Contingent Convertible bond literature review: making everything and nothing possible?
P Oster - Journal of Banking Regulation, 2020 - Springer
Abstract Contingent Convertible (CoCo) bonds are subject to a considerable theoretical and
practical debate. This article presents a systematic literature survey from five databases …
practical debate. This article presents a systematic literature survey from five databases …
The impact of CoCo bonds on banking system's net value
LI Ping, GUO Yanhong, M Hui, L Huang - Finance Research Letters, 2022 - Elsevier
This paper investigates the impact of Contingent Convertible (CoCo) bonds on systemic
financial risk by considering the banking system's net value. We first conduct a theoretical …
financial risk by considering the banking system's net value. We first conduct a theoretical …
The impact of CoCo bonds on systemic risk considering liquidity risk
P Li, Y Guo, H Meng - Quantitative Finance, 2022 - Taylor & Francis
This paper investigates the impact of Contingent Convertible (CoCo) bonds on systemic risk
in terms of liquidity risk. We compare the differences in default contagion and clearing …
in terms of liquidity risk. We compare the differences in default contagion and clearing …
The default contagion of contingent convertible bonds in financial network
P Li, Y Guo, H Meng - The North American Journal of Economics and …, 2022 - Elsevier
This paper investigates the impact of contingent convertible (CoCo) bonds on systemic risk
using Eisenberg-Noe's financial network method, in which the network is linked by debt …
using Eisenberg-Noe's financial network method, in which the network is linked by debt …
Non-EEA Banks' and Insurers' CoCos
M Liberadzki, K Liberadzki, M Liberadzki… - … Bonds, Corporate Hybrid …, 2019 - Springer
In this chapter, we present contingent convertibles (CoCos) issued by non-European
Economic Area (EEA), countries' banks for the same purposes of fulfilling Basel III regulatory …
Economic Area (EEA), countries' banks for the same purposes of fulfilling Basel III regulatory …