8. Andersen, H., & Juelsrud, R. E. (2024). Optimal capital adequacy ratios for banks. Latin American Journal of Central Banking, 5(2). [DOI:10.1016/j.latcb.2023.100107]

9. Allen, L., & Golfari, A. (2023). Do CoCos serve the goals of macroprudential supervisors or bank managers? Journal of International Financial Markets, Institutions and Money, 84, 101761. [DOI:10.1016/j.intfin.2023.101761]

10. Bolton, P., Kartasheva, A. & Jiang, W. (2023). The credit Suisse CoCo wipeout: Facts, misperceptions, and lessons for financial regulation. Swiss Finance Institute Research Paper No. 23-32 [DOI:10.2139/ssrn.4450098]

11. Bellini, T. (2019). Introduction to Expected Credit Loss Modelling and Validation IFRS 9 and CECL Credit Risk Modelling and Validation a Practical Guide with Examples Worked in R and SAS. Academic Press, pp. 1 -30 [DOI:10.1016/B978-0-12-814940-9.00009-8]

12. Chang, S. C., & Wang, F. Y. (2024). Two-sided asymmetric information and convertible securities in venture financing. Economics Letters, 237, Article 111635. [DOI:10.1016/j.econlet.2024.111635]

13. De Spiegeleer, J., Schoutens, W., & Van Hulle, C. (2014). The handbook of hybrid securities: Convertible bonds, CoCo bonds, and bail-in (1st Ed.). Wiley. [DOI:10.1002/9781118862650]

14. Eeghen, P. (2021). Funding money-creating banks: Cash funding, balance sheet funding and the moral hazard of currency elasticity. International Review of Financial Analysis, Vol. 76, 101736. [DOI:10.1016/j.irfa.2021.101736]

15. Fiordelisi, F., Pennacchi, G. & Ricci, O. (2020). Are contingent convertibles going-concern capital? Journal of Financial Intermediation, Vol. 43. [DOI:10.1016/j.jfi.2019.03.007]

16. Fungacova, Z., Turk, R. & Weill, L. (2021). High liquidity creation and bank failures. Journal of Financial Stability, Vol. 57. [DOI:10.1016/j.jfs.2021.100937]

17. Goncharenko, R., Ongena, S. & Rauf, A. (2021). The agency of CoCo: Why contingent convertible bonds are not for everyone. Journal of Financial Intermediation, Vol. 48, 100882. [DOI:10.1016/j.jfi.2020.100882]

18. Gupta, A., Wang, R. & Lu, Y. (2021). Addressing systemic risk using contingent convertible debt - A network analysis European. Journal of Operational Research, 290(1), pp. 263-277. [DOI:10.1016/j.ejor.2020.07.062]

19. Javadi, S., Li, W., & Nejadmalayeri, A. (2023). Contingent capital conversion under dual asset and equity jump-diffusions. International Review of Financial Analysis, 89, 102798. [DOI:10.1016/j.irfa.2023.102798]

20. Kremer, E. & Tinel, B. (2022). Contingent convertible bonds and macroeconomic stability in a stock-flow consistent model. Metroeconomica Journal of International Review Economy, Wiley Online Library, First published 09 May 2022. [DOI:10.1111/meca.12392]

21. Kremer, E. (2023). Financial innovations and macroeconomic stability: An assessment of contingent convertible bonds (Doctoral dissertation). Université Panthéon-Sorbonne-Paris I; Universität Bielefeld.

22. Kund, A. G., & Petras, M. (2023). Can CoCo-bonds mitigate systemic risk? International Review of Financial Analysis, Volume 89. [DOI:10.1016/j.irfa.2023.102686]

23. Kund, A. G., Hertrampf, P., & Neitzert, F. (2023). Bail-in requirements and CoCo bond issuance. Finance Research Letters, 53. [DOI:10.1016/j.frl.2022.103569]

24. Keister, T., Mitkov, Y. (2023). Allocating losses: Bail-ins, bailouts and bank regulation. Journal of Economic Theory Volume 210. [DOI:10.1016/j.jet.2023.105672]

25. Leanza, L., Sbuelz, A., & Tarelli, A. (2021). Bail-In vs Bail-Out: Bank resolution and liability structure. International Review of Financial Analysis, Volume 73 [DOI:10.1016/j.irfa.2020.101642]

26. Li, F. & Li, P. (2021). Dynamic correlations and spillover effects between CoCo bonds and other financial assets: Evidence from European banking. Finance Research Letters, Vol. 38, 101486. [DOI:10.1016/j.frl.2020.101486]

27. LI, P. & Guo, Y, & Meng, H. & Huang, L. (2022). The impact of CoCo bonds on banking system's net value, Finance Research Letters, Volume 47, and Part B. [DOI:10.1016/j.frl.2022.102743]

28. Li, P., Guo, Y. & Meng, H. (2022). The default contagion of contingent convertible bonds in financial network the North American. Journal of Economics and Finance, Vol. 60. [DOI:10.1016/j.najef.2022.101661]

29. Li, P., Guo, Y. & Meng, H. (2022). The impact of CoCo bonds on banking system's net value. Finance Research Letters, 102743. [DOI:10.1016/j.frl.2022.102743]

30. Li, S., Gong, D., & Lu, L. (2024). Bail-ins and market discipline: Evidence from China. International Review of Economics & Finance, Volume 93. [DOI:10.1016/j.iref.2024.04.019]

31. Liberadzki, M. & Liberadzki, K. (2019). Contingent convertible bonds, corporate hybrid securities and preferred shares: Instruments, regulation, management. ‎Palgrave Macmillan. [DOI:10.1007/978-3-319-92501-1]

32. Meng, D., Metzler, A., & Reesor, R. M. (2024). Capital structure models and contingent convertible securities. Risks, 12(3), 55. [DOI:10.3390/risks12030055]

33. Mendes, L. & Leite, R. & Fajardo, J. (2022). Do contingent convertible bonds reduce systemic risk? Journal of International Financial Markets, Institutions and Money Volume 78. [DOI:10.1016/j.intfin.2022.101554]

34. Petras, M. (2022). Increasing profitability through contingent convertible capital: Empirical evidence from European banks. Global Finance Journal, 52. [DOI:10.1016/j.gfj.2020.100582]

35. Segal, M. & Ólafsson, S (2023). Design of a self-adaptive model for leverage, Finance Research Letters, Volume 54. [DOI:10.1016/j.frl.2023.103721]

36. Segal, M. & Ólafsson, S (2023). Overview of an alternative trigger for DCL, Finance Research Letters, Volume 58. [DOI:10.1016/j.frl.2023.104281]

37. Segal, M. (2023). Designing capital-ratio triggers for contingent convertibles (Doctoral dissertation). Reykjavík University in partial fulfillment of the requirements for the degree of Doctor of Philosophy.

38. Spiegeleer, J., Marquet, I. & Schoutens, W. (2018). The risk management of contingent convertible (CoCo) bonds (SpringerBriefs in Finance). Springer, 1st Edition. [DOI:10.1007/978-3-030-01824-5_1]

39. Zhang, S., Xia, X., & Gan, L. (2025). Optimal conversion ratio of contingent capital under issuance constraints. International Review of Financial Analysis, 100, 103963. [DOI:10.1016/j.irfa.2025.103963]