The implied bail-in probability in the contingent convertible securities market
Year of publication: |
2018
|
---|---|
Authors: | Kazato, Masayuki ; Yamada, Tetsuya |
Published in: |
Monetary and economic studies. - Tokyo : [Verlag nicht ermittelbar], ISSN 0288-8432, ZDB-ID 878438-3. - Vol. 36.2018, p. 57-80
|
Subject: | Schuldenübernahme | Bailout | Schuldenerlass | Debt relief | Strukturiertes Produkt | Structured product | Wandelanleihe | Convertible bond | Basler Akkord | Basel Accord | Volatilität | Volatility | Kreditderivat | Credit derivative | Finanzsystem | Financial system |
-
The implied bail-in probability in the contingent convertible securities market
Kazato, Masayuki, (2018)
-
Contingent convertible bonds and macroeconomic stability in a stock-flow consistent model
Kremer, Elise, (2022)
-
Bail-in requirements and CoCo bond issuance
Kund, Arndt-Gerrit, (2023)
- More ...
-
The implied bail-in probability in the contingent convertible securities market
Kazato, Masayuki, (2018)
-
Yamada, Tetsuya, (2010)
-
Yamada, Tetsuya, (2010)
- More ...