bank's balance sheet information. The study also finds that CoCo bonds are likely to be fully subscribed when issued given …This study estimates the parameters of credit derivatives, equity derivatives and structural models for bank …. The study finds the structural approach as the preferred model for CoCo pricing, as it reported the least pricing errors …

Entry resolution models and links this question to the issue of support that bank subsidiaries can expect from their parent …

We argue that contingent convertible capital (CoCo-Bonds) might have perverse risk-taking incentives for banks (asset … overhang problem). Whenever the conversion price is set too high - as in the case of the Lloyds CoCo-Bond issuance in November …-Bond convert into equity once the equity ratio falls below a certain threshold and CoSu-Bond holders take over the bank while …

disciplining role are based on inadequate theory lacking empirical support. We conclude that bank equity is not socially expensive …

lacking empirical support. We conclude that bank equity is not socially expensive, and that high leverage at the levels …

Shadow banking is a broad concept. A possible definition is that it comprises non-bank institutions which undertake … bank-like activities. Another characteristic is that the sector is overall less regulated. Therefore there are still …

impact of counterparty credit risk on bank capital regulatory requirements. We developed six scenarios of different interest … banka) and top 3 US banks (Bank of America, Citibank and JP Morgan). We conclude that i) the analyzed Czech banks report …

leverage faced tighter constraints in accessing bank credit after the COVID-19 outbreak in spring 2020. Specifically, SMEs with … Paycheck Protection Program (PPP), mitigated the adverse real effect stemming from bank credit constraints. …

This research aims to investigate the influence of bank capital, risk-based capital and bank capital buffers on the … behaviour of bank risk-taking by applying GMM on the data of US commercial banks ranges from 2002 to 2018. The findings show … that bank capital has a positive influence on total risk. However, risk-based capital and capital buffer have a negative …