Tranche framework: Facts and determinants. The info content associated with the equity tranche size

For the research, we make use of a very very carefully put together sample that is representative of 200 private-label RMBS deals (i.e., deals maybe maybe perhaps not associated with Fannie Mae or Freddie Mac), that are supported by about 500,000 loans. This test comprises about 12per cent with this market during. Each deal includes […]

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