Showing 1 - 10 of 73
We show that insurance companies have almost nonupled their investments in collateralized loan obligations (CLOs) in … capital charges, insurance companies invest more heavily in bonds and CLO tranches with higher yields. Preferences for CLO … regulatory reform, resulting in insurance companies holding more than 40 percent of mezzanine tranches outstanding in 2019. In …
Persistent link: https://www.econbiz.de/10012597742
Persistent link: https://www.econbiz.de/10003924400
Persistent link: https://www.econbiz.de/10002149441
Persistent link: https://www.econbiz.de/10002149547
Persistent link: https://www.econbiz.de/10002149556
Persistent link: https://www.econbiz.de/10003645030
Persistent link: https://www.econbiz.de/10003336151
We address two questions: (i) Are bank capital structure and value correlated in the cross section, and if so, how? (ii) If bank capital does affect bank value, how are the components of bank value affected by capital? We first develop a dynamic model with a dissipative cost of bank capital that...
Persistent link: https://www.econbiz.de/10003947552
overall impact of the program. -- Financial crisis ; banking ; derivative pricing ; convertible preferred ; risk management …
Persistent link: https://www.econbiz.de/10003948201
Persistent link: https://www.econbiz.de/10003522777