FRIC Practitioner Seminar with Rene Kallestrup and Josefine Mollerup, Capital Four Management

Upcoming FRIC practitioner Seminar with Rene Kallestrup and Josefine Mollerup, Capital Four Management: Contingent Capital Instruments for European Banks: A review of Structures and Pricing

Wednesday, April 29, 2015 - 15:30 to 16:30

FRIC Center for Financial Frictions is proud to announce the upcoming practitioner seminar with Rene Kallestrup and Josefine Mollerup, Capital Four Management.

Title: Contingent Capital Instruments for European Banks: A review of Structures and Pricing

Relevant literature
Mark J. Flannery. Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature, Annual Review of Financial Economics (2014) http://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110613-03...
Avdjiev S, Kartasheva A, Bogdanova B. CoCos: a primer. BIS Quarterly Review (September 2013), 43-56. http://www.bis.org/publ/qtrpdf/r_qt1309f.pdf
Sundaresan S, Zhenyu W. On the design of contingent capital with a market trigger. The Journal of Finance (forthcoming) http://onlinelibrary.wiley.com/doi/10.1111/jofi.12134/pdf
Danske Bank Additional Tier 1 Capital Roadshow (February 2015) http://www.danskebank.com/da-dk/ir/Documents/Presentations/2015/Danske-B...

 

Location
Solbjerg Plads 3, 2000 Frederiksberg
Room: D4.20

The page was last edited by: Center for Financial Frictions // 07/11/2023