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Jönsson et al., 2009 - Google Patents

Asset backed securities: risks, ratings and quantitative modelling

Jönsson et al., 2009

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Document ID
1545404405612411653
Author
Jönsson B
Schoutens W
Publication year

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Asset backed securities (ABSs) are structured finance products backed by pools of assets and are created through a securitisation process. The risks in asset backed securities, such as, credit risk, prepayment risk, market risks, operational risk, and legal risks, are directly …
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