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Shareholder risk-taking incentives in the presence of contingent capital. (2019). McMunn, Ayowande ; Fatouh, Mahmoud.
In: Bank of England working papers.
RePEc:boe:boeewp:0775.

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Cocites: 48

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  1. Risk-taking and uncertainty: do contingent convertible (CoCo) bonds increase the risk appetite of banks?. (2021). van Wijnbergen, Sweder ; Neamu, Ioana ; Fatouh, Mahmoud.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0938.

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References

References cited by this document

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Cocites

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  1. .

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  2. Determinants of Contingent Convertible Bond Coupon Rates of Banks: An Empirical Analysis. (2021). Zimmermann, Kevin ; Sigmund, Michael.
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  3. On the preferences of CoCo bond buyers and sellers. (2021). Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000330.

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  4. Addressing systemic risk using contingent convertible debt – A network analysis. (2021). Lu, Yueliang ; Wang, Runzu ; Gupta, Aparna.
    In: European Journal of Operational Research.
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  5. Measuring the cost of equity of euro area banks. (2021). Rycx, Francois ; Palligkinis, Spyros ; Odonnell, Charles ; Mosthaf, Jonas ; Fernandes, Cecilia Melo ; Kick, Heinrich ; Grodzicki, Maciej ; Dumitru, Ana-Maria ; de Ryck, Jeroen ; Bochmann, Paul ; Altavilla, Carlo ; Carlo Altavilla , .
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  6. Multiple buffer CoCos and their impact on financial stability. (2020). Neamtu, Ioana .
    In: Tinbergen Institute Discussion Papers.
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  7. Contingent Convertible bond literature review: making everything and nothing possible?. (2020). Oster, Philippe.
    In: Journal of Banking Regulation.
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  8. CoCo issuance and bank fragility. (2020). Avdjiev, Stefan ; Kartasheva, Anastasia ; Jiang, Wei ; Bolton, Patrick ; Bogdanova, Bilyana.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:593-613.

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  9. Contingent Capital with Stock Price Triggers in Interbank Networks. (2020). Schweizer, Nikolaus ; Balter, Anne G ; Vera, Juan C.
    In: Papers.
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  10. Contingent Convertible Obligations and Financial Stability. (2020). Hurd, T R ; Feinstein, Zachary.
    In: Papers.
    RePEc:arx:papers:2006.01037.

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  11. Rules versus Discretion in Bank Resolution. (2019). White, Lucy ; Walther, Ansgar.
    In: CEPR Discussion Papers.
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  12. On the preferences of CoCo bond buyers and sellers: a logistic regression analysis. (2019). Caporale, Guglielmo Maria ; Kang, Woo-Young.
    In: CESifo Working Paper Series.
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  13. Shareholder risk-taking incentives in the presence of contingent capital. (2019). McMunn, Ayowande ; Fatouh, Mahmoud.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0775.

    Full description at Econpapers || Download paper

  14. Incentive effects from write-down CoCo bonds: An empirical analysis. (2018). Hesse, Henning.
    In: SAFE Working Paper Series.
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  15. The Agency of CoCos: Why Contingent Convertible Bonds Arent for Everyone. (2018). Goncharenko, Roman ; Rauf, Asad ; Ongena, Steven.
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  16. Contingent Convertible Bonds for Sovereign Debt Risk Management. (2018). Andrea, Consiglio ; Stavros, Zenios.
    In: Journal of Globalization and Development.
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  17. Contagion in the CoCos market? A case study of two stress events. (2018). miglietta, arianna ; Bologna, Pierluigi ; Segura, Anatoli.
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  18. NUMERICAL PRICING OF CoCo BONDS WITH PARISIAN TRIGGER FEATURE USING THE FORTET METHOD. (2017). Leung, Chi Man ; Kwok, Yue Kuen.
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  19. Contingent Convertibles: Can the Market Handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; van Lelyveld, Iman ; Kiewiet, Gera.
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  20. Coco Design, Risk Shifting Incentives and Capital Regulation. (2017). van Wijnbergen, Sweder ; Chan, Stephanie .
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  21. Pricing Contingent Convertible Bonds - An Empirical Approach. (2017). Mugosa, Ana ; Popovic, Sasa.
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  22. Europes CoCos Provide a Lesson on Uncertainty. (2017). Taylor, Charles ; Martinez, Francis ; Bright, Steve ; Gleason, Katherine.
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  23. Systemic banks, capital composition and CoCo bonds issuance: The effects on bank risk. (2017). Sosvilla-Rivero, Simon ; Echevarria-Icaza, Victor .
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  24. Macroprudential policy with convertible debt. (2017). Hollander, Hylton.
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  25. An examination of investors’ reaction to the announcement of CoCo bonds issuance: A global outlook. (2017). Liao, Qunfeng ; Rezvanian, Rasoul ; Mehdian, Seyed.
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  27. Contingent convertible bonds: Who invests in European CoCos?. (2017). van Wijnbergen, Sweder ; Boermans, Martijn.
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  28. Contingent Convertibles: Can the Market handle them?. (2017). van Wijnbergen, Sweder ; Lelyveld, Iman ; Dieter, Iman Paul ; Kiewiet, Gera.
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  29. Stabilizing Large Financial Institutions with Contingent Capital Certificates. (2016). Flannery, Mark J.
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