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CoCos, Bail-In, and Tail Risk · Study

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PreprintCoCos, Bail-In, and Tail Risk

Nan Chen2013

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Preprintgreen2013

CoCos, Bail-In, and Tail Risk

Nan Chen · Paul Glasserman · Behzad Nouri · Markus Pelger

34 citations·0/0 files stored·SSRN Electronic Journal

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Banking stability, regulation, efficiency Corporate Finance and Governance Corporate Insolvency and Governance

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References

1977Determinants of corporate borrowing 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*2009Deciphering the Liquidity and Credit Crunch 2007–2008 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure 1999Modeling Term Structures of Defaultable Bonds 1976VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads 2002A Jump-Diffusion Model for Option Pricing

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2013FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES

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Details

Year2013

Typepreprint

Published2013-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations34

Files0 public / 0

ShelfBanking stability, regulation, efficiency

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doi10.2139/ssrn.2296462

openalex_workW2144077474

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