How does issuing contingent convertible bonds improve bank's solvency? A Value-at-Risk and Expected Shortfall approach
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- Guglielmo Maria Caporale & Woo-Young Kang, 2019. "On the preferences of CoCo bond buyers and sellers: a logistic regression analysis," CESifo Working Paper Series 7551, CESifo Group Munich.
More about this item
KeywordsG010; G210; G280; Hybrid securities; Bank solvency; CoCos; Expected Shortfall; Value-at-Risk;
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