1Basle Committee: Risk Management Guidelines for Derivatives (July 1994), Part I.
2Page 5, Sean M. O' Connor : The Development of Financial Derivatives Markets : The Canadian Experience. Technical Report No. 62, Bank of Canada (以下筒称 "Sean M. O' Connor: The Canadian Experience" ).
4Bank for International Settlements: OTC Derivatives: Settlement Procedures and Counterparty Risk Management, Report by the Committee on Payment and Settlement Systems and the Euro - currency Standing Committee of the Central Banks of the Group of Ten Countries, Basle, September 1998, Page 43.
