Economy & Finance Basis in abx_tabx_bespoke_sf_cd_os

1. Tranche ABX and Basis Risk in Subprime RMBS Structured Portfolios Kevin Kendra February 20, 2007 2. Introduction What are structured subprime RMBS portfolios? What is…

Documents Tranche ABX and Basis Risk in Subprime RMBS Structured Portfolios Kevin Kendra February 20, 2007.

Slide 1Tranche ABX and Basis Risk in Subprime RMBS Structured Portfolios Kevin Kendra February 20, 2007 Slide 2 Introduction What are structured subprime RMBS portfolios?…