Relevant bibliographies by topics / Debt-equity-swap

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Academic literature on the topic 'Debt-equity-swap'

Author: Grafiati
Published: 22 July 2021
Last updated: 14 February 2022

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Journal articles on the topic "Debt-equity-swap"

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Respatia, Wimba, and Fidiana Fidiana. "KEBIJAKAN RESTRUKTURISASI UTANG MELALUI DEBT TO EQUITY SWAP." EKUITAS (Jurnal Ekonomi dan Keuangan) 14, no. 1 (February 2, 2017): 82. http://dx.doi.org/10.24034/j25485024.y2010.v14.i1.2118.

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This research aim to obtain the understanding about debt restructuring to improve the efficiency and its productivity. An essential difference between these and the usual swapping of debt into equity is that the former allow a wider range of aplications. The firm’s owner have the option of choosing the sequence of restructuring negotiation with the creditors. The firm can combine the existing models, which is certainly with the agreement of the creditor and investor. This research has studied the choice of debt restructuring model carried out by PT X which is caused by the fact that the companies have difficulty paying their debts. Data collecting methods were conducted through literature study and field research from financial report of PT X. The result of this research indicate that PT X should choose debt for equity swap by converting their debt for equity swap that which giving lower cost of capital. By choosing debt for equity swap enable to change the liability profile from one to the other type, to create a more optimal capital structure debt equity and equity debt in what is called recapitalisation. Decision of converting their debt for equity swap will cause PT X be a mojority shareholder and increase the ability to compete with other aluminium company.
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이중교. "Tax Issues on the Debt-Equity Swap." Seoul Tax Law Review 20, no. 2 (August 2014): 283–318. http://dx.doi.org/10.16974/stlr.2014.20.2.007.

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Helms, Nils. "Der aussergerichtliche Debt-Equity-Swap – Empirische Analyse der Anreizfaktoren der einzelnen Akteure zur Beteiligung am Debt-Equity-Swap." Die Unternehmung 74, no. 1 (2020): 82–106. http://dx.doi.org/10.5771/0042-059x-2020-1-82.

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Im Rahmen des Beitrags werden die Zustimmungsanreize der Gesellschafter und der Gläubiger zu einem aussergerichtlichen Debt-Equity-Swap analysiert. Die empirische Untersuchung basiert auf einer Dokumentenanalyse in Verbindung mit strukturierten Experteninterviews. Es zeigt sich, dass bereits im Vorfeld einer Debt-Equity-Swap Durchführung Entwicklungen auf Gläubiger- und Gesellschafterseite eintreten, die für die spätere Zustimmung entscheidend sind. Finanzinvestoren nehmen aufgrund ihrer spezifischen Motivation sowohl als Altgesellschafter als auch als Gläubiger eine beson- dere Stellung für den Durchführungserfolg ein. Weiterhin hängt die erfolgreiche Durchführung des Swaps gemäss der recherchierten Dokumente und der geführten Interviews zentral von der zumindest anteiligen Einflussmöglichkeit der Altgesellschafter auf Unternehmensentscheidungen nach Realisierung des Swaps ab. Bei Gläubigern ist die Anlageeinstellung von besonderer Bedeutung für die Zustimmung zum Debt-Equity-Swap. Weiterhin konnte auf Basis der aktuellen Rechtssituation der Hold-out Value als Anreizproblem zur Zustimmung verifiziert werden, wobei sich mit der diesjährig verabschiedeten EU-Richtlinie zur Restrukturierung und Insolvenz dieses Problem verringern dürfte.
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Banerji, Sanjay. "Asset sales and debt–equity swap under asymmetric information." Economics Letters 99, no. 1 (April 2008): 189–91. http://dx.doi.org/10.1016/j.econlet.2007.06.025.

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Isagawa, Nobuyuki. "Managerial Opportunism and Capital Structure Adjustments: Equity-for-debt Swap and Convertible Debt." International Review of Finance 3, no. 1 (March 2002): 53–69. http://dx.doi.org/10.1111/1468-2443.00033.

