Hybrid securities : structuring, pricing and risk assessment /: structuring, pricing and risk assessment. (2016)

• Record Type: Book
• Further Information: Note: Kamil Liberadzki, Marcin Liberadzki.
• Authors: Liberadzki, Kamil; Liberadzki, Marcin
• Contents: Cover; Half-Title; Title; Copyright; Contents; List of Tables and Figures; Preface; Acknowledgments; 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 Modeling16 Contingent Convertible Bonds Pricing; 17 Structural Model for Corporate Hybrid Valuation; 18 Hybrid Securities' Impact on Risk; Notes; References; Index.
• Publisher Details: Houndmills, Basingstoke, Hampshire : Palgrave Macmillan
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 332.64/57; Finance; Convertible securities; BUSINESS & ECONOMICS -- Finance; Convertible securities; Business & Economics -- Banks & Banking; Banking; Investment banking; Securities; Banks and banking; Business & Economics -- Investments & Securities; Investment & securities; Electronic books
• Languages: English
• ISBNs: 9781137589712
• Related ISBNs: 113758971X; 9781137589705; 1137589701; 9781349887804
• Notes: Note: Includes bibliographical references.; Note: Print version record.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.