9. A banker shows you the vintage data on three static pools (table 4.3). Please construct the...

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9. A banker shows you the vintage data on three static pools (table 4.3). Please construct the base curve for Pool C (express it as a percentage of absolute loss rather than as a percentage of aggregate cumulative loss) and explain your method. Normalize the curve from 0 to 100% when you are finished.

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Elements Of Structured Finance

ISBN: 9780195179989

1st Edition

Authors: Ann Rutledge, Sylvain Raynes

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