Sökning: "CoCos"

Visar resultat 1 - 5 av 14 uppsatser innehållade ordet CoCos.

  1. 1. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

    Master-uppsats, KTH/Matematisk statistik

    Författare :Adrian Djerf; [2020]
    Nyckelord :AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

    Sammanfattning : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. LÄS MER

  2. 2. CoCo-obligationer inom europeiska banker - En studie over utvecklingen av innehavet samt specifika faktorer som påverkar emitteringen av dessa

    Kandidat-uppsats, Göteborgs universitet/Företagsekonomiska institutionen

    Författare :Elin Andersson; Isabelle Svensson; [2019-07-03]
    Nyckelord :CoCos; Contingent Convertibles; emittering; eget kapital; AT1; bank.;

    Sammanfattning : Introduktion och problem: Contingent Convertibles, benämnt CoCos, blev mer vanligtförekommande inom banker efter finanskrisen 2007 - 2008. Det är en alternativobligationsform och klassificeras som ett skuldinstrument med inslag av egenskaper för egetkapital. LÄS MER

  3. 3. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.

    Kandidat-uppsats, Uppsala universitet/Nationalekonomiska institutionen

    Författare :Mathias Lien Oskarsson; [2019]
    Nyckelord :Contingent Convertible Bonds; CoCo; Additional Tier 1; Systemic risk; EBA Stress test; Simulation; Point of Non-Viability; Financial resiliency.;

    Sammanfattning : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. LÄS MER

  4. 4. Contingent Convertible Bonds and the Optimal Default Barrier

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Ludwig Allard; Raymond Ke; [2018-07-03]
    Nyckelord :Contingent Convertible Bonds; CoCo Bonds; CoCos; Optimal Default Barrier; Swedish Banks; Financial Crisis;

    Sammanfattning : MSc in Finance.... LÄS MER

  5. 5. Financial Reporting for Contingent Convertibles in Banks: Liability or Equity?

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Osama Masri; Daniel Mörner; [2017-08-09]
    Nyckelord :Contingent Convertibles; CoCos; liability versus equity; IAS 32; Common Equity Risk; Stock return volatility; Basel III; Hybrid Financial Instruments;

    Sammanfattning : MSc in Accounting.... LÄS MER