The determinants of banks' AT1 CoCo spreads

Author:

Kind Axel1,Oster Philippe2,Peter Franziska J.3

Affiliation:

1. Department of Economics University of Konstanz Konstanz Germany

2. Lucerne School of Business, Institute of Financial Services Zug IFZ Lucerne University of Applied Sciences and Arts Rotkreuz Switzerland

3. Department of Corporate Management and Economics Zeppelin University Friedrichshafen Friedrichshafen Germany

Publisher

Wiley

Subject

General Economics, Econometrics and Finance,Accounting

Reference128 articles.

1. The determinants of CoCo bond prices;Abed Masror Khah S.;The Journal of Derivatives,2019

2. ABN AMRO Bank N.V. (2015 November 18). Prospectus: EUR 1 000 000 000 undated deeply subordinated additional tier 1 fixed rate resettable callable capital securities (Stored locally).https://assets.ctfassets.net/1u811bvgvthc/72wQeyVRaY1GPTHc1gmY9R/614a0d22de049c2910f7746628fbf00c/Prospectus.pdf

3. Acharya V. V. Pierret D. &Steffen S.(2016). Capital Shortfalls of European Banks since the Start of the Banking Union (Working Paper July 28).http://pages.stern.nyu.edu/%7Esternfin/vacharya/public_html/pdfs/shortfalls_v27July2016%20(1).pdf

4. Admati A. R. DeMarzo P. M. Hellwig M. F. &Pfleiderer P. C.(2013 October). Fallacies irrelevant facts and myths in the discussion of capital regulation: Why bank equity is not socially expensive (Working Paper No. 161). Rock Center for Corporate Governance at Stanford University Working Paper Series.

5. Regulatory stress testing and bank performance;Ahnert L.;European Financial Management,2020

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