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William Webster, Owner

Barbican Consulting Limited

Insights

ABCP & SIVs

All in Cost of Fixed Rate Issuance

All in Floating Rate Cost of Issuance

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Asset Swaps

A measure of interest rate risk

Bank Capital

Basis Point Value (BPV, DV01)

Basis Risk

Basis Swaps

Bonds Explained

Buy Sell Backs

Certificates of Deposit

Collateral Management

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