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Incentive Effects from Write-down CoCo Bonds: An Empirical Analysis 

Hesse, Henning (2018-05-01)
Departing from the principle of absolute priority, CoCo bonds are particularly exposed to bank losses despite not having ownership rights. This paper shows the link between adverse CoCo design and their yields, confirming ...
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S&P 

Unknown author
S&P Global Ratings (previously Standard & Poor’s) is an American credit rating agency (CRA) and a division of S&P Global that publishes financial research and analysis on stocks, bonds, and commodities.
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BaFin 

Unknown author
Die Bundesanstalt für Finanzdienstleistungsaufsicht (kurz: BaFin) ist eine rechtsfähige deutsche Anstalt des öffentlichen Rechts des Bundes mit Sitz in Frankfurt am Main und Bonn.
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SNL 

Unknown author
SNL Financial is the premier provider of breaking news, financial data and expert analysis on business sectors critical to the global economy: Banking, Insurance, Financial Services, Real Estate, Energy, Media & Communications ...
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ECB SDW 

Unknown author
The Statistical Data Warehouse is the ECB's online data delivery service for statistics. It is intended for a wide range of users of euro area statistics, ranging from one-time visitors searching for a specific most recent ...
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AuthorHesse, Henning (1)Research Area
Macro Finance (5)
Systemic Risk Lab (4)Financial Markets (3)... View MoreJEL Classification
G21 (5)
G22 (4)G28 (4)... View MoreTopic
Financial Markets (5)
Stability and Regulation (5)
Corporate Governance (2)... View MoreKeywordbasel iii (2)capital structure (2)coco bonds (2)... View MoreDate Issued2018 (1)Has File(s)Yes (5)
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Leibniz Gemeinschaft
About  Data Protection