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Counterparty Credit Limits: An Effective Tool for Mitigating Counterparty Risk?

https://doi.org/10.2139/ssrn.3043112
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24/24 checkable references clean · checked 2026-08-03

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.

15 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 24 checked references that resolve
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Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk
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Clearing, Counterparty Risk, and Aggregate Risk
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Complexity, concentration and contagion
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A Bayesian Methodology for Systemic Risk Assessment in Financial Networks
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Cyclical correlations, credit contagion, and portfolio losses
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Contagion in Financial Networks
resolves10.1080/14697688.2013.803148
Limit order books
resolves10.1198/073500106000000071
Realized Variance and Market Microstructure Noise
resolves10.1093/rof/rfu010
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resolves10.2139/ssrn.841607
A Network Analysis of the Italian Overnight Money Market
resolves10.2139/ssrn.3651864
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resolves10.1111/0022-1082.00389
Counterparty Risk and the Pricing of Defaultable Securities
resolves10.1111/j.1540-6261.2009.01494.x
Credit Contagion from Counterparty Risk
resolves10.1016/j.jeconom.2015.02.008
Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes
resolves10.1016/j.jfs.2020.100811
Collateral Unchained: Rehypothecation networks, concentration and systemic effects
resolves10.1038/451893a
Ecology for bankers
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The 15 references without a DOI — listed, not checked
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no DOI — not checkedTriennial Central Bank Survey: Report on global foreign exchange market activity in 2010
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no DOI — not checkedFX volume during the financial crisis and now
no DOI — not checkedCounterparty Credit Risk, Collateral and Funding: With Pricing Cases for All Asset Classes
no DOI — not checkedref13
no DOI — not checkedOn the evolution of random graphs
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no DOI — not checkedref30
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