Isbn: 9783030018238 - the risk management of contingent convertible (coco) bonds (12 risultati)

Condizione: New. In English.

Paperback. Condizione: New.

Condizione: New.

Condizione: New. 1st ed. 2018 edition NO-PA16APR2015-KAP.

Paperback. Condizione: Brand New. 116 pages. 9.25x6.10x0.27 inches. In Stock.

Condizione: New.

Condizione: new. Questo è un articolo print on demand.

Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio, typically in terms of the Common Equity Tier 1 (CET1) ratio, or via a regulatory trigger. CoCos are non-standardised instruments with different loss-absorption and trigger mechanisms. They might also contain additional features such as the cancellation of coupon payments.Different pricing models are discussed in detail. These models use market data such as share prices, CDS levels and implied volatility in order to calculate the theoretical price of a CoCo bond and its sensitivities, providing the investor with insides to hedge from adverse changes in the market conditions.The audience are professionals as well as academics who want to learn how to risk manage CoCo bonds using cutting edge techniques as well as all the risk involved in CoCo bonds. 116 pp. Englisch.…

Condizione: New. Print on Demand.

Condizione: New. PRINT ON DEMAND.

Kartoniert / Broschiert. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a primer on CoCo BondsGives an overview of pricing models for these hybrid instrumentsDescribes how to risk-manage contingent convertibles using sophisticated cutting edge techniquesThis book provides an overv.…

Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio, typically in terms of the Common Equity Tier 1 (CET1) ratio, or via a regulatory trigger.CoCos are non-standardised instruments with different loss-absorption and trigger mechanisms. They might also contain additional features such as the cancellation of coupon payments.Different pricing models are discussed in detail. These models use market data such as share prices, CDS levels and implied volatility in order to calculate the theoretical price of a CoCo bond and its sensitivities, providing the investor with insides to hedge from adverse changes in the market conditions.The audience are professionals as well as academics who want to learn how to risk manage CoCo bonds using cutting edge techniques as well as all the risk involved in CoCo bonds.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 116 pp. Englisch.…