Contingent Convertible Bonds for Sovereign Debt Risk Management
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DOI: 10.1515/jgd-2017-0011
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- Juan Carlos Hatchondo & Leonardo Martinez & Yasin Kürsat Önder & Francisco Roch, 2024. "Sovereign CoCos and debt forgiveness," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 24/1096, Ghent University, Faculty of Economics and Business Administration.
- Volz, Ulrich, 2022. "On the potential of sovereign state-contingent debt in contributing to better public debt management and enhancing sustainability outcomes," LSE Research Online Documents on Economics 122922, London School of Economics and Political Science, LSE Library.
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Keywords
conditional Value-at-Risk; contingent contracts; debt crisis; debt restructuring; GDP-indexed bonds; portfolio optimization; puttable bonds; scenario analysis; sovereign debt;All these keywords.
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