Two essays on contingent convertible bonds and their impacts on future financial crises
Autor(a) principal: | |
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Data de Publicação: | 2016 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Institucional do FGV (FGV Repositório Digital) |
Texto Completo: | http://hdl.handle.net/10438/17607 |
Resumo: | The objective of this thesis is to improve the understanding of the determinants of CoCo bond issuance and their effects in a financial distress scenario. The results suggest that the propensity of banks to issue CoCo bonds is different when comparing developed and emerging countries. The banks in the BRICS and other emerging countries that issued CoCo bonds are typically large and have high leverage, aiming to meet the Basel III rules and replace debt with equity funding. I also propose a model that simulates the capital shortfall that each bank needs in a future crisis using the CoCo bond trigger. As results, the issuance of CoCo bonds could avoid 12 bankruptcies when using the market value measures in a sample of 40 banks in the world. In complement, the regulatory requirement is fixed at 8% for minimum total capital by Basel III, but the model suggests an optimal value exists for each bank. In the end, I find that issuing CoCo bonds is an important and possible tool for banks to restructure their debt levels and protect against future crises. |
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Mendes, Layla dos SantosEscolas::EBAPENorden, LarsGuillen, Osmani Teixeira CarvalhoFajardo, José2016-12-20T12:54:14Z2016-12-20T12:54:14Z2016-12-06MENDES, Layla dos Santos. Two essays on contingent convertible bonds and their impacts on future financial crises. Dissertação (Mestrado em Administração) - Escola Brasileira de Administração Pública e de Empresas, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2016.http://hdl.handle.net/10438/17607The objective of this thesis is to improve the understanding of the determinants of CoCo bond issuance and their effects in a financial distress scenario. The results suggest that the propensity of banks to issue CoCo bonds is different when comparing developed and emerging countries. The banks in the BRICS and other emerging countries that issued CoCo bonds are typically large and have high leverage, aiming to meet the Basel III rules and replace debt with equity funding. I also propose a model that simulates the capital shortfall that each bank needs in a future crisis using the CoCo bond trigger. As results, the issuance of CoCo bonds could avoid 12 bankruptcies when using the market value measures in a sample of 40 banks in the world. In complement, the regulatory requirement is fixed at 8% for minimum total capital by Basel III, but the model suggests an optimal value exists for each bank. In the end, I find that issuing CoCo bonds is an important and possible tool for banks to restructure their debt levels and protect against future crises.engCoCo bondCrisisBankruptcyFinancial distressBail-inFinançasCapital bancárioBancos internacionaisFinanças internacionaisCrise financeiraFalênciaTwo essays on contingent convertible bonds and their impacts on future financial crisesinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisreponame:Repositório Institucional do FGV (FGV Repositório Digital)instname:Fundação Getulio Vargas (FGV)instacron:FGVinfo:eu-repo/semantics/openAccessTEXTDissertation_FINAL.pdf.txtDissertation_FINAL.pdf.txtExtracted 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dc.title.eng.fl_str_mv |
Two essays on contingent convertible bonds and their impacts on future financial crises |
title |
Two essays on contingent convertible bonds and their impacts on future financial crises |
spellingShingle |
Two essays on contingent convertible bonds and their impacts on future financial crises Mendes, Layla dos Santos CoCo bond Crisis Bankruptcy Financial distress Bail-in Finanças Capital bancário Bancos internacionais Finanças internacionais Crise financeira Falência |
title_short |
Two essays on contingent convertible bonds and their impacts on future financial crises |
title_full |
Two essays on contingent convertible bonds and their impacts on future financial crises |
title_fullStr |
Two essays on contingent convertible bonds and their impacts on future financial crises |
title_full_unstemmed |
Two essays on contingent convertible bonds and their impacts on future financial crises |
title_sort |
Two essays on contingent convertible bonds and their impacts on future financial crises |
author |
Mendes, Layla dos Santos |
author_facet |
Mendes, Layla dos Santos |
author_role |
author |
dc.contributor.unidadefgv.por.fl_str_mv |
Escolas::EBAPE |
dc.contributor.member.none.fl_str_mv |
Norden, Lars Guillen, Osmani Teixeira Carvalho |
dc.contributor.author.fl_str_mv |
Mendes, Layla dos Santos |
dc.contributor.advisor1.fl_str_mv |
Fajardo, José |
contributor_str_mv |
Fajardo, José |
dc.subject.eng.fl_str_mv |
CoCo bond Crisis Bankruptcy Financial distress Bail-in |
topic |
CoCo bond Crisis Bankruptcy Financial distress Bail-in Finanças Capital bancário Bancos internacionais Finanças internacionais Crise financeira Falência |
dc.subject.area.por.fl_str_mv |
Finanças |
dc.subject.bibliodata.por.fl_str_mv |
Capital bancário Bancos internacionais Finanças internacionais Crise financeira Falência |
description |
The objective of this thesis is to improve the understanding of the determinants of CoCo bond issuance and their effects in a financial distress scenario. The results suggest that the propensity of banks to issue CoCo bonds is different when comparing developed and emerging countries. The banks in the BRICS and other emerging countries that issued CoCo bonds are typically large and have high leverage, aiming to meet the Basel III rules and replace debt with equity funding. I also propose a model that simulates the capital shortfall that each bank needs in a future crisis using the CoCo bond trigger. As results, the issuance of CoCo bonds could avoid 12 bankruptcies when using the market value measures in a sample of 40 banks in the world. In complement, the regulatory requirement is fixed at 8% for minimum total capital by Basel III, but the model suggests an optimal value exists for each bank. In the end, I find that issuing CoCo bonds is an important and possible tool for banks to restructure their debt levels and protect against future crises. |
publishDate |
2016 |
dc.date.accessioned.fl_str_mv |
2016-12-20T12:54:14Z |
dc.date.available.fl_str_mv |
2016-12-20T12:54:14Z |
dc.date.issued.fl_str_mv |
2016-12-06 |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
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masterThesis |
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publishedVersion |
dc.identifier.citation.fl_str_mv |
MENDES, Layla dos Santos. Two essays on contingent convertible bonds and their impacts on future financial crises. Dissertação (Mestrado em Administração) - Escola Brasileira de Administração Pública e de Empresas, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2016. |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10438/17607 |
identifier_str_mv |
MENDES, Layla dos Santos. Two essays on contingent convertible bonds and their impacts on future financial crises. Dissertação (Mestrado em Administração) - Escola Brasileira de Administração Pública e de Empresas, Fundação Getúlio Vargas - FGV, Rio de Janeiro, 2016. |
url |
http://hdl.handle.net/10438/17607 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
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