CoCos, Bail-in, and Tail Risk
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Citations
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Cited by:
- Hilscher, Jens & Raviv, Alon, 2014.
"Bank stability and market discipline: The effect of contingent capital on risk taking and default probability,"
Journal of Corporate Finance, Elsevier, vol. 29(C), pages 542-560.
- Jens Hilscher & Alon Raviv, 2012. "Bank stability and market discipline: The effect of contingent capital on risk taking and default probability," Working Papers 53, Brandeis University, Department of Economics and International Business School, revised Jan 2014.
- Mike Derksen & Peter Spreij & Sweder Van Wijnbergen, 2022.
"ACCOUNTING NOISE AND THE PRICING OF CoCos,"
International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 25(07n08), pages 1-60, November.
- van Wijnbergen, Sweder & Spreij, Peter & Derksen, Mike, 2018. "Accounting Noise and the Pricing of Cocos," CEPR Discussion Papers 12869, C.E.P.R. Discussion Papers.
- Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018. "Accounting Noise and the Pricing of CoCos," Papers 1804.06890, arXiv.org.
- Mike Derksen & Peter Spreij & Sweder van Wijnbergen, 2018. "Accounting Noise and the Pricing of Cocos," Tinbergen Institute Discussion Papers 18-037/VI, Tinbergen Institute.
- van Wijnbergen, Sweder & Chan, Stephanie, 2016. "CoCo Design, Risk Shifting and Financial Fragility," CEPR Discussion Papers 11099, C.E.P.R. Discussion Papers.
- Delphine Boursicot & Geneviève Gauthier & Farhad Pourkalbassi, 2019. "Contingent Convertible Debt: The Impact on Equity Holders," Risks, MDPI, vol. 7(2), pages 1-35, April.
- Ma, Chang & Nguyen, Xuan-Hai, 2021. "Too big to fail and optimal regulation," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 747-758.
- Caporale, Guglielmo Maria & Kang, Woo-Young, 2021.
"On the preferences of CoCo bond buyers and sellers,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Guglielmo Maria Caporale & Woo-Young Kang, 2019. "On the preferences of CoCo bond buyers and sellers," CESifo Working Paper Series 7551, CESifo.
- Stephanie Chan & Sweder van Wijnbergen, 2016. "Coco Design, Risk Shifting Incentives and Capital Regulation," Tinbergen Institute Discussion Papers 16-007/VI, Tinbergen Institute, revised 13 Nov 2017.
- Helberg, Stig & Lindset, Snorre, 2014. "How do asset encumbrance and debt regulations affect bank capital and bond risk?," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 39-54.
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"Convertible bonds and bank risk-taking,"
Journal of Financial Intermediation, Elsevier, vol. 35(PB), pages 61-80.
- Natalya Martynova & Enrico Perotti, 2012. "Convertible Bonds and Bank Risk-Taking," Tinbergen Institute Discussion Papers 12-106/IV/DSF41, Tinbergen Institute, revised 10 Oct 2016.
- Martynova, Natalya & Perotti, Enrico C., 2018. "Convertible bonds and bank risk-taking," Discussion Papers 24/2018, Deutsche Bundesbank.
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Keywords
Contingent Convertibles; Bail-in debt; Tail Risk; Financial Stability;All these keywords.
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