Essays about: "AT1"

Found 5 essays containing the word AT1.

1. 1. Inflammatory Cell Infiltration and Expression of AT1 and AT2 Receptors in Angiotensin II and High-Salt Diet-Induced Balb/CJ Mice

   University essay from Uppsala universitet/Institutionen för medicinsk cellbiologi

   Author : Avishka Herat; [2023]
   Keywords : ;

   Abstract : Pulmonary oedema and pulmonary hypertension are often associated with heart failure. The Balb/CJ and C57BL/6J mouse strains have been shown to exhibit distinct genetic susceptibilities to heart failure. READ MORE

3. 2. A test of GARCH models onCoCo bonds

   University essay from KTH/Skolan för industriell teknik och management (ITM)

   Author : JIMMY HENRIKSSON; [2021]
   Keywords : ARCH; GARCH; CoCo-bonds; Additional Tier-1; Volatility; Volatility forecasting; ARCH; GARCH; CoCo-obligationer; AT1; Volatilitet; Prediktion av volatilitet; Prognotisering av volatilitet;

   Abstract : This research investigates to what extent the ARCH model and the GARCH model forecasts one-day-ahead out-of-sample daily volatility (conditional variance) in European AT1 CoCo bonds compared to the Random Walk model. The research also investigates how different orders of ARCH and GARCH models affect the forecasting accuracy. READ MORE

4. 3. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting

   University essay from KTH/Matematisk statistik

   Author : Adrian Djerf; [2020]
   Keywords : AT1; CoCo; Contingent Convertible; Trigger Risk; Bonds; Valuation; Financial Mathematics; Hybrid Capital; AT1; CoCo; Contingent Convertible; Trigger risk; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

   Abstract : Contingent convertible bonds (often referred to as CoCo bonds, or simply CoCos) are a relatively new financial instrument designed to absorb unexpected losses. This instrument became increasingly more common after the financial crisis of 2008, as a way to decrease the risk of insolvency among banks and other financial institutions. READ MORE

5. 4. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk

   University essay from KTH/Matematisk statistik

   Author : Karl Larsson; [2020]
   Keywords : Extension Risk; AT1; CoCo; Contingent Convertible; Bonds; Valuation; Financial Mathematics; Hybrid Capital; Förlängningsrisk; AT1; CoCo; Contingent Convertible; Obligationer; Värdering; Finansiell matematik; Hybridkapital;

   Abstract : The investment and financing instrument AT1, or Contingent Convertible bond, has become popular in the post-crisis capital markets, prompting interest and research in the academic world. The instrument's debt definition but equity boosting properties makes it rather extraordinary, and its stochastic features makes multiple mathematical valuation methodologies relevant, especially with regard to the risk of extending the call date of the instrument. READ MORE

6. 5. On the Valuation of Contingent Convertibles (CoCos): Analytically Tractable First Passage Time Model for Pricing AT1 CoCos

   University essay from KTH/Matematisk statistik

   Author : Bianca Dufour Partanen; [2016]
   Keywords : Contingent Convertibles; Pricing; Structural model; First passage time model; AT1P model; Calibration.;

   Abstract : Contingent Convertibles (CoCos) are a new type of hybrid debt instrument characterized by forced equity conversion or write-down under a specified trigger event, usually indicating a state of near non-viability of the Additional Tier 1 capital category, giving them additional features such as possible coupon cancellation. In this thesis, the structure of CoCos is presented and different pricing approaches are introduced. READ MORE