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Convertible bonds and bank risk-taking

Citations

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Cited by:

  1. Heller, Yuval & Peleg Lazar, Sharon & Raviv, Alon, 2022. "Banks’ risk taking and creditors’ bargaining power," Journal of Corporate Finance, Elsevier, vol. 74(C).
  2. Mendes, Layla dos Santos & Leite, Rodrigo de Oliveira & Fajardo, José, 2022. "Do contingent convertible bonds reduce systemic risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 78(C).
  3. Caterina Mendicino & Kalin Nikolov & Javier Suarez, 2017. "Equity versus Bail-in Debt in Banking: An Agency Perspective," Working Papers wp2017_1712, CEMFI.
  4. Jang, Hyun Jin & Na, Young Hoon & Zheng, Harry, 2018. "Contingent convertible bonds with the default risk premium," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 77-93.
  5. Fatouh, Mahmoud & Neamtu, Ioana & van Wijnbergen, Sweder, 2022. "Risk-Taking, Competition and Uncertainty: Do Contingent Convertible (CoCo) Bonds Increase the Risk Appetite of Banks?," CEPR Discussion Papers 17062, C.E.P.R. Discussion Papers.
  6. Hollander, Hylton, 2017. "Macroprudential policy with convertible debt," Journal of Macroeconomics, Elsevier, vol. 54(PB), pages 285-305.
  7. Giovanni Calice & Carlo Sala & Daniele Tantari, 2020. "Contingent Convertible Bonds in Financial Networks," Papers 2009.00062, arXiv.org, revised Dec 2023.
  8. Heller, Yuval & Peleg-Lazar, Sharon & Raviv, Alon, 2019. "A closed-form solution to the risk-taking motivation of subordinated debtholders," Economics Letters, Elsevier, vol. 181(C), pages 169-173.
  9. Stephanie Chan & Sweder van Wijnbergen, 2014. "Cocos, Contagion and Systemic Risk," Tinbergen Institute Discussion Papers 14-110/VI/DSF79, Tinbergen Institute, revised 29 Oct 2014.
  10. Avdjiev, Stefan & Bogdanova, Bilyana & Bolton, Patrick & Jiang, Wei & Kartasheva, Anastasia, 2020. "CoCo issuance and bank fragility," Journal of Financial Economics, Elsevier, vol. 138(3), pages 593-613.
  11. Raviv, Alon & Hilscher, Jens & Peleg Lazar, Sharon, 2021. "Designing bankers' pay: Using contingent capital to reduce risk-shifting," MPRA Paper 106596, University Library of Munich, Germany.
  12. Souza, Sergio Rubens Stancato de & Silva, Thiago Christiano & Almeida, Carlos Eduardo de, 2019. "Bailing in Banks: costs and benefits," Journal of Financial Stability, Elsevier, vol. 45(C).
  13. Zhang, Sijia & Xia, Xin & Gan, Liu, 2025. "Optimal conversion ratio of contingent capital under issuance constraints," International Review of Financial Analysis, Elsevier, vol. 100(C).
  14. Petras, Matthias, 2022. "Increasing profitability through contingent convertible capital: Empirical evidence from European banks," Global Finance Journal, Elsevier, vol. 52(C).
  15. Deng, Kaihua & Fu, Qilong & Huang, Dongxia, 2025. "Soft going-concern capital buffer? CoCo non-calls and revealed bank distress," Journal of Corporate Finance, Elsevier, vol. 93(C).
  16. Philippe Oster, 2020. "Contingent Convertible bond literature review: making everything and nothing possible?," Journal of Banking Regulation, Palgrave Macmillan, vol. 21(4), pages 343-381, December.
  17. Pierluigi Bologna & Arianna Miglietta & Anatoli Segura, 2020. "Contagion in the CoCos Market? A Case Study of Two Stress Events," International Journal of Central Banking, International Journal of Central Banking, vol. 16(6), pages 137-184, December.
  18. Hilscher, Jens & Raviv, Alon & Wiener, Zvi, 2024. "Dynamic volatility regulation of financial institutions," Finance Research Letters, Elsevier, vol. 61(C).
  19. Michael Sigmund & Kevin Zimmermann, 2021. "Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis (Michael Sigmund, Kevin Zimmermann)," Working Papers 236, Oesterreichische Nationalbank (Austrian Central Bank).
  20. Caporale, Guglielmo Maria & Kang, Woo-Young, 2021. "On the preferences of CoCo bond buyers and sellers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  21. Misa Tanaka & John Vourdas, 2018. "Equity, debt and moral hazard: the optimal structure of banks’ loss absorbing capacity," Bank of England working papers 745, Bank of England.
  22. Hryckiewicz, Aneta & Kryg, Natalia & Tsomocos, Dimitrios P., 2023. "Bank resolution mechanisms revisited: Towards a new era of restructuring," Journal of Financial Stability, Elsevier, vol. 67(C).
  23. Hwang, Sunjoo, 2019. "Is Bail-in Debt Bail-inable?," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 41(4), pages 1-44.
  24. Martino, Edoardo & Perotti, Enrico, 2025. "Containing Runs on Solvent Banks: Prioritizing Recovery over Resolution," Journal of Financial Crises, Yale Program on Financial Stability (YPFS), vol. 7(1), pages 1-30, April.
  25. Ioana Neamtu, 2020. "Multiple buffer CoCos and their impact on financial stability," Tinbergen Institute Discussion Papers 20-010/IV, Tinbergen Institute.
  26. Allen, Linda & Golfari, Andrea, 2023. "Do CoCos serve the goals of macroprudential supervisors or bank managers?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  27. Zhang, Qi & Chen, Siyuan & Teng, Fei & Hao, Yawei & Liu, Boyu & Wang, Ge, 2025. "The impacts of financial support on technological innovation in fuel cell electric vehicles (FCEVs) from a national inter-comparative perspective," Energy, Elsevier, vol. 320(C).
  28. Goncharenko, Roman & Ongena, Steven & Rauf, Asad, 2021. "The agency of CoCos: Why contingent convertible bonds are not for everyone," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  29. Mahmoud Fatouh & Ioana Neamțu & Sweder van Wijnbergen, 2021. "Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?," Bank of England working papers 938, Bank of England.
  30. Hesse, Henning, 2018. "Incentive effects from write-down CoCo bonds: An empirical analysis," SAFE Working Paper Series 212, Leibniz Institute for Financial Research SAFE.
  31. Mahmoud Fatouh & Ayowande McMunn, 2019. "Shareholder risk-taking incentives in the presence of contingent capital," Bank of England working papers 775, Bank of England.
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