FRIC Practitioner Seminar with Rene Kallestrup and Josefine Mollerup, Capital Four Management

Upcoming FRIC practitioner Seminar with Rene Kallestrup and Josefine Mollerup, Capital Four Management: Contingent Capital Instruments for European Banks: A review of Structures and Pricing

Onsdag, 29 april, 2015 - 15:30 to 16:30

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

Relevant literature
Mark J. Flannery. Contingent Capital Instruments for Large Financial Institutions: A Review of the Literature, Annual Review of Financial Economics (2014)
Avdjiev S, Kartasheva A, Bogdanova B. CoCos: a primer. BIS Quarterly Review (September 2013), 43-56.
Sundaresan S, Zhenyu W. On the design of contingent capital with a market trigger. The Journal of Finance (forthcoming)
Danske Bank Additional Tier 1 Capital Roadshow (February 2015)

Ìý

Location
Solbjerg Plads 3, 2000 Frederiksberg
Room: D4.20

Sidst opdateret: Center for Financial Frictions // 11/07/2023