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| 008 | 140206s2014 enk ob 001 0 eng | ||
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| 020 | _a9781118450024 (epub) | ||
| 020 | _a1118450027 (epub) | ||
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| 020 | _a1118450000 (pdf) | ||
| 020 | _z9781118449998 (hardback) | ||
| 020 | _a9781118862650 (electronic bk.) | ||
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| 020 | _a1118449991 | ||
| 020 | _a9781118449998 | ||
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| 049 | _aMAIN | ||
| 100 | 1 | _aSpiegeleer, Jan de. | |
| 245 | 1 | 4 |
_aThe handbook of hybrid securities : _bconvertible bonds, coco bonds, and bail-in / _cJan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle. |
| 264 | 1 |
_aChichester, West Sussex : _bJohn Wiley Sons, _c2014. |
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| 300 | _a1 online resource. | ||
| 336 |
_atext _2rdacontent |
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| 337 |
_acomputer _2rdamedia |
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| 338 |
_aonline resource _2rdacarrier |
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| 490 | 1 | _aWiley finance series | |
| 520 |
_a"Introducing a revolutionary new quantitative approach to hybrid securities valuation and risk managementTo an equity trader they are shares. For the trader at the fixed income desk, they are bonds (after all, they pay coupons, so what's the problem?). They are hybrid securities. Neither equity nor debt, they possess characteristics of both, and carry unique risks that cannot be ignored, but are often woefully misunderstood. The first and only book of its kind, The Handbook of Hybrid Securities dispels the many myths and misconceptions about hybrid securities and arms you with a quantitative, practical approach to dealing with them from a valuation and risk management point of view. Describes a unique, quantitative approach to hybrid valuation and risk management that uses new structural and multi-factor models Provides strategies for the full range of hybrid asset classes, including convertible bonds, preferreds, trust preferreds, contingent convertibles, bonds labeled "additional Tier 1," and more Offers an expert review of current regulatory climate regarding hybrids, globally, and explores likely political developments and their potential impact on the hybrid market The most up-to-date, in-depth book on the subject, this is a valuable working resource for traders, analysts and risk managers, and a indispensable reference for regulators "-- _cProvided by publisher. |
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| 504 | _aIncludes bibliographical references and index. | ||
| 588 | _aDescription based on print version record and CIP data provided by publisher. | ||
| 505 | 0 | _aThe Handbook of Hybrid Securities; Title Page; Copyright Page; Dedication; Contents; Reading this Book; Acknowledgments; 1 Hybrid Assets; 1.1 Introduction; 1.2 Hybrid Capital; 1.3 Preferreds; 1.4 Convertible Bonds; 1.5 Contingent Convertibles; 1.6 Other Types of Hybrid Debt; 1.6.1 Hybrid Bank Capital; 1.6.2 Hybrid Corporate Capital; 1.6.3 Toggle Bonds; 1.7 Regulation; 1.7.1 Making Failures Less Likely; 1.7.2 Making Failures Less Disruptive; 1.8 Bail-In Capital; 1.9 Risk and Rating; 1.9.1 Risk; 1.9.2 Rating; 1.10 Conclusion; 2 Convertible Bonds; 2.1 Introduction | |
| 505 | 8 | _a2.2 Anatomy of a Convertible Bond2.2.1 Final Payoff; 2.2.2 Price Graph; 2.2.3 Quotation of a Convertible Bond; 2.2.4 Bond Floor (BF); 2.2.5 Parity; 2.2.6 Convexity; 2.2.7 Optional Conversion; 2.2.8 Forced Conversion; 2.2.9 Mandatory Conversion; 2.3 Convertible Bond Arbitrage; 2.3.1 Components of Risk; 2.3.2 Delta; 2.3.3 Delta Hedging; 2.3.4 Different Notions of Delta; 2.3.5 Greeks; 2.4 Standard Features; 2.4.1 Issuer Call; 2.4.2 Put; 2.4.3 Coupons; 2.4.4 Dividends; 2.5 Additional Features; 2.5.1 Dividend Protection; 2.5.2 Take-Over Protection; 2.5.3 Refixes; 2.6 Other Convertible Bond Types | |
| 505 | 8 | _a2.6.1 Exchangeables2.6.2 Synthetic Convertibles; 2.6.3 Cross-Currency Convertibles; 2.6.4 Reverse Convertibles; 2.6.5 Convertible Preferreds; 2.6.6 Make-Whole; 2.6.7 Contingent Conversion; 2.6.8 Convertible Bond Option; 2.7 Convertible Bond Terminology; 2.7.1 144A; 2.7.2 Fixed-Income Metrics; 2.8 Convertible Bond Market; 2.8.1 Market Participants; 2.8.2 Investors; 2.9 Conclusion; 3 Contingent Convertibles (CoCos); 3.1 Introduction; 3.2 Definition; 3.3 Anatomy; 3.3.1 Loss-Absorption Mechanism; 3.3.2 Trigger; 3.3.3 Host Instrument; 3.4 CoCos and Convertible Bonds | |
| 505 | 8 | _a3.4.1 Forced vs. Optional Conversion3.4.2 Negative vs. Positive Convexity; 3.4.3 Limited vs. Unlimited Upside; 3.4.4 Similarity to Reverse Convertibles; 3.5 CoCos and Regulations; 3.5.1 Introduction; 3.5.2 Basel Framework; 3.5.3 Basel I; 3.5.4 Basel II; 3.5.5 Basel III; 3.5.6 CoCos in Basel III; 3.5.7 High and Low-Trigger CoCos; 3.6 Ranking in the Balance Sheet; 3.7 Alternative Structures; 3.8 Contingent Capital: Pro and Contra; 3.8.1 Advantages; 3.8.2 Disadvantages; 3.8.3 Conclusion; 4 Corporate Hybrids; 4.1 Introduction; 4.2 Issuer of Hybrid Debt; 4.3 Investing in Hybrid Debt | |
| 505 | 8 | _a4.4 Structure of a Corporate Hybrid Bond4.4.1 Coupons; 4.4.2 Replacement Capital Covenant; 4.4.3 Issuer Calls; 4.5 View of Rating Agencies; 4.6 Risk in Hybrid Bonds; 4.6.1 Subordination Risk; 4.6.2 Deferral Risk; 4.6.3 Extension Risk; 4.7 Convexity in Hybrid Bonds; 4.7.1 Case Study: Henkel 5.375% 2104; 4.7.2 Duration Dynamics; 4.8 Equity Character of Hybrid Bonds; 5 Bail-In Bonds; 5.1 Introduction; 5.2 Definition; 5.3 Resolution Regime; 5.3.1 Resolution Tools; 5.3.2 Timetable; 5.4 Case Studies; 5.4.1 Bail-In of Senior Bonds; 5.4.2 Saving Lehman Brothers; 5.5 Consequences of Bail-In | |
| 650 | 0 |
_aConvertible securities _vHandbooks, manuals, etc. |
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| 650 | 0 |
_aConvertible bonds _vHandbooks, manuals, etc. |
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| 650 | 7 |
_aBUSINESS & ECONOMICS / Finance. _2bisacsh |
|
| 650 | 7 |
_aConvertible bonds. _2fast _0(OCoLC)fst00877246 |
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| 650 | 7 |
_aConvertible securities. _2fast _0(OCoLC)fst00877252 |
|
| 655 | 7 |
_aHandbooks and manuals. _2fast _0(OCoLC)fst01423877 |
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| 655 | 4 | _aElectronic books. | |
| 655 | 0 | _aElectronic books. | |
| 700 | 1 | _aSchoutens, Wim. | |
| 700 | 1 |
_aVanhulle, Cynthia, _d1956- |
|
| 776 | 0 | 8 |
_iPrint version: _aSpiegeleer, Jan de. _tHandbook of hybrid securities _dHoboken, New Jersey : Wiley, 2014 _z9781118449998 _w(DLC) 2013046701 |
| 830 | 0 | _aWiley finance series. | |
| 856 | 4 | 0 |
_uhttp://onlinelibrary.wiley.com/book/10.1002/9781118862650 _zWiley Online Library [Free Download only for SUST IP] |
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