Capital access bonds: contingent capital with an option to convert
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- Bulow, Jeremy I. & Klemperer, Paul, 2014.
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- Bulow, Jeremy & Klemperer, Paul, 2014. "Equity Recourse Notes: Creating Counter-Cyclical Bank Capital," Research Papers 3098, Stanford University, Graduate School of Business.
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- Natalya Martynova & Enrico Perotti, 2012. "Convertible Bonds and Bank Risk-Taking," Tinbergen Institute Discussion Papers 12-106/IV/DSF41, Tinbergen Institute, revised 10 Oct 2016.
- Prasad Krishnamurthy, 2014. "Rules, Standards, and Complexity in Capital Regulation," The Journal of Legal Studies, University of Chicago Press, vol. 43(S2), pages 273-296.
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- Fernando Díaz & Gabriel Ramírez & Kenneth Daniels, 2013. "Corporate Bond Clawbacks as Contingent Capital," Working Papers 44, Facultad de Economía y Empresa, Universidad Diego Portales.
- Jaworski, Piotr & Liberadzki, Kamil & Liberadzki, Marcin, 2017. "How does issuing contingent convertible bonds improve bank's solvency? A Value-at-Risk and Expected Shortfall approach," Economic Modelling, Elsevier, vol. 60(C), pages 162-168.
- Kenjiro Hori & Jorge Martin Cerón, 2017. "Contingent Convertible Bonds: Payoff Structures and Incentive Effects," Birkbeck Working Papers in Economics and Finance 1711, Birkbeck, Department of Economics, Mathematics & Statistics.
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