Essays about: "Additional Tier-1"
Showing result 1 - 5 of 8 essays containing the words Additional Tier-1.
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1. Conditions to authorise subcontracting in fashion and apparel industry : a brand's perspective
University essay from Högskolan i Borås/Akademin för textil, teknik och ekonomiAbstract : In current supply chains, the context of subcontracting is majorly connected to unauthorised subcontracting with negative conjunction which has created the fear of discussing subcontracting. However, previous research presents subcontracting as a common practice within fashion and apparel supply chains, however, nearly no study has focused on elaborating the authorisation process. READ MORE
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2. A test of GARCH models onCoCo bonds
University essay from KTH/Skolan för industriell teknik och management (ITM)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
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3. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Modelling trigger risk in a practical investment setting
University essay from KTH/Matematisk statistikAbstract : 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
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4. Valuation of Additional Tier-1 Contingent Convertible Bonds (AT1 CoCo) : Accounting for Extension Risk
University essay from KTH/Matematisk statistikAbstract : 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
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5. Systemic risks with Contingent Convertible Bonds : A simulated study in systemic risks of triggering CoCos in a stressed European banking system.
University essay from Uppsala universitet/Nationalekonomiska institutionenAbstract : Ever since the great financial crisis of 2008 regulators have pushed toward more resilient banks, resulting in more demanding regulation and an increase of regulator’s insight and power. Through the revision of the BASEL framework, Contingent Convertible Bonds were introduced in 2010 as a part of regulatory capital and has since then grown increasingly popular. READ MORE
