Essays about: "Per Alvemar"

Found 1 essay containing the words Per Alvemar.

  1. 1. Modelling and Pricing Contingent Convertibles

    University essay from Göteborgs universitet/Graduate School

    Author : Per Alvemar; Philip Ericson; [2012-07-25]
    Keywords : Contingent Convertible Bonds; Contingent Convertible Capital; CoCos; Pricing; Credit Derivatives; Equity Derivatives; Credit Default Swaps CDS ; Bond Pricing;

    Abstract : Recent years financial turbulence has energized implementation of comprehensive regulatory standards on bank capital adequacy. Regulators demand more capital with loss absorbance properties and the Contingent Convertible bond, CoCo, has become an increasingly pop- ular way to gather such capital. READ MORE