Hybrid securities structuring, pricing and risk assessment
|Online Access:||Link to e-book|
|Physical Description:||1 online resource|
|Bibliography:||Includes bibliographical references.|
Houndmills, Basingstoke, Hampshire :
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.