Hybrid securities structuring, pricing and risk assessment

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Bibliographic Details
Main Authors: Liberadzki, Kamil (Author), Liberadzki, Marcin (Author)
Online Access:Link to e-book
Physical Description:1 online resource
Bibliography:Includes bibliographical references.
Published: Houndmills, Basingstoke, Hampshire : Palgrave Macmillan, 2016.
Table of Contents:
  • Cover; Half-Title; Title; Copyright; Contents; List of Tables and Figures; Preface; Acknowledgments; 1 The Definition of Hybrid Securities; 2 Evolution of Hybrids; 3 Legal Framework for Financial Hybrids in the Banking Industry; 4 CRD IV Package Legal Framework; 5 CRR Additional Tier 1 Financial Instruments; 6 CRR Tier 2 Bonds; 7 The Role of Hybrid Securities in the BRRD; 8 Hybrid Securities Issued by Insurers; 9 Corporate Hybrids; 10 Issuing Hybrids; 11 Public Offering and Admission to Trading; 12 Regular and Timely Ongoing Disclosure; 13 Financial Intermediation; 14 Non-EEA CoCos.
  • 15 Bonds Credit Risk Modeling16 Contingent Convertible Bonds Pricing; 17 Structural Model for Corporate Hybrid Valuation; 18 Hybrid Securities' Impact on Risk; Notes; References; Index.