LEADER 02386nam 2200637Ia 450 001 9910783134803321 005 20230617032939.0 010 $a0-309-13344-0 010 $a1-280-17587-7 010 $a9786610175871 010 $a0-309-54535-8 035 $a(CKB)1000000000017877 035 $a(EBL)3377316 035 $a(SSID)ssj0000236083 035 $a(PQKBManifestationID)12074799 035 $a(PQKBTitleCode)TC0000236083 035 $a(PQKBWorkID)10172054 035 $a(PQKB)10769388 035 $a(MiAaPQ)EBC3377316 035 $a(Au-PeEL)EBL3377316 035 $a(CaPaEBR)ebr10071340 035 $a(OCoLC)923269265 035 $a(EXLCZ)991000000000017877 100 $a20040921d2004 uy 0 101 0 $aeng 135 $aurcn||||||||| 181 $ctxt 182 $cc 183 $acr 200 10$aReport of a summit$b[electronic resource] $ethe 1st Annual Crossing the Quality Chasm Summit : a focus on communities /$fCommittee on the Crossing the Quality Chasm: Next Steps toward A New Health Care System, Board on Health Care Services ; Karen Adams, Ann C. Greiner, and Janet M. Corrigan, editors 210 $aWashington, D.C. $cNational Academies Press$dc2004 215 $a1 online resource (177 p.) 225 1 $aQuality chasm series 300 $aDescription based upon print version of record. 311 $a0-309-09303-1 320 $aIncludes bibliographical references. 327 $aIntroduction -- Measurement -- Information and communications technology -- Care coordination -- Patient self-management support -- Finance -- Coalition building -- Condition-specific action plans -- Next steps. 410 0$aQuality chasm series. 606 $aHealth care reform$zUnited States$vCongresses 606 $aMedical care$zUnited States$xQuality control$vCongresses 606 $aHealth planning$zUnited States$vCongresses 615 0$aHealth care reform 615 0$aMedical care$xQuality control 615 0$aHealth planning 676 $a362.1 701 $aAdams$b Karen$g(Karen M.)$01140251 701 $aGreiner$b Ann$01030664 701 $aCorrigan$b Janet$01485104 712 12$aCrossing the Quality Chasm Summit 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910783134803321 996 $aReport of a summit$93794973 997 $aUNINA LEADER 04410nam 22006975 450 001 9910300104703321 005 20200701025615.0 010 $a3-030-01824-5 024 7 $a10.1007/978-3-030-01824-5 035 $a(CKB)4100000007111081 035 $a(MiAaPQ)EBC5592867 035 $a(DE-He213)978-3-030-01824-5 035 $a(PPN)232472068 035 $a(EXLCZ)994100000007111081 100 $a20181102d2018 u| 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 14$aThe Risk Management of Contingent Convertible (CoCo) Bonds /$fby Jan De Spiegeleer, Ine Marquet, Wim Schoutens 205 $a1st ed. 2018. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2018. 215 $a1 online resource (viii, 106 pages) $cillustrations 225 1 $aSpringerBriefs in Finance,$x2193-1720 311 $a3-030-01823-7 327 $aPreface. - 1 A Primer on Contingent Convertible (CoCo) Bonds. - 2 Pricing Models of CoCos -- 3 Impact of a New CoCo Issue on the Outstanding CoCos. - 4 Rating of CoCos. - 5 Sensitivity Analysis of CoCos. - 6 Impact of Skewness on the Price of a CoCo. - 7 Distance to Trigger -- 8 Outlier Detection of CoCos -- 9 Conclusion -- A Derivation of Carr-Madan Formula for Vanilla Option Prices using FFT. - Bibliography. 330 $aThis book provides an overview of the risk components of CoCo bonds. CoCos are hybrid financial instruments that convert into equity or suffer a write-down of the face value upon the appearance of a trigger event. The loss-absorption mechanism is automatically enforced either via the breaching of a particular accounting ratio, typically in terms of the Common Equity Tier 1 (CET1) ratio, or via a regulatory trigger. CoCos are non-standardised instruments with different loss-absorption and trigger mechanisms. They might also contain additional features such as the cancellation of coupon payments. Different pricing models are discussed in detail. These models use market data such as share prices, CDS levels and implied volatility in order to calculate the theoretical price of a CoCo bond and its sensitivities, providing the investor with insides to hedge from adverse changes in the market conditions. The audience are professionals as well as academics who want to learn how to risk manage CoCo bonds using cutting edge techniques as well as all the risk involved in CoCo bonds. 410 0$aSpringerBriefs in Finance,$x2193-1720 606 $aEconomics, Mathematical 606 $aFinancial engineering 606 $aStatistics 606 $aFinance?Mathematics 606 $aProbabilities 606 $aRisk management 606 $aQuantitative Finance$3https://scigraph.springernature.com/ontologies/product-market-codes/M13062 606 $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020 606 $aStatistics for Business, Management, Economics, Finance, Insurance$3https://scigraph.springernature.com/ontologies/product-market-codes/S17010 606 $aFinancial Mathematics$3https://scigraph.springernature.com/ontologies/product-market-codes/M13140 606 $aProbability Theory and Stochastic Processes$3https://scigraph.springernature.com/ontologies/product-market-codes/M27004 606 $aRisk Management$3https://scigraph.springernature.com/ontologies/product-market-codes/612040 615 0$aEconomics, Mathematical. 615 0$aFinancial engineering. 615 0$aStatistics. 615 0$aFinance?Mathematics. 615 0$aProbabilities. 615 0$aRisk management. 615 14$aQuantitative Finance. 615 24$aFinancial Engineering. 615 24$aStatistics for Business, Management, Economics, Finance, Insurance. 615 24$aFinancial Mathematics. 615 24$aProbability Theory and Stochastic Processes. 615 24$aRisk Management. 676 $a332.6323 700 $aDe Spiegeleer$b Jan$4aut$4http://id.loc.gov/vocabulary/relators/aut$0767926 702 $aMarquet$b Ine$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aSchoutens$b Wim$4aut$4http://id.loc.gov/vocabulary/relators/aut 906 $aBOOK 912 $a9910300104703321 996 $aThe Risk Management of Contingent Convertible (CoCo) Bonds$92057006 997 $aUNINA