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並前往https://www.ecb.europa.eu/pub/pdf/scpops/ecb.op292~092b778aa8.en.pdf

An empirical study of securitisations of non-performing loans

Box 2 The return on the mezzanine tranche as a neutral pricing proxy ... Box 4 Tranche sizes based on factors beyond loss considerations. 19. 4. Conclusion.

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