21 апр. 2020 г. · In this paper we analyze the European AT1 CoCo bonds from a twin perspective. Initially, from the perspective of an institutional investor interested in buying ... |
This paper estimates the preference scores of CoCo bond buyers and sellers by running logistic regressions taking into account both bond and issuing bank's ... |
The purpose of this paper is to empirically test, whether CoCo-bonds indeed improve the stability of the banking system and reduce systemic risk. |
31 мар. 2024 г. · This paper analyses the preferences of CoCo bond buyers and sellers assuming that they are mutually exclusive, and that buyers prefer CoCo ... |
BIS Working Papers are written by members of the Monetary and Economic. Department of the Bank for International Settlements, and from time to time by. |
12 окт. 2018 г. · We present a new model for pricing contingent convertible (CoCo) bonds which facilitates the calculation of equity, credit and interest rate risk sensitivities. |
6 апр. 2023 г. · CoCo bonds are a unique hybrid security that combines the characteristics of debt and equity. Banks can use CoCo bonds to exploit discrepancies among capital ... |
This paper analyses the preferences of CoCo bond buyers and sellers assuming that they are mutually exclusive, and that buyers prefer CoCo bonds with higher ... |
This paper deals with the impact of write-down CoCo bonds on the risk-taking behavior of banks. The Basel III rules explicitly allow the write-down feature ... |
| Novbeti > |
| Axtarisha Qayit Anarim.Az Anarim.Az Sayt Rehberliyi ile Elaqe Saytdan Istifade Qaydalari Anarim.Az 2004-2023 |