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Presentation . 2022
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Other literature type . 2022
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License: CC BY
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MezzMezzMezz Trade Model

descriptionPublicationkeyboard_double_arrow_right Presentation , Other literature type 30 Nov 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.7383005 , 10.5281/zenodo.7383004

MezzMezzMezz Trade Model

Abstract

The MezzMezzMezz trade model is a synthetic Collateral Debt Obligation (CDO) structure in which the collateral pool is composed of tranches issued under MezzOfMezz or Caribou structures. Each participating MezzOfMezz tranche is a CDO mezz tranche defined by a threshold and a principal. Several such MezzOfMezz tranches are aggregated and tranched into MezzMezzMezz tranches. Within the existing modelling framework the model is implemented by adding a layer of CDO structure to the MezzOfMezz model.

https://ia601404.us.archive.org/25/items/bondBootstrapping/bondBootstrapping.pdf

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MezzMezzMezz Trade Model

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selected citations
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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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