Titlebook: Hybrid Securities; Structuring, Pricing Kamil Liberadzki,Marcin Liberadzki Book 2016 The Editor(s) (if applicable) and The Author(s) 2016 B

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Non-EEA CoCos,uments, regulated in detail under CRR and BRRD, were discussed in previous chapters. However, we need to exceed the scope of our study and also focus on the financial hybrids, issued by ‘third’, that is, non-EEA, countries’ issuers for the same purposes of Basel III regulatory capital. The reason be

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,Hybrid Securities’ Impact on Risk,rovide a sufficient level of loss-absorption capacity on a going- concern basis. One of the reasons for this was that hybrids did not embed contingent conversion. Post-crisis rules and regulations implemented enhanced levels of capital in general. Apart from quantitative effects, one may point to qu

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The Editor(s) (if applicable) and The Author(s) 2016

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Legal Framework for Financial Hybrids in the Banking Industry,requirements are based on internationally accepted principles of Basel III. They preserve the level playing feld inside the Single Market by achieving a Single Rule Book for all banks in the EU. Financial hybrids play an important role in the tier-based capital structure imposed by the CRD IV package, which will be examined in detail below.

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CRR Additional Tier 1 Financial Instruments, conditions set out in CRR Article 52 and share premium accounts related to such instruments, as provided for in CRR Article 51. It is important to note that the goal of categorizing items in a Tier-based system is to the separation of those items: instruments qualified as AT1 items do not qualify to be designated as CET1 or T2 instruments.

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