Contingent Capital Solution: Integrating Capital Management into Risk Management
This dissertation studies a risk management approach which integrates capital management into risk management by enabling post-loss capital issuance at pre-loss terms, the contingent capital approach. This new approach is examined following an evaluation framework used in studying the value of risk...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2006
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| Online Access: | https://eprints.nottingham.ac.uk/20376/ |