Capital Structure Models and Contingent Convertible Securities
We implemented a methodology to calibrate capital structure models for banks that have issued contingent convertible securities (CoCos). Typical studies involving capital structure model calibration focus on non-financial firms as they have lower leverage and no contingent convertible securities. Fr...
Main Authors: | Di Meng, Adam Metzler, R. Mark Reesor |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2024-03-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/12/3/55 |
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