Sökning: "Point of Non-Viability"
Hittade 4 uppsatser innehållade orden Point of Non-Viability.
1. 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 institutionenSammanfattning : 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
2. Modelling Large Claims in Property and Home Insurance - Extreme Value Analysis
Master-uppsats, Lunds universitet/Matematisk statistikSammanfattning : It is of paramount interest for insurance companies to have an estimate of the probability of being exposed to extremely large claims that could render them directly insolvent or decrease the size of their regulatory capital to the point of non-viability. The difficulty with finding such an estimate is that extreme events are by definition rare and therefore difficult to model. LÄS MER
3. Pricing Contingent Convertibles - in an intensity based model
Kandidat-uppsats, Göteborgs universitet/Institutionen för nationalekonomi med statistikSammanfattning : As a result of the recent years financial instability, governments have developed new regulatory frameworks for bank capital adequacy. Authorities have become more aware of keeping capital as a buffer to absorb potential losses. Due to this, a new financial instrument, so-called Contingent convertibles (CoCos) have become more interesting. LÄS MER
4. Modelling and Pricing Contingent Convertibles
Master-uppsats, Göteborgs universitet/Graduate SchoolSammanfattning : Recent years financial turbulence has energized implementation of comprehensive regulatory standards on bank capital adequacy. Regulators demand more capital with loss absorbance properties and the Contingent Convertible bond, CoCo, has become an increasingly pop- ular way to gather such capital. LÄS MER