On write-down/write-up loss absorbing instruments
Year of publication: |
2021
|
---|---|
Authors: | Jaworski, Piotr ; Liberadzki, Kamil ; Liberadzki, Marcin |
Published in: |
European research studies. - Piraeus : [Verlag nicht ermittelbar], ISSN 1108-2976, ZDB-ID 2479315-2. - Vol. 24.2021, 1, p. 1204-1219
|
Subject: | Insolvency risk | Contingent convertibles(CoCos) | AT1 | RT1 | Lévy refracted process | Ruin probability | write-down | Common Equity Tier 1 (CET1) ratio | Insolvenz | Insolvency | Wandelanleihe | Convertible bond | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Eigenkapital | Equity capital |
-
Quantitative evaluation of contingent capital and its applications
Gupta, Anshul, (2013)
-
An alternative Z-score measure for downside bank insolvency risk
Lepetit, Lætitia, (2021)
-
Cheung, Eric C. K., (2021)
- More ...
-
On Behavior of the Hybrid Securities When Issuer Is in Distress : The Volkswagen AG Case
Jaworski, Piotr, (2019)
-
Jaworski, Piotr, (2019)
-
Contagion and divergence on sovereign bond markets
Jaworski, Piotr, (2017)
- More ...