FRIC Practitioner Seminar with Rene Kallestrup and Josefine Mollerup, Capital Four Management
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
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...
Solbjerg Plads 3, 2000 Frederiksberg