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Modeling term structures of swap spreads PDF results

liquidity and credit risk - efinanc

liquidity and credit risk 2221 our model with finite-maturity debt predicts that liquidity spreads are de-creasing functions of time to maturity. this is consistent with empirical ev-

Regulatory notice 10-57 - finr

Background and discussion the effectiveness of broker-dealer risk management practices is a subject of longstanding regulatory interest.1the recent financial crisis...

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