The determinants of banks' AT1 CoCo spreads
Year of publication: |
2022
|
---|---|
Authors: | Kind, Axel ; Oster, Philippe ; Peter, Franziska Julia |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 28.2022, 2, p. 567-604
|
Subject: | additional tier 1 (AT1) | contingent convertible (CoCo) | COVID-19 pandemic | maximum distributable amount (MDA) | point of nonviability (PoNV) | regulation | security design | systemically important banks (SIB) | Coronavirus | Wandelanleihe | Convertible bond | Systemrisiko | Systemic risk | Basler Akkord | Basel Accord | Bank |
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