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Grosse, Robert. "The Debt/Equity Swap in Latin America? In Whose Interest?" Journal of International Financial Management & Accounting 4, no. 1 (March 1992): 13–39. http://dx.doi.org/10.1111/j.1467-646x.1992.tb00020.x.

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Han, Xiaoru, Fahuai Yi, and Jianbo Zhang. "Debt–equity swap with finite time horizon—variational inequality approach." Journal of Mathematical Analysis and Applications 414, no. 1 (June 2014): 296–318. http://dx.doi.org/10.1016/j.jmaa.2013.12.067.

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Luo, Pengfei, and Zhaojun Yang. "GROWTH OPTION AND DEBT MATURITY WITH EQUITY DEFAULT SWAPS IN A REGIME-SWITCHING FRAMEWORK." Macroeconomic Dynamics 23, no. 06 (April 17, 2018): 2250–68. http://dx.doi.org/10.1017/s1365100517000682.

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We consider a firm with assets-in-place and a growth option. There is a funding gap for the expansion investment, which is covered by entering into an equity-for-guarantee swap or fee-for-guarantee swap. We explicitly derive all contingent claim prices with the pricing and timing of the growth option taking business cycle and debt maturity into account. For short-term loan, we produce an explanation why Chinese government suggests that guarantee fee rate should be approximately the fraction 50% of the interest rate of bank loans with the same maturity, but for long-term debt, we show this fraction is too small.
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Radzi, Rafisah Mat. "Different Structure, Neither Debt nor Equity: What Should Be the Approaches for Restructuring Ṣukūk (Islamic Bonds) Default?" Arab Law Quarterly 35, no. 1-2 (October 22, 2020): 190–211. http://dx.doi.org/10.1163/15730255-bja10068.

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Abstract This study discusses the issues of ṣukūk (Islamic bonds) default surrounding its transaction structures and potential for restructuring the default. By explaining the basic concept of ṣukūk structure, this study further provides a classification of ṣukūk from the perspectives of the standard-setting bodies and credit-rating agencies. Since the structures that underpin ṣukūk vary and technically ṣukūk is neither debt nor equity, this study provides the potential restructuring of ṣukūk in cases of default. The contingent approaches such as extending maturity, haircut and debt-equity swap are based on the classification of ṣukūk structures and require a case-by-case approach.
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Chen, Mengdan. "The Improvement of China's Debt-to-equity Swap Enterprise Income Tax System." Wonkwang University Legal Research Institute 36, no. 2 (June 30, 2020): 131–61. http://dx.doi.org/10.22397/wlri.2020.36.2.131.

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Dissertations / Theses on the topic "Debt-equity-swap"

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Schleusener, Ann-Kathrin [Verfasser]. "Der Debt-Equity-Swap / Ann-Kathrin Schleusener." Frankfurt : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2012. http://d-nb.info/1042414858/34.

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Hancioglu, Levent [Verfasser]. "Gesellschafterschutz beim Debt-Equity Swap mittels Insolvenzplan / Levent Hancioglu." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2018. http://d-nb.info/1160311773/34.

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Schulz, Patrick [Verfasser]. "Der Debt Equity Swap in der Insolvenz. / Patrick Schulz." Berlin : Duncker & Humblot, 2015. http://d-nb.info/1238436625/34.

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Burkert, Michael [Verfasser]. "Der Debt-to-Equity Swap im Spannungsverhältnis von Gesellschafts- und Insolvenzrecht / Michael Burkert." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2014. http://d-nb.info/1108809146/34.

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Häfele, Boris [Verfasser]. "Die Treuepflicht der Aktionäre bei der vorinsolvenzlichen Sanierung durch einen Debt Equity Swap / Boris Häfele." Baden-Baden : Nomos Verlagsgesellschaft mbH & Co. KG, 2013. http://d-nb.info/1110061471/34.

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Schwarz, Jonas [Verfasser]. "Der Debt-Equity-Swap als Instrument der Unternehmenssanierung nach deutschem und englischem Recht : Eine vergleichende Untersuchung praxisrelevanter rechtlicher Problemkreise bei der Umsetzung von Debt-Equity-Swaps nach deutschem und englischem Recht / Jonas Schwarz." Frankfurt : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2015. http://d-nb.info/108045649X/34.

