Quantitative evaluation of contingent capital and its applications
Anshul Gupta; Toshinao Akuzawa; Yoshihiko Nishiyama
| Year of publication: |
2013
|
|---|---|
| Authors: | Gupta, Anshul ; Akuzawa, Toshinao ; Nishiyama, Yoshihiko |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 457-486
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| Subject: | BASEL III | Contingent capital | Loss-absorbing capital | Bank hybrids | CET1 ratio | Convertible bonds | Hurdle Sharpe ratio | Time varying risk | Wandelanleihe | Convertible bond | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Portfolio-Management | Portfolio selection | Kapitalstruktur | Capital structure | Kreditrisiko | Credit risk | Risiko | Risk | Eigenkapital | Equity capital | Bankenliquidität | Bank liquidity |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010367569