Contingent Convertibles. Solving or Seeding the Next Banking Crisis?

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CFA Digest
August 2012
Source: CFA Institute
Christian Koziol Jochen Lawrenz
Thomas M. Arnold, CFA (Reviewer)

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Abstract

The authors model bank behavior under complete and incomplete contracts to evaluate the use of contingent convertible (CoCo) bonds. If contracts are complete, CoCo bonds, compared with standard bonds, increase a bank’s value and lower the possibility or severity of financial distress. But under incomplete contracts, CoCo bonds may encourage the bank to seek additional risk because there is no threat of losing its equity.

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Topics
Corporate Finance
    :
  • Introduction to Investment Banking
  • ·
  • Long-Term Financial Policy
  • ·
  • Valuation Implications of Corporate Finance
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