Tranche Structures

Tranche Structures is a financial structuring framework in which cash flows from credit risk instruments such as credit derivatives or mortgage-backed securities are segmented into multiple hierarchical classes—each with distinct risk, priority, and return characteristics—thereby enabling differential credit exposure and payment seniority among investors.

16

Publications

626

Citations

29

Authors

25

Institutions

Publications per year

2017–2026

0

Authors

29

  1. AE
    Ann E. Sherman

    DePaul University, United States

    2 publications · 53 citations

    2

    h-index

  2. RJ
    Ravi Jagannathan

    Northwestern University, United States

    2 publications · 53 citations

    2

    h-index

  3. PM
    Peter M. DeMarzo

    National Bureau of Economic Research, United States

    2 publications · 26 citations

    2

    h-index

  4. RC
    Rama Cont

    University of Oxford, United Kingdom

    2 publications · 42 citations

    2

    h-index

  5. YH
    Yu Hang Kan

    Columbia University, United States

    2 publications · 42 citations

    2

    h-index

1–5 of 29

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 206 citations

    8

    h-index

  2. 1

    h-index

  3. Marine and Petroleum Geology

    1 publications · 61 citations

    1

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 1 publications · 109 citations

    1

    h-index

  5. mAbs

    1 publications · 15 citations

    1

    h-index

1–5