Projects funded by the NCN
Hybrid securities: contingent convertible bonds and bail-in bonds.
2015/17/B/HS4/00911
Keywords:
contingent convertibles (cocos) bail-in securitities fixed income securities prudential capital requirements hybrids stochastic modelling in finance systemic risk.
Descriptors:
- HS4_6: Financial markets, international finance, public finance
Panel:
HS4 - Individuals, institutions, markets: economics, finance, management, demography, social and economic geography, urban studies
Host institution :
Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 4
Call: OPUS 9 - announced on 2015-03-16
Amount awarded: 228 880 PLN
Project start date (Y-m-d): 2016-01-19
Project end date (Y-m-d): 2018-04-18
Project duration:: 27 months (the same as in the proposal)
Project status: Project settled
Project description
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