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Christophery, Carsten [Verfasser]. "Der Debt-Equity-Swap als Sanierungsinstrument im Insolvenzplanverfahren : Eine mit dem Recht des Vereinigten Königreichs Großbritannien und Nordirland vergleichende Untersuchung / Carsten Christophery." Frankfurt a.M. : Peter Lang GmbH, Internationaler Verlag der Wissenschaften, 2017. http://d-nb.info/1133461352/34.

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Holiš, Jakub. "Analýza Morgan Stanley v průběhu finanční krize." Master's thesis, Vysoká škola ekonomická v Praze, 2009. http://www.nusl.cz/ntk/nusl-15471.

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The main task of the diploma thesis is an analysis of financial performance and position of Morgan Stanley during several successive periods before and during the subprime financial crisis. Through the analysis of trends in key items, it also demonstrates strong cyclicality of financial performance and position of the investment bank. The first chapter deals with history and key divisions of the Company. The following chapter generally discusses selected phenomena, which, as per the author's view, significantly influenced industry-wide record-breaking performance during the period before the subprime crisis, and which substantially determined Morgan Stanley's risk profile and performance's corrections later during the Crisis. The core part of the Thesis is conceived as an analysis of financial performance and position of Morgan Stanley during the selected periods. The analysis of pre-crisis period until 2006 in the third chapter demonstrates growth of activities lying behind the unprecedented profitability of the Institution. The following fourth chapter analyzes deteriorating financial performance during the subprime crisis and indicates crucial strategy changes, implemented by the Company at the end of 2008. Effects of the strategic changes and challenges of the future development of the Institution are discussed in the last chapter. Additionally, the Thesis includes annexes, which further deal with selected topics and their general relations to investments banks and two annexes which compare Morgan Stanley with its nearest peers during specific periods.
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Giusti, Giovanni 1984. "Three essays in experimental economics." Doctoral thesis, Universitat Pompeu Fabra, 2014. http://hdl.handle.net/10803/284453.

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This thesis is composed of three essays. In the first essay (joint with Janet Jiang and Xiping Xu) we study asset price bubbles in a laboratory experiment. By introducing interest payments on cash we separate the effect of trading opportunity cost from the role of asset fundamental value trend on bubble formation. Results show that the fundamental value trend plays a more critical role. In the second essay (joint with Charles Noussair and Hans-Joachim Voth) we study in a laboratory setting the importance of several historical institutional features that characterized the South Sea bubble. Our main finding is that the debt-equity swap was the single biggest contributor for the stock price explosion. In the third essay we study in an experiment how different dynamics of piece rate monetary incentives affect participants’ effort provision. Our main finding shows that a decrease in piece rate following an increase has detrimental effects for participants’ effort provision.
Aquesta tesi conté tres assaigs. En el primer assaig (conjunt amb Janet Jiang i Xiping Xu) estudiem la bombolla de preus d’actius en un experiment de laboratori. Introduint els pagaments d’interessos en efectiu separem l’efecte del cost d’oportunitat de comerciar de la trajectòria del valor fonamental de l’actiu. Els resultats mostren que la trajectòria del valor fonamental juga un paper molt crític. En el segon assaig (conjunt amb Charles Noussair i Hans-Joachim Voth) estudiem en un laboratori la importància de diverses característiques institucionals històriques que van caracteritzar la “bombolla dels mars del sud”. El nostre principal descobriment és que el “swap” de deute per accions és l’únic gran contribuïdor per l’explosió del preu de les accions. En el tercer assaig estudiem en un experiment com diferents dinàmiques de preu fet com a incentiu monetari afecten la prestació d’esforç dels participants. El nostre principal descobriment indica que una disminució del preu fet després d’un increment té efectes perjudicials per a la prestació d’esforç dels participants.
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Chang, Yung-Hsiang, and 張永祥. "Debt-Equity Swap Under Reorganization." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/14253516317010926425.

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Books on the topic "Debt-equity-swap"

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Schleusener, Ann-Kathrin. Der Debt-Equity-Swap. Frankfurt am Main: Peter Lang, 2012.

