Chinese write-down bonds and bank capital structure

DOI10.1080/14697688.2018.1444559MaRDI QIDQ5026535zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

bank capital structuredeposit insuranceFSBwrite-down bonds

Mathematics Subject Classification ID

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

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Cites work

• Dynamic capital structure and the contingent capital option

Cited in

(3)

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

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