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~isPartOf:"ECB Working Paper"
~isPartOf:"Working papers / Federal Reserve Bank of Philadelphia, Research Department"
~person:"Greenfield, Patrick"
~subject:"Credit risk"
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Greenfield, Patrick
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Financial characteristics of cost of funds indexed loans
Greenfield, Patrick
;
Hall, Arden
-
2019
rates change. This creates two problems for lenders:
Pricing
of COF-indexed ARMs is difficult because it depends not only on …
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