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Incentives and tranche retention in securitisation: A screening model
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Incentives and tranche retention in securitisation: A screening model
Incentives and tranche retention in securitisation: A screening model
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October 2009
Fender, I.
/
Mitchell, J.
Working Paper N° 177
JEL classification:
D82
D86
G21
G28
Keywords:
securitisation
retention requirements
tranching
screening incentives
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