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Capital structure / Finance / Debt overhang / Debt / Convertible bond / Bankruptcy costs of debt / Corporate finance / Financial economics / Economics


VaR Horizon and Rebalancing Horizon
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Document Date: 2012-05-17 16:39:59

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File Size: 1,38 MB

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Company

Behzad Nouri Bank Structure / Squam Lake Working Group / /

Country

United States / /

IndustryTerm

deposit insurance / bank / /

Organization

CoCos / Bail-In / and Tail Risk Paul Glasserman Columbia Business School / U.S. office of Financial Research Joint / Federal Reserve Bank of Chicago / /

Person

Nan Chen / Raviv / Paul Glasserman / /

Technology

simulation / /

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