#	Pagina
attuale pagina	/open-h2020/projects/197582/index.html
-1	/open-consip/fornitori/2018/profilo-02607260805/index.html
-2	/open-consip/fornitori/2019/profilo-07457260011/index.html
-3	/open-consip/fornitori/2014/profilo-01819880301/index.html
-4	/open-consip/fornitori/2018/profilo-01389890912/index.html
-5	/open-consip/fornitori/2018/profilo-04305470611/index.html
-6	/open-consip/fornitori/2018/profilo-01341600029/index.html
-7	/open-consip/fornitori/2019/profilo-01488081215/index.html
-8	/open-consip/fornitori/2018/profilo-02810520219/index.html
-9	/open-consip/fornitori/2018/profilo-02008990026/index.html
-10	/open-consip/fornitori/2017/profilo-08774741212/index.html

Opendata, web and dolomites

CoCoBondsValuation

New System for Credit Rating of Hybrid Securities

Total Cost €

EC-Contrib. €

Partnership

Views

Outcomes and
results

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.

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

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 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.	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.

Are you the coordinator (or a participant) of this project? Plaese send me more information about the "COCOBONDSVALUATION" project.

For instance: the website url (it has not provided by EU-opendata yet), the logo, a more detailed description of the project (in plain text as a rtf file or a word file), some pictures (as picture files, not embedded into any word file), twitter account, linkedin page, etc.

Send me an email (fabio@fabiodisconzi.com) and I put them in your project's page as son as possible.

Thanks. And then put a link of this page into your project's website.

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