The DCM Core Institute operates under strict methodological disclosure protocols. We provide central banks, regulators, and institutional investors with the underlying assumptions, computation logic, and data quality standards for all our indices and research outputs.
Proprietary liquidity stress models and systemic risk indicators to monitor the cross-border fragility of tokenized assets.
Systematically mapping regulatory frameworks (MiCA, FIT21, VASP) across jurisdictions to identify convergence and arbitrage risks.
View Policy LibraryTechnological audits focusing on settlement finality, bridge vulnerability, and operational resilience under the DORA framework.
Research ManualOur methodologies are aligned with the principles set by the International Organization of Securities Commissions (IOSCO) for Financial Benchmarks and the guidelines of the BIS Committee on Payments and Market Infrastructures (CPMI).