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DOJ EFTA Data Set 10 document EFTA01345212

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DOJ EFTA Data Set 10 document EFTA01345212

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EFTA Disclosure
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C) O 0 zz 00 mm zz > I-- I-- C C C -4 0 m C) CD CD to z -< co O O Z -< co c. —o C..) O a O -• t0 Deutsche Asset & Wealth Management Signature Card Deutsche Bank Trust Company Americas Mort, Inc Signature Print Nemo Print Nemo Zit s' Deus Power of Attorney pecimen Signature 1 Til er Dote of Power of Attorney ISAWM-0X41 laal0D00011816-00013611$8 0361311.010913 EFTA01345212

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Subject: RE: RIN follow up From: Vahe Stepanian Date: Fri, 20 Apr 2018 14:16:02 -0400 To: Paul Barrett Cc: Stewart Oldfield Martin Zeman No problem, happy to help. The team assumes a 50bps p.a. default rate, and I would point you to page 29 of the book to support this point. Also worth looking at the scenario analysis on pg. 40 — think scenarios 1-7 are particularly relevant because the 50bp issuance costs are in line with RIN I (vs. 2% for a BSL). Thank you, Vahe From: Paul Barrett

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