The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in / (Record no. 207269)
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| 005 - DATE AND TIME OF LATEST TRANSACTION | |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 140206s2014 enk ob 001 0 eng |
| 010 ## - LIBRARY OF CONGRESS CONTROL NUMBER | |
| LC control number | 2014005416 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118450024 (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118450027 (epub) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
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| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118450000 (pdf) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| Canceled/invalid ISBN | 9781118449998 (hardback) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118862650 (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118862651 (electronic bk.) |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1118449991 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781118449998 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9781322044743 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 1322044740 |
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| System control number | (OCoLC)870211397 |
| Canceled/invalid control number | (OCoLC)904597761 |
| -- | (OCoLC)961647445 |
| -- | (OCoLC)962619713 |
| 037 ## - SOURCE OF ACQUISITION | |
| Stock number | CL0500000566 |
| Source of stock number/acquisition | Safari Books Online |
| 040 ## - CATALOGING SOURCE | |
| Original cataloging agency | DLC |
| Language of cataloging | eng |
| Description conventions | rda |
| Transcribing agency | DLC |
| Modifying agency | YDX |
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| 042 ## - AUTHENTICATION CODE | |
| Authentication code | pcc |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | MAIN |
| 050 00 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | HG4652 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | BUS |
| Subject category code subdivision | 027000 |
| Source | bisacsh |
| 082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.63/2044 |
| Edition number | 23 |
| 084 ## - OTHER CLASSIFICATION NUMBER | |
| Classification number | BUS027000 |
| Number source | bisacsh |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Spiegeleer, Jan de. |
| 245 14 - TITLE STATEMENT | |
| Title | The handbook of hybrid securities : convertible bonds, coco bonds, and bail-in / |
| Statement of responsibility, etc. | Jan De Spiegeleer, Wim Schoutens, Cynthia Vanhulle. |
| Medium | [electronic resource] |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE | |
| Place of production, publication, distribution, manufacture | Chichester, West Sussex : |
| Name of producer, publisher, distributor, manufacturer | John Wiley Sons, |
| Date of production, publication, distribution, manufacture, or copyright notice | 2014. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 1 online resource. |
| 336 ## - CONTENT TYPE | |
| Content type term | text |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media type term | computer |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier type term | online resource |
| Source | rdacarrier |
| 490 1# - SERIES STATEMENT | |
| Series statement | Wiley finance series |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The 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# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 2.2 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# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 2.6.1 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# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 3.4.1 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# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 4.4 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 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc. | "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 "-- |
| Assigning source | Provided by publisher. |
| 588 ## - SOURCE OF DESCRIPTION NOTE | |
| Source of description note | Description based on print version record and CIP data provided by publisher. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Convertible securities |
| Form subdivision | Handbooks, manuals, etc. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Convertible bonds |
| Form subdivision | Handbooks, manuals, etc. |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | BUSINESS & ECONOMICS / Finance. |
| Source of heading or term | bisacsh |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Convertible bonds. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00877246 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Convertible securities. |
| Source of heading or term | fast |
| Authority record control number | (OCoLC)fst00877252 |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Handbooks and manuals. |
| Source of term | fast |
| Authority record control number | (OCoLC)fst01423877 |
| 655 #4 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 655 #0 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Schoutens, Wim. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Vanhulle, Cynthia, |
| Dates associated with a name | 1956- |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Relationship information | Print version: |
| Main entry heading | Spiegeleer, Jan de. |
| Title | Handbook of hybrid securities |
| Place, publisher, and date of publication | Hoboken, New Jersey : Wiley, 2014 |
| International Standard Book Number | 9781118449998 |
| Record control number | (DLC) 2013046701 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Wiley finance series. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://onlinelibrary.wiley.com/book/10.1002/9781118862650 |
| Public note | Wiley Online Library |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | |
| Koha item type | Books |
No items available.