Collateral constraints, tranching, and price bases (Q6107359)

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scientific article; zbMATH DE number 7706126
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Collateral constraints, tranching, and price bases
scientific article; zbMATH DE number 7706126

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    Collateral constraints, tranching, and price bases (English)
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    3 July 2023
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    collateral
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    securitized markets
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    cash-synthetic basis
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    credit default swaps
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    asset prices
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    credit spreads
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