Concepedia

Contingent Capital

Contingent Capital is a type of hybrid financial instrument that automatically converts into equity or is written down when a predefined stress event or regulatory trigger is breached, thereby bolstering a financial institution’s capital base during periods of distress.

79

Publications

3.3K

Citations

104

Authors

93

Institutions

Publications per year

2017–2026

13

Variants

CocoContingent Convertible Capital

Parents

Publications

79

Stabilizing Large Financial Institutions with Contingent Capital Certificates

Mark J. Flannery · SSRN Electronic Journal · 2009 · 212 citations · Full text

, , +16

On the Design of Contingent Capital with a Market Trigger

Suresh Sundaresan, Zhenyu Wang · The Journal of Finance · 2014 · 192 citations

, , +13

Contingent Capital with a Capital-Ratio Trigger

Paul Glasserman, Behzad Nouri · Management Science · 2012 · 163 citations

, , +12

Contingent convertibles. Solving or seeding the next banking crisis?

Christian Koziol, Jochen Lawrenz · Journal of Banking & Finance · 2011 · 137 citations

, , +14

Contingent Capital: The Case of COERCs

George Pennacchi, Theo Vermaelen, Christian C. P. Wolff · Journal of Financial and Quantitative Analysis · 2014 · 120 citations

, , +16

1–5 of 79

Authors

104

  1. GP
    George Pennacchi

    University of Illinois Urbana-Champaign, United States

    8 publications · 316 citations

    8

    h-index

  2. PG
    Paul Glasserman

    Columbia University, United States

    7 publications · 418 citations

    7

    h-index

  3. CC
    Christian C. P. Wolff

    Centre for Economic Policy Research, United Kingdom

    6 publications · 257 citations

    6

    h-index

  4. BN
    Behzad Nouri

    Columbia University, United States

    6 publications · 385 citations

    6

    h-index

  5. TV
    Theo Vermaelen

    INSEAD, France

    6 publications · 257 citations

    6

    h-index

1–5 of 104

Institutions

93

  1. Columbia University

    New York, United States

    10 h-index

    15 publications

    1.1K citations

  2. Centre for Economic Policy Research

    London, United Kingdom

    8 h-index

    8 publications

    233 citations

  3. European Corporate Governance Institute

    Brussels, Belgium

    7 h-index

    7 publications

    270 citations

  4. Stanford University

    Stanford, United States

    6 h-index

    6 publications

    206 citations

  5. University of Luxembourg

    Luxembourg, Luxembourg

    5 h-index

    5 publications

    137 citations

  6. University of Illinois System

    Urbana, United States

    5 h-index

    5 publications

    137 citations

  7. INSEAD

    Fontainebleau, France

    5 h-index

    5 publications

    137 citations

  8. KU Leuven

    Leuven, Belgium

    4 h-index

    6 publications

    156 citations

1–8 of 93

Venues

  1. SSRN Electronic Journal

    Repository · 28 publications · 1.1K citations

    19

    h-index

  2. 3

    h-index

  3. Journal of applied corporate finance

    3 publications · 105 citations

    3

    h-index

  4. Journal of Corporate Finance

    2 publications · 78 citations

    2

    h-index

  5. RePEc: Research Papers in Economics

    Repository · 2 publications · 63 citations

    2

    h-index

1–5