Ing. Vlad Morosan

Master's thesis

Contingent Convertible Capital Instruments and Bank Stability

Contingent Convertible Capital Instruments and Bank Stability
This thesis examines the effects associated with the issuance of contingent convertible capital instruments (CoCos) on banks’ financial stability. For this purpose, we have conducted an event study to investigate the announcement effect of the CoCo bonds issuance on two market-based financial soundness indicators: stock returns and credit default swap (CDS) spreads. The thesis is divided into three …more
Language used: English
Date on which the thesis was submitted / produced: 17. 5. 2016

Thesis defence

  • Date of defence: 20. 6. 2016
  • Supervisor: Oleg Deev
  • Reader: Ing. Luděk Benada, Ph.D.

Citation record

Full text of thesis

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Institution archiving the thesis and making it accessible: Masarykova univerzita, Ekonomicko-správní fakulta

Masaryk University

Faculty of Economics and Administration

Master programme / field:
Finance and Accounting / Finance (eng.)

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