Chinese write-down bonds and bank capital structure

DOI10.1080/14697688.2018.1444559zbMATH Open1483.91236OpenAlexW2801639763WikidataQ129912833 ScholiaQ129912833MaRDI QIDQ5026535FDOQ5026535

Authors: Ping Li, Hui Meng, Feihui Yu 

Publication date: 8 February 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2018.1444559

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zbMATH Keywords

deposit insurancebank capital structureFSBwrite-down bonds

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Dynamic capital structure and the contingent capital option

Cited In (3)

• Chinese write-down bonds: issuance and bank capital structure
• Extracting implied volatilities from bank bonds
• The impact of CoCo bonds on systemic risk considering liquidity risk

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