Contingent Convertible Notes

Authors : Jan De Spiegeleer and Wim Schoutens

This is the very first CoCo book ever. Contingent Convertibles (CoCos) are covered at length in this book. This work covers all the different aspects of the big CoCo debate : triggering mechanism, regulatory framework, bail-in capital,.. The books comes also with two practical pricing approach to value contingent debt. The dynamics of this category of hybrid debt has also been studied.  

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