IDEAS home Printed from https://ideas.repec.org/r/ecl/upafin/11-41.html
   My bibliography  Save this item

Why and How to Design a Contingent Convetible Debt Requirement

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. repec:cbk:journl:v:2:y:2013:i:2:p:29-46 is not listed on IDEAS
  2. Edward Simpson Prescott, 2012. "Contingent capital: the trigger problem," Economic Quarterly, Federal Reserve Bank of Richmond, vol. 98(1Q), pages 33-50.
  3. Manuel Ammann & Kristian Blickle & Christian Ehmann, 2017. "Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry," European Financial Management, European Financial Management Association, vol. 23(1), pages 127-152, January.
  4. Michael Sigmund & Kevin Zimmermann, 2021. "Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann)," Working Papers 236, Oesterreichische Nationalbank (Austrian Central Bank).
  5. Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia, 2020. "CoCo issuance and bank fragility," Journal of Financial Economics, Elsevier, vol. 138(3), pages 593-613.
  6. Gregory Connor & Brian O’Kelly, 2012. "A Coasean Approach to Bank Resolution Policy in the Eurozone," FMG Special Papers sp214, Financial Markets Group.
  7. Murphy, Gareth & Walsh, Mark & Willison, Matthew, 2012. "Financial Stability Paper No 16: Precautionary contingent capital," Bank of England Financial Stability Papers 16, Bank of England.
  8. Jan Pieter Krahnen, 2013. "Rettung durch Regulierung? Eckpunkte des Liikanen-Berichts," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 14(3-4), pages 167-185, August.
  9. William R. Cline, 2015. "Testing the Modigliani-Miller Theorem of Capital Structure Irrelevance for Banks," Working Paper Series WP15-8, Peterson Institute for International Economics.
  10. Hans Gersbach, 2013. "Preventing Banking Crises--with Private Insurance?," CESifo Economic Studies, CESifo Group, vol. 59(4), pages 609-627, December.
  11. Vladimir Asriyan, 2014. "Balance sheet recessions with informational and trading frictions," Economics Working Papers 1463, Department of Economics and Business, Universitat Pompeu Fabra, revised Oct 2018.
  12. Maria del Pilar Castillo & Giácomo Balbinotto, 2012. "Las FARC y los costos del secuestro," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 147-164, July-Dece.
  13. Krahnen, Jan Pieter, 2013. "Rescue by regulation? Key points of the Liikanen report," SAFE White Paper Series 9, Leibniz Institute for Financial Research SAFE.
  14. Andy Mullineux, 2015. "Implications Of The Eurozone Crisis For Monetary Unions In Sub-Saharan Africa," The African Finance Journal, Africagrowth Institute, vol. 17(1), pages 21-40.
  15. Renato Maino, 2012. "Tackling the “Too Big To Fail” conundrum: Integrating market and regulation," FMG Special Papers sp207, Financial Markets Group.
  16. Douglas Davis & Oleg Korenok & Edward Simpson Prescott, 2014. "An Experimental Analysis of Contingent Capital with Market‐Price Triggers," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 999-1033, August.
  17. Goodhart, Charles, 2013. "Ratio controls need reconsideration," Journal of Financial Stability, Elsevier, vol. 9(3), pages 445-450.
  18. Bouwman, Christa H. S., 2013. "Liquidity: How Banks Create It and How It Should Be Regulated," Working Papers 13-32, University of Pennsylvania, Wharton School, Weiss Center.
  19. Micossi, Stefano & Bruzzone, Ginevra & Carmassi, Jacopo, 2013. "The New European Framework for Managing Bank Crises," CEPS Papers 8620, Centre for European Policy Studies.
  20. Richard J. Herring, 2011. "The Capital Conundrum," International Journal of Central Banking, International Journal of Central Banking, vol. 7(4), pages 171-187, December.
  21. Kartik B. Athreya & Arantxa Jarque, 2015. "Understanding Living Wills," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 193-223.
  22. Kenjiro Hori & Jorge Martin Ceron, 2014. "Agency Costs of Bail-in," Birkbeck Working Papers in Economics and Finance 1407, Birkbeck, Department of Economics, Mathematics & Statistics.
