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The risk management of contingent convertible (CoCo) bonds

This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a...

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Detalles Bibliográficos
Autores principales: De Spiegeleer, Jan, Marquet, Ine, Schoutens, Wim
Lenguaje:eng
Publicado: Springer 2018
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-030-01824-5
http://cds.cern.ch/record/2647135