How does issuing contingent convertible bonds improve bank's solvency? : a Value-at-Risk and Expected Shortfall approach
Piotr Jaworski, Kamil Liberadzki, Marcin Liberadzki
| Year of publication: |
January 2017
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| Authors: | Jaworski, Piotr ; Liberadzki, Kamil ; Liberadzki, Marcin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 60.2017, p. 162-168
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| Subject: | Hybrid securities | Bank solvency | CoCos | Expected Shortfall | Value-at-Risk | Risikomaß | Risk measure | Wandelanleihe | Convertible bond | Risikomanagement | Risk management | Basler Akkord | Basel Accord | Bankenliquidität | Bank liquidity | Theorie | Theory | Bankrisiko | Bank risk | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.09.025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011734191