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Webinar
Thursday, November 14, 2024
3:00 PM - 4:00 PM UTC
Online
Join us for an in-depth webinar where we unravel the intricacies of modeling Contingent Convertibles (CoCos) under stress scenarios. This session will explore the fundamental concepts behind CoCos, discussing their unique structure and their role in strengthening financial stability while balancing investor interests. Investors need to understand the risks and complexities associated with CoCo bonds, especially under stress scenarios. We will delve into the intricate mechanics of CoCos, examining how they behave and their implications for risk management and regulatory compliance.
Understand the importance of scenario analysis and effective risk management strategies, and gain insights into data availability and the importance of accurate, timely information.
Key Points:
1. Understanding Trigger Mechanisms:
2. Interest Rate and Extension Risk:
3. Equity Barrier Option Modeling
4. Adapting to Market Conditions and Liquidity:
5. Regulatory and Market Sentiment:
Who Should Attend:
S&P Global Market Intelligence
Head of Buyside Risk, Financial Risk Analytics