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Contingent capital : the case for COERCs

Pennacchi, George G.; Vermaelen, Theo; Wolff, … - 2010

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Contingent capital : the case for COERCs

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Contingent capital : the case for COERCs

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Contingent capital : the case for COERCs

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Contingent capital: the case of COERCs

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Contingent capital : the case for COERCs

Pennacchi, George G.; Vermaelen, Theo; Wolff, … - 2011 - Rev. vers. of 2011/51/FIN

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Contingent Capital : The Case for COERCs

Pennacchi, George - 2011

This paper introduces, analyzes, and values a new form of contingent convertible (CoCo), a Call Option Enhanced Reverse Convertible (COERC). Issued as a bond, it converts to new shareholders' equity if a bank's market value of capital falls below a pre-specified trigger. The COERC avoids the...

Persistent link: https://www.econbiz.de/10013133129