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CoCoBondsValuation

New System for Credit Rating of Hybrid Securities

Total Cost €

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EC-Contrib. €

0

Partnership

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 CoCoBondsValuation project word cloud

Explore the words cloud of the CoCoBondsValuation project. It provides you a very rough idea of what is the project "CoCoBondsValuation" about.

2015    public    professional    too    belgium    professor    quantitative    taxpayers    global    announcements    outs    reacted    placed    hybrid    securities    combining    quality    react    difficult    security    solution    media    credit    rating    market    bail    he    class    prevent    dynamic    emphasis    always    instance    community    university    investor    diversity    perceive    prof    investors    issued    transparent    crisis    kul    doubtful    books    billion    schoutens    time    subscription    radically    tool    news    area    moral    coco    models    diverse    useless    total    service    co    business    themarketstrust    issuers    purely    independent    asset    team    model    wim    200    ratings    data    worked    convertible    tier    volume    bonds    backward    valuation    algorithmic    eur    hazard    risk    financial    money    advisor    leuven    conditional    authored    agencies    majority    regulatory    expert    largely    aftermath    banks   

Project "CoCoBondsValuation" data sheet

The following table provides information about the project.

Coordinator
THEMARKETSTRUST-ADVISORY 

Organization address
address: 59 BOULEVARD ROYAL
city: LUXEMBOURG
postcode: 2449
website: n.a.

contact info
title: n.a.
name: n.a.
surname: n.a.
function: n.a.
email: n.a.
telephone: n.a.
fax: n.a.

 Coordinator Country Luxembourg [LU]
 Project website https://www.linkedin.com/company/5105527
 Total cost 71˙429 €
 EC max contribution 50˙000 € (70%)
 Programme 1. H2020-EU.2.1.1. (INDUSTRIAL LEADERSHIP - Leadership in enabling and industrial technologies - Information and Communication Technologies (ICT))
2. H2020-EU.2.3.1. (Mainstreaming SME support, especially through a dedicated instrument)
 Code Call H2020-SMEINST-1-2015
 Funding Scheme SME-1
 Starting year 2015
 Duration (year-month-day) from 2015-07-01   to  2015-12-31

 Partnership

Take a look of project's partnership.

# participants  country  role  EC contrib. [€] 
1    THEMARKETSTRUST-ADVISORY LU (LUXEMBOURG) coordinator 50˙000.00

Map

 Project objective

In the aftermath of the recent financial crisis, the European Commission and the Regulatory Authorities have placed significant emphasis on Hybrid Securities as a tool to prevent future bail-outs of banks with taxpayers’ money. The banks have reacted to these requirements and the number as well as the diversity of Hybrid Securities issued is increasing rapidly. For example, the total volume of Conditional Convertible Bonds, known as CoCo Bonds, a type of hybrid security, is expected to reach EUR 200 Billion by the end of 2015.

The large majority of financial investors perceive hybrid securities as non-transparent and difficult to risk-manage. For instance, credit ratings from established rating agencies are seen as largely useless for this diverse and very dynamic asset class: • Doubtful quality, moral hazard embedded in the business model of the rating agencies; and • Purely backward-looking, always too late to react on important news and market developments.

The Solution

TheMarketsTrust is developing a radically new System for Data Management, Valuation, Risk Measurement and Credit Rating of Hybrid Securities. We are combining, in real-time: • Advanced quantitative models applied on market data; and • Algorithmic analysis of news and announcements from the issuers of the securities, the regulatory agencies as well as the financial media. This results in a range of reliable valuation and risk measures, including ratings, for Hybrid Securities, which we deliver through a Public Subscription Service to the global professional investor community.

For that project, we are supported by the research team of prof. Wim Schoutens, Leuven University (KUL), Belgium. Professor Schoutens is the leading expert in Europe in the area of valuation and risk measurement of Hybrid Securities. He has co-authored several books on the topic and has worked as an independent advisor to Tier 1 banks as well as to the European Commission.

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The information about "COCOBONDSVALUATION" are provided by the European Opendata Portal: CORDIS opendata.

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