Stephan Höcht

Independent

SCHOLARLY PAPERS

3

DOWNLOADS

889

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

CoCo Bonds and Implied CET1 Volatility

Number of pages: 27 Posted: 10 Mar 2015 Last Revised: 18 Dec 2015
RiskConcile, Independent, KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics
Downloads 723 (44,635)
Citation 2

Abstract:

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contingent convertibles, CoCo bonds, CET1, Core Equity Tier 1, PONV, Point of Non-Viability

2.

Are Banks Now Safer? What Can We Learn from the CoCo Markets?

Number of pages: 6 Posted: 21 Aug 2015
Jan De Spiegeleer, Stephan Höcht and Wim Schoutens
RiskConcile, Independent and KU Leuven - Department of Mathematics
Downloads 166 (224,736)
Citation 1

Abstract:

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3.

The Impact of a New Coco Issuance on the Price Performance of Outstanding Cocos

Posted: 14 Mar 2015
RiskConcile, Independent, KU Leuven - Department of Mathematics and KU Leuven - Department of Mathematics

Abstract:

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contingent convertibles, CoCo bonds, new issuance