Markus Herrmann

affiliation not provided to SSRN

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Information Asymmetries and Securitization Design

Number of pages: 60 Posted: 21 Mar 2008
Guenter Franke, Markus Herrmann and Thomas Weber
University of Konstanz - Department of Economics, affiliation not provided to SSRN and University of Konstanz - Department of Economics
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Abstract:

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Securitization, collateralized debt obligations, asset pool quality, First Loss Position, synthetic transactions, tranching