  23. repec:fip:fedreq:y:2012:i:1q:p:33-50:n:vol.98no.1 is not listed on IDEAS
  24. Markus Buergi, 2013. "Pricing contingent convertibles: a general framework for application in practice," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(1), pages 31-63, March.
  25. Lorenzo Sasso, 2016. "Bank Capital Structure and Financial Innovation: Antagonists or Two Sides of the Same Coin?," Journal of Financial Regulation, Oxford University Press, vol. 2(2), pages 225-263.
  26. Nan Chen & Paul Glasserman & Behzad Nouri & Markus Pelger, 2013. "CoCos, Bail-In, and Tail Risk," Working Papers 13-01, Office of Financial Research, US Department of the Treasury.
  27. Carmassi, Jacopo & Di Noia, Carmine & Micossi, Stefano, 2012. "Banking Union: A federal model for the European Union with prompt corrective action," CEPS Papers 7308, Centre for European Policy Studies.
  28. Douglas Elliott & Mr. Andre O Santos, 2012. "Assessing the Cost of Financial Regulation," IMF Working Papers 2012/233, International Monetary Fund.
  29. Klaas H. W. Knot & Hanne van Voorden, 2013. "Sytemically Important Banks - Possible Options for Policy Makers," Chapters, in: Andreas Dombret & Otto Lucius (ed.), Stability of the Financial System, chapter 12, Edward Elgar Publishing.
  30. Andrew G. Haldane & Vasileios Madouros, 2012. "El perro y el frisbee," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 13-56, July-Dece.
  31. George M. von Furstenberg, 2012. "Mega-Banks' Self-Insurance with Cocos: A Work in Progress," World Scientific Book Chapters, in: Risk Management Institute, Singapore (ed.), Global Credit Review, chapter 4, pages 53-77, World Scientific Publishing Co. Pte. Ltd..
  32. Li, Ping & Guo, Yanhong & Meng, Hui, 2022. "The default contagion of contingent convertible bonds in financial network," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  33. Phoebe White & Tanju Yorulmazer, 2014. "Bank resolution concepts, trade-offs, and changes in practices," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 153-173.
  34. Weidong Tian, 2018. "Callable Contingent Capital: Valuation and Default Risk," Management Science, INFORMS, vol. 64(1), pages 112-130, January.
  35. Berger, Allen N. & Bouwman, Christa H.S., 2013. "How does capital affect bank performance during financial crises?," Journal of Financial Economics, Elsevier, vol. 109(1), pages 146-176.
  36. Liliana Rojas-Suarez, Arturo J. Galindo, and Marielle del Valle, 2012. "Capital Requirements under Basel III in Latin America: The Cases of Bolivia, Colombia, Ecuador and Peru - Working Paper 296," Working Papers 296, Center for Global Development.
  37. Stefano Micossi, 2012. "Banking Union in the Making," CESifo Forum, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 13(04), pages 21-25, December.
  38. Micossi,Stefano, 2013. "A Viable Alternative to Basel III Prudential Capital Rules," CEPS Papers 8075, Centre for European Policy Studies.
  39. Hogan, Thomas L., 2015. "Capital and risk in commercial banking: A comparison of capital and risk-based capital ratios," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 32-45.
  40. Jelena Stanković & Vesna Janković-Milić & Snežana Radukić, 2013. "Quantitative Analysis of Business Success Indicators in the Banking Sector of the Republic of Serbia," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(3), pages 29-46.
  41. George M. von Furstenberg, 2011. "Concocting Marketable Cocos," Working Papers 222011, Hong Kong Institute for Monetary Research.
  42. Changjun Zheng & Syed Moudud-Ul-Huq, 2017. "Banks’ capital regulation and risk: Does bank vary in size? Empirical evidence from Bangladesh," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-27, June.
  43. Allen, Linda & Tang, Yi, 2016. "What’s the contingency? A proposal for bank contingent capital triggered by systemic risk," Journal of Financial Stability, Elsevier, vol. 26(C), pages 1-14.
  44. Anat R. Admati & Peter M. DeMarzo & Martin F. Hellwig & Paul Pfleiderer, 2013. "Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2013_23, Max Planck Institute for Research on Collective Goods.
  45. Lubberink, Martien, 2014. "A Primer on Regulatory Bank Capital Adjustments," MPRA Paper 55290, University Library of Munich, Germany.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.