Abstract
Asset-Backed Securities (ABSs) are financial instruments backed by pools of assets. ABSs are created through a securitisation process, where assets are pooled together and the liabilities backed by these assets are tranched, such that the ABSs have different seniority and risk-return profiles.
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Campolongo, F., Jönsson, H., Schoutens, W. (2013). Summary. In: Quantitative Assessment of Securitisation Deals. SpringerBriefs in Finance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-29721-2_7
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DOI: https://doi.org/10.1007/978-3-642-29721-2_7
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-29720-5
Online ISBN: 978-3-642-29721-2
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