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SPEAKER ANSHUMAN PRASAD Director, Risk and Analytics CRISIL Global Research & Analytics October 2013 © 2013 CRISIL Ltd. All rights reserved. Contingent Convertible Bonds…

Briefing May 2016 EPRS | European Parliamentary Research Service Author: Angelos Delivorias Members' Research Service ENPE 582.011 Contingent convertible securities…

Accepted Author Manuscript. Accepted Article in: Cuadernos de Economía 2014-09-05 Contingent Convertible Bonds and its Impact on Risk-Taking of Managers1 Thomas Walther…

Contingent Convertible Bonds and Capital Structure Decisions∗ Boris Albul† Dwight M. Jaffee‡ Alexei Tchistyi§ October 24, 2013 Abstract This paper provides a formal…

Intro Model CCB ∈ Capital Structure TBTF Manipulations Summary Contingent Convertible Debt and Capital Structure Decisions Boris Albul, Dwight Jaffee, Alexei Tchistyi Intro…

November 18, 2012 Abstract This paper provides a formal model of contingent convertible bonds (CCBs), a new instrument offer- ing potential value as a component of corporate

“If you have any query about this document, you may consult the issuer and the trustee” Information Memorandum Coupon Range: 6%*-10% *subject to having available

1 OFFERING CIRCULAR dated 2 April 2019 Aegon NV EUR 500000000 Perpetual Contingent Convertible Securities Issue Price of the Securities: 100 per cent The EUR 500000000 Perpetual…

Risk Profiles for Sovereign Debt Restructuring The case for sovereign contingent debt Stavros Zenios University of Cyprus Norwegian School of Economics Senior Fellow, The…

the Role of Contingent Convertible Bond in Capital Structure Decisions A master thesis by Weikeng Chen [401248] MSc. Finance and International Business Supervisor: Peter…

Pricing contingent convertible bond with idiosyncratic risk Xiaolin Wang, Zhaojun Yang1 School of Finance and Statistics, Hunan University, Changsha 410079, China Abstract…

Pricing sovereign contingent convertible debt Andrea Consiglio ∗ Michele Tumminello † Stavros A. Zenios ‡ March 2016. This draft July 22, 2016 Working Paper 16-05 The…

L’Institut bénéficie du soutien financier de l’Autorité des marchés financiers ainsi que du ministère des Finances du Québec Document de recherche DR 19-08 Contingent…

âWhy and How to Design a Contingent Convertible Debt Requirement Why and How to Design a Contingent Convertible Debt Requirement Charles W. Calomiris and Richard J. Herring…

Stochastics and Financial Mathematics Master Thesis Pricing of Contingent Convertible Bonds Author: Supervisor: Mike Derksen dhr prof dr PJC Spreij dhr prof dr SJG van Wijnbergen…

A Work Project presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics Contingent Convertible…

1 Systemic risks with Contingent Convertible Bonds A simulated study in systemic risks of triggering CoCos in a stressed European banking system. Mathias Lien Oskarsson Supervised…

The case for contingent convertible debt for sovereigns Andrea Consiglio ∗ Stavros A Zenios † First draft November 2015 This version for publication April 2016 Working…

Contingent Convertible Bonds: Pricing, Dilution Costs and Efficient Regulation Markus Pelger∗ Department of Economics, University of California, Berkeley [email protected]