Titlebook: Contingent Convertible Bonds, Corporate Hybrid Securities and Preferred Shares; Instruments, Regulat Marcin Liberadzki,Kamil Liberadzki Boo

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conjunctiva

Insatiable

The Contingent Convertibles Pricing Models: CoCos Credit Spread Analysis,s security. Apart from risk of trigger event occurrence, holders of AT1 CoCos are exposed to risks of coupon cancellation and call extension. The CoCos complexity is amplified by the fact that the triggering may be caused not only by the occurrence of contractually determined trigger events, but als

Metamorphosis

,Non-EEA Banks’ and Insurers’ CoCos,illing Basel III regulatory capital requirements. These are: Switzerland and some Asia-Pacific countries, most notably China, Singapore, Korea and Japan. The focus is on underlining the main differences between EEA banks’ and non-EEA banks’ CoCos. We then look into insurers’ Tier 1 Solvency II regul

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有罪

ks and insurers together with bank bail-in instruments is at the forefront of the book. Furthermore, the book provides an overview of hybrids pricing and risk assessment approach and covers ?the non-voting preferred stocks as another hybrids class.??.978-3-319-92501-1

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slow-wave-sleep

Projection

https://doi.org/10.1007/978-3-319-92501-1CoCos; CoCo bonds; Banking regulation; Basel III; Financial instruments; Financial stability; European Hy

constitute

The Editor(s) (if applicable) and The Author(s) 2019