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Risk profiles for re-profiling sovereign debt

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of risk finance : the convergence of financial … 16 (2015) 1, pp. 2-26

Persistent link: https://www.econbiz.de/10010513384

Pricing sovereign contingent convertible debt

Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - 2016 - This draft July 22, 2016

Persistent link: https://www.econbiz.de/10011539350

Risk management optimization for sovereign debt restructuring

Consiglio, Andrea; Zenios, Stauros Andrea - 2014

Persistent link: https://www.econbiz.de/10010407980

Risk management optimization for sovereign debt restructuring

Consiglio, Andrea; Zenios, Stauros Andrea - 2014

Persistent link: https://www.econbiz.de/10010414386

The case for contingent convertible debt for sovereigns

Consiglio, Andrea; Zenios, Stauros Andrea - 2015

Persistent link: https://www.econbiz.de/10011446406

Risk management optimization for sovereign debt restructuring

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 6 (2015) 2, pp. 181-213

Persistent link: https://www.econbiz.de/10011473912

Contingent convertible bonds for sovereign debt risk management

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of globalization and development 9 (2018) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10012003110

Pricing sovereign contingent convertible debt

Consiglio, Andrea; Tumminello, Michele; Zenios, Stauros … - In: International journal of theoretical and applied finance 21 (2018) 8, pp. 1-36

Persistent link: https://www.econbiz.de/10011970916

Pricing and hedging GDP-linked bonds in incomplete markets

Consiglio, Andrea; Zenios, Stauros Andrea - In: Journal of economic dynamics & control 88 (2018), pp. 137-155

Persistent link: https://www.econbiz.de/10011973933

Risk Management Optimization for Sovereign Debt Restructuring

Consiglio, Andrea - 2016

Debt restructuring is one of the policy tools available for resolving sovereign debt crises and, while unorthodox, it is not uncommon. We propose a scenario analysis for debt sustainability and integrate it with scenario optimization for risk management in restructuring sovereign debt. The...

Persistent link: https://www.econbiz.de/10013006075