Search Results - subject:"Bail-in debt"

Narrow search

Optimal design of contingent capital

Melin, Lionel; Panjwani, Ahyan - 2024

Persistent link: https://www.econbiz.de/10015055945

Does the market believe in loss-absorbing bank debt?

Indergand, Martin; Hrasko, Gabriela - 2021

Persistent link: https://www.econbiz.de/10012601830

Determinants of bail-in debt yields in the EU banking sector : a multi-country approach with idiosyncratic factors

Monjas Barroso, Manuel; Rocamora, María; Suárez, Nuria - In: Empirica : journal of european economics 50 (2023) 4, pp. 1055-1095

Persistent link: https://www.econbiz.de/10014420260

Systemic implications of the bail-in design

Kleinnijenhuis, Alissa; Goodhart, Charles A. E.; … - 2021

Persistent link: https://www.econbiz.de/10012613276

Equity versus bail-in debt in banking: an agency perspective

Mendicino, Caterina; Nikolov, Kalin; Suarez, Javier - 2017

composition (equity vs. bail-in debt) is driven by the relative importance of two incentive problems: risk shifting (mitigated by … regulation is appropriate. However, an important fraction of it should consist of bail-in debt because such buffer size makes the …

Persistent link: https://www.econbiz.de/10011984833

Equity versus bail-in debt in banking : an agency perspective

Mendicino, Caterina; Nikolov, Kalin; Suárez, Javier - 2017

Persistent link: https://www.econbiz.de/10011978192

Basel III and contingent capital: a missed opportunity or an illusor panacea?

Sergio, Sorrentino - In: Banca Impresa Società (2012) 1, pp. 25-48

Contingent capital (cocos) instruments are debt securities that automatically co vert into equity if a predetermined trigger (given in terms of equity price or capit ratio) is breached. The dynamic incentive feature of a properly designed continge capital would encourage effective risk...

Persistent link: https://www.econbiz.de/10011157729