Bank for International Settlements
no DOI — not checkedref7
no DOI — not checkedCapital requirements for bank exposures to central counterparties. Bank for International Settlements
no DOI — not checkedThe standardized approach for measuring counterparty credit risk exposures. Bank for International Settlements
no DOI — not checkedReducing variation in credit risk-weighted assets -constraints on the use of internal model approaches. Bank for International Settlements
no DOI — not checkedMargin requirements for non-centrally cleared derivatives
no DOI — not checkedRemarks by the Chairman of the Federal Reserve Board at the 2011 Financial Markets Conference sponsored by the Federal Reserve Bank of Atlanta
no DOI — not checkedGuidelines for reporting institution-to-institution data. International Data Hub, Monetary and Economic Department, Bank for International Settlements
no DOI — not checkedMacroeconomic impact assessment of OTC derivatives regulatory reforms. OTC Derivatives Assessment Team, Bank for International Settlements
no DOI — not checkedRegulatory reform of over-the-counter derivatives: an assessment of incentives to clear centrally. Bank for International Settlements
no DOI — not checkedref19
no DOI — not checkedOTC-Cleared Derivatives: Benefits, Costs, and Implications of the "Dodd-Frank Wall Street Reform and Consumer Protection Act
no DOI — not checkedref21
no DOI — not checkedref22
no DOI — not checkedref25
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no DOI — not checkedQuantitative Risk Management
no DOI — not checkedref41
no DOI — not checkedref42
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no DOI — not checkedref44
no DOI — not checkedCounterparty risk capital and CVA
no DOI — not checkedMeasuring counterparty credit risk for trading products under Basel II
no DOI — not checkedref47
no DOI — not checkedref50
no DOI — not checkedTo clear, or not to clear: Uncleared margin and the U.S. swaptions market
no DOI — not checkedref52
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