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Hybrid Securities: Structuring, Pricing and Risk Assessment.

LIBERADZKI Kamil ; LIBERADZKI Marcin

PALGRAVE MACMILLAN

2016

224

134.06-LIBER

DERIVATIVE MARKET ; FINANCIAL RISK ; PRODUIT FINANCIER


Number of copies : 1
No. Call n° Bar code Commentary
1 [available]

ISBN 13 : 9781137589705

Contents :
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 Modeling
16. Contingent Convertible Bonds Pricing
17. Structural Model for Corporate Hybrid Valuation
18. Hybrid Securities' Impact on Risk

Language : English

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque