• Aspects and Dynamics of Contingent Convertible Bonds. Pricing Norwegian CoCo Issuances With Equity Derivative Approach 

      Johansen, Even Lian (Master thesis; Mastergradsoppgave, 2018-05-31)
      Contingent convertible bonds have emerged as a going-concern loss-absorbing instrument in response to the last financial crisis. These hybrids, commenced by the new Basel III regulation, might be able to substitute the prevailing subordinated debt instruments that failed to effectively absorb losses during the last crisis. Issuing CoCos present an effective way to provide automatic recapitalizing ...