What's the contingency? : a proposal for bank contingent capital triggered by systemic risk
Year of publication: |
October 2016
|
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Authors: | Allen, Linda ; Tang, Yi |
Published in: |
Journal of financial stability. - Amsterdam [u.a.] : Elsevier, ISSN 1572-3089, ZDB-ID 2222049-5. - Vol. 26.2016, p. 1-14
|
Subject: | Contingent capital | Callable put option | Dual trigger exercise price | Systemic risk | Systemrisiko | Finanzdienstleistung | Financial services | Bankrisiko | Bank risk | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Finanzkrise | Financial crisis | Derivat | Derivative |
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