Listagem FGV EBAPE - Dissertações, Mestrado Acadêmico em Administração por Assunto "Crise financeira"

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Do bailouts make banks “too interconnected to fail”?: the effects of TARP on the interbank market and bank risk-taking

Wang, Weichao
2018-05-09

I investigate how the Troubled Asset Relief Program (TARP) affected the stressed interbank money market trading during the recent financial crisis via a difference-in-difference (DiD) design. I find that the TARP capital ...
Is CoCo issuance good for financial stability?: evidence from the aftermath of the global financial crisis

Stoll, Fabio Costa
2020-08-06

Nesta tese de mestrado, eu estudo o impacto da emissão de títulos contingentes conversíveis (CoCo) na estabilidade financeira usando Indicadores de Solidez Financeira (FSI) calculados pelo Fundo Monetário Internacional. ...
Two essays on contingent convertible bonds and their impacts on future financial crises

Mendes, Layla dos Santos
2016-12-06

The objective of this thesis is to improve the understanding of the determinants of CoCo bond issuance and their effects in a financial distress scenario. The results suggest that the propensity of banks to issue CoCo bonds ...