Works matching DE "CONTINGENT convertible bonds"

Results: 24

Bank Contingent Capital: Valuation and the Role of Market Discipline.

Published in:

Journal of Financial Services Research, 2018, v. 54, n. 1, p. 49, doi. 10.1007/s10693-016-0259-9

By:

Chang, Chia-Chien;
Yu, Min-Teh

Publication type:

Article

Callable Contingent Capital: Valuation and Default Risk.

Published in:

Management Science, 2018, v. 64, n. 1, p. 112, doi. 10.1287/mnsc.2016.2573

By:

Weidong Tian

Publication type:

Article

THE VEXED ISSUE OF BANKERS' PAY: IS IT NOW TIME FOR COCOS?

Published in:

Journal of Corporate Law Studies, 2013, v. 13, n. 1, p. 95, doi. 10.5235/14735970.13.1.95

By:

ERIKSSON, AGNE;
M<sup>C</sup>VEA, HARRY

Publication type:

Article

PRICING SOVEREIGN CONTINGENT CONVERTIBLE DEBT.

Published in:

International Journal of Theoretical & Applied Finance, 2018, v. 21, n. 8, p. N.PAG, doi. 10.1142/S0219024918500498

By:

CONSIGLIO, ANDREA;
TUMMINELLO, MICHELE;
ZENIOS, STAVROS A.

Publication type:

Article

ANALYTIC PRICING OF CoCo BONDS.

Published in:

International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 5, p. -1, doi. 10.1142/S0219024917500340

By:

TURFUS, COLIN;
SHUBERT, ALEXANDER

Publication type:

Article

Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry.

Published in:

European Financial Management, 2017, v. 23, n. 1, p. 127, doi. 10.1111/eufm.12092

By:

Ammann, Manuel;
Blickle, Kristian;
Ehmann, Christian

Publication type:

Article

Contents: European Financial Management 1/2017.

Published in:: European Financial Management, 2017, v. 23, n. 1, p. 1, doi. 10.1111/eufm.12104
Publication type:: Article

THE FINANCIAL INDUSTRY'S PLAN FOR RESOLVING FAILED MEGABANKS WILL ENSURE FUTURE BAILOUTS FOR WALL STREET.

Published in:

Georgia Law Review, 2015, v. 50, n. 1, p. 43

By:

Wilmarth, Jr., Arthur E.

Publication type:

Article

CoCos under short-term uncertainty.

Published in:

Stochastics: An International Journal of Probability & Stochastic Processes, 2017, v. 89, n. 1, p. 207, doi. 10.1080/17442508.2016.1149590

By:

Corcuera, José Manuel;
Valdivia, Arturo

Publication type:

Article

Contingent Capital in Executive Compensation.

Published in:

Washington & Lee Law Review, 2012, v. 69, n. 4, p. 1821

By:

Kaal, Wulf A.

Publication type:

Article

OS «COCOS» E A RECAPITALIZAÇÃO DO SISTEMA BANCÁRIO PORTUGUÊS.

Published in:

Actualidad Jurídica (1578-956X), 2012, n. 32, p. 117

By:

MOTA PINTO, ALEXANDRE

Publication type:

Article

Investors' Trash, Taxpayers' Treasure: The Banco Popular Wipeout and Contingent Convertible Bonds.

Published in:

North Carolina School Banking Institute Journal, 2018, v. 22, n. 1, p. 405

By:

JOANNE WU

Publication type:

Article

Credible Losers: A Regulatory Design for Prudential Market Discipline.

Published in:

American Business Law Journal, 2017, v. 54, n. 1, p. 107, doi. 10.1111/ablj.12096

By:

Crawford, John

Publication type:

Article

Contingent Convertibles with Stock Price Triggers: The Case of Perpetuities.

Published in:

Review of Financial Studies, 2019, v. 32, n. 6, p. 2302, doi. 10.1093/rfs/hhy092

By:

Pennacchi, George;
Tchistyi, Alexei

Publication type:

Article

Contingent Capital, Tail Risk, and Debt-Induced Collapse.

Published in:

Review of Financial Studies, 2017, v. 30, n. 11, p. 3921, doi. 10.1093/rfs/hhx067

By:

Nan Chen;
Glasserman, Paul;
Nouri, Behzad;
Pelger, Markus

Publication type:

Article

General Restrictions on Prices of Financial Derivatives Written on Underlying Diffusions.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 119, doi. 10.3905/jod.2022.1.168

By:

Bergman, Yaacov Z.;
Bueno-Guerrero, Alberto

Publication type:

Article

Zero Black-Derman-Toy Model in Catastrophic Events: COVID-19 Performance Analysis.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 103, doi. 10.3905/jod.2022.1.164

By:

Krzyżanowski, Grzegorz;
Sosa, Andrés

Publication type:

Article

Semi-Analytical Pricing of Barrier Options in the Time-Dependent λ-SABR Model: Uncorrelated Case.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 74, doi. 10.3905/jod.2022.1.166

By:

Itkin, Andrey;
Muravey, Dmitry

Publication type:

Article

Which Factors Play a Role in CoCo Issuance? Evidence from European Banks.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 58, doi. 10.3905/jod.2022.1.169

By:

Wagner, Sara;
Vermaelen, Theo;
Wolff, Christian C. P.

Publication type:

Article

Evaluation of Deep Learning Algorithms for Quadratic Hedging.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 32, doi. 10.3905/jod.2022.1.165

By:

Dai, Zhiwen;
Li, Lingfei;
Zhang, Gongqiu

Publication type:

Article

Robust and Nearly Exact Option Pricing with Bilateral Gamma Processes.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 8, doi. 10.3905/jod.2022.1.163

By:

Aguilar, Jean-Philippe;
Kirkby, Justin

Publication type:

Article

Untitled.

Published in:

Journal of Derivatives, 2022, v. 30, n. 1, p. 1, doi. 10.3905/jod.2022.30.1.001

By:

Pimbley, Joseph M.

Publication type:

Article

CoCo bonds and implied CET1 volatility.

Published in:

Quantitative Finance, 2017, v. 17, n. 6, p. 813, doi. 10.1080/14697688.2016.1249019

By:

De Spiegeleer, Jan;
Höcht, Stephan;
Marquet, Ine;
Schoutens, Wim

Publication type:

Article

Incentive Effects from Write-down CoCo Bonds: An Empirical Analysis.

Published in:

Journal of Financial Regulation, 2022, v. 8, n. 2, p. 162, doi. 10.1093/jfr/fjac005

By:

Cutura, Jannic;
Hesse, Henning

Publication type:

Article