Security design in the real world: why are securitization issues tranched?
Securitisations usually involve creating multiple tranches of a single issue with different characteristics, placed on the market as separate securities. Various theoretical explanations have been advanced to explain such tranching. This paper provides the first systematic testing of such theories u...
Prif Awduron: | Firla-Cuchra, M, Jenkinson, T |
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Fformat: | Working paper |
Cyhoeddwyd: |
University of Oxford
2005
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Eitemau Tebyg
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Security Design in the Real World: Why are Securitization Issues Tranched?
gan: Firla-Cuchra, M, et al.
Cyhoeddwyd: (2005) -
Why are securitization issues tranched?
gan: Firla-Cuchra, M, et al.
Cyhoeddwyd: (2005) -
Why are Securitization Issues Tranched?
gan: Firla-Cuchra, M, et al.
Cyhoeddwyd: (2006) -
On securitisations of assets
gan: Firla-Cuchra, M, et al.
Cyhoeddwyd: (2007) -
Explaining Launch Spreads on Structured Bonds.
gan: Firla-Cuchra, M
Cyhoeddwyd: (2005)