Hybrid Securities: Structuring, Pricing and Risk Assessment

✍ Scribed by Kamil Liberadzki, Marcin Liberadzki (auth.)

Publisher: Palgrave Macmillan UK
Year: 2016
Tongue: English
Leaves: 228
Edition: 1
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

The book provides a comprehensive analysis from mathematical, legal and financial perspectives on the pricing of hybrids.

✦ Table of Contents

Front Matter....Pages i-xii
The Definition of Hybrid Securities....Pages 1-7
Evolution of Hybrids....Pages 9-22
Legal Framework for Financial Hybrids in the Banking Industry....Pages 23-25
CRD IV Package Legal Framework....Pages 27-30
CRR Additional Tier 1 Financial Instruments....Pages 31-56
CRR Tier 2 Bonds....Pages 57-61
The Role of Hybrid Securities in the BRRD....Pages 63-79
Hybrid Securities Issued by Insurers....Pages 81-85
Corporate Hybrids....Pages 87-100
Issuing Hybrids....Pages 101-104
Public Offering and Admission to Trading....Pages 105-114
Regular and Timely Ongoing Disclosure....Pages 115-119
Financial Intermediation....Pages 121-134
Non-EEA CoCos....Pages 135-142
Bonds Credit Risk Modeling....Pages 143-162
Contingent Convertible Bonds Pricing....Pages 163-181
Structural Model for Corporate Hybrid Valuation....Pages 183-192
Hybrid Securities’ Impact on Risk....Pages 193-208
Back Matter....Pages 209-224

✦ Subjects

Science, general

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