On write-down/write-up loss absorbing instruments
Piotr Jaworski, Kamil Liberadzki, Marcin Liberadzki
| Year of publication: |
2021
|
|---|---|
| Authors: | Jaworski, Piotr ; Liberadzki, Kamil ; Liberadzki, Marcin |
| Published in: |
European research studies journal : ERSJ. - Piraeus : [Verlag nicht ermittelbar], ISSN 3057-4331, ZDB-ID 2479315-2. - Vol. 24.2021, 1, p. 1204-1219
|
| Subject: | Insolvency risk | Contingent convertibles(CoCos) | AT1 | RT1 | Lévy refracted process | Ruin probability | write-down | Common Equity Tier 1 (CET1) ratio | Insolvenz | Insolvency | Wandelanleihe | Convertible bond | Theorie | Theory | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Verlust | Loss | Bankrisiko | Bank risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.35808/ersj/2018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012512660