Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis

Author:

Gupta Aparna,Lu Yueliang,Wang Runzu

Publisher

Elsevier BV

Reference59 articles.

1. Fallacies, Irrelevant Facts, and Myths in the Discussion of Capital Regulation: Why Bank Equity is Not Socially Expensive

2. Predicting and measuring a financial institution's contribution to systemic risk that internalizes externalities and avoids procyclicality;T Adrian;American Economic Review,2016

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1. Can CoCo-bonds mitigate systemic risk?;International Review of Financial Analysis;2023-10

2. The impact of CoCo bonds on systemic risk considering liquidity risk;Quantitative Finance;2021-09-14

3. Can CoCo-Bonds Mitigate Systemic Risk?;SSRN Electronic Journal;2019

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