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

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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 ….  Read More