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Shorter duration ABS securities

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annesophie
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Joined: June 8th, 2004, 4:25 pm

Shorter duration ABS securities

November 23rd, 2004, 5:31 pm

Can you please explain (with few sentences) the advantages of holding shorter duration of ABS investments in the portfolio from trading perspective? Thanks!
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ksdt
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Joined: September 27th, 2002, 8:05 am

Shorter duration ABS securities

November 24th, 2004, 8:37 pm

Cash backing strategy if ABS gives us L+ few bps. (assuming front sequencial AAA type ABS.)
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mellisacat
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Joined: December 13th, 2004, 11:37 pm

Shorter duration ABS securities

June 14th, 2005, 9:50 pm

Can anyone explain more about this?
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bhutes
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Joined: May 26th, 2005, 12:08 pm

Shorter duration ABS securities

June 15th, 2005, 12:31 pm

Also what are advantages of using short term ABS over AAA-rated commercial paper ?
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