What is the concern with the inclusion of fixed-rate mortgage loans in the collateral pool when the

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What is the concern with the inclusion of fixed-rate mortgage loans in the collateral pool when the liabilities are floating rate?

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Bond Markets Analysis and Strategies

ISBN: 978-0133796773

9th edition

Authors: Frank J.Fabozzi

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Question Posted: Aug 22, 2015 07:36 AM

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What is the concern with the inclusion of fixed-rate mortgage loans in the collateral pool when the

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Bond Markets Analysis and Strategies

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