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Der Debt Equity Swap in der Insolvenz. Berlin: Duncker & Humblot, 2015.

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3

Brook, H. C. Debt for equity swap - is this the answer to Eurotunnel's financial distress?. Oxford: Oxford Brookes University, 1996.

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Das, Satyajit. Swap financing: Interest rate and currency swaps, LTFX, FRAs, caps, floors, and collars : structures, pricing, applications, and markets. North Ryde, N.S.W: Law Book Co., 1989.

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Das, Satyajit. Swap financing: Interest rate and currency swaps, LTFX, FRAs, caps, floors and collars : structures, pricing, applications and markets. London, [England]: IFR Publishing, 1989.

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Schleusener, Ann-Kathrin. Debt-Equity-Swap. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2012.

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Schleusener, Ann-Kathrin. der Debt-Equity-Swap. Lang Publishing, Incorporated, Peter, 2012.

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Corporation, Business International, ed. The Debt-equity swap handbook: Country programs, tax and legal issues, new trends, and corporate case studies. New York, N.Y. (215 Park Ave. S., New York 10003): The Corporation, 1990.

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Schwarz, Jonas. Debt-Equity-Swap Als Instrument der Unternehmenssanierung Nach Deutschem und Englischem Recht: Eine Vergleichende Untersuchung Praxisrelevanter Rechtlicher Problemkreise Bei der Umsetzung Von Debt-Equity-Swaps Nach Deutschem und Englischem Recht. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2015.

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Schwarz, Jonas. Debt-Equity-Swap Als Instrument der Unternehmenssanierung Nach Deutschem und Englischem Recht: Eine Vergleichende Untersuchung Praxisrelevanter Rechtlicher Problemkreise Bei der Umsetzung Von Debt-Equity-Swaps Nach Deutschem und Englischem Recht. Lang GmbH, Internationaler Verlag der Wissenschaften, Peter, 2015.

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Book chapters on the topic "Debt-equity-swap"

1

Tschauner, Heiko. "Sanierungsinstrument Debt for Equity Swap." In Handbuch Unternehmensrestrukturierung, 1–24. Wiesbaden: Springer Fachmedien Wiesbaden, 2015. http://dx.doi.org/10.1007/978-3-658-04778-8_26-1.

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Tschauner, Heiko. "Sanierungsinstrument Debt for Equity Swap." In Handbuch Unternehmensrestrukturierung, 757–86. Wiesbaden: Springer Fachmedien Wiesbaden, 2018. http://dx.doi.org/10.1007/978-3-658-04116-8_26.

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Hass, Detlef, Susanne Schreiber, and Heiko Tschauner. "Sanierungsinstrument „Debt for Equity Swap“." In Handbuch Unternehmensrestrukturierung, 841–74. Wiesbaden: Gabler Verlag, 2006. http://dx.doi.org/10.1007/978-3-8349-9149-2_30.

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"VI. Debt-Equity-Swap/Debt-Mezzanine-Swap." In Konzerninsolvenzrecht, 197–201. Köln: RWS Verlag, 2019. http://dx.doi.org/10.15375/9783814558202-022.

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"I. Debt-to-Equity-Swap." In Handbuch Insolvenzplan, 851–70. RWS-Verlag, 2020. http://dx.doi.org/10.15375/9783814558356-063.

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"§ 31 Anteilsinhaber, Debt-Equity-Swap." In HRI – Handbuch Restrukturierung in der Insolvenz, edited by Bruno M. Kübler, 851–86. Köln: RWS Verlag, 2018. http://dx.doi.org/10.15375/9783814558066-054.

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Bronger, Björn. "Kapitel 1: Der debt equity swap." In Debt Equity Swaps als finanzwirtschaftliches Sanierungsinstrument, 32–96. Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://dx.doi.org/10.5771/9783845299921-32.

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Bronger, Björn. "Kapitel 2: Auswirkungen eines debt equity swap." In Debt Equity Swaps als finanzwirtschaftliches Sanierungsinstrument, 97–181. Nomos Verlagsgesellschaft mbH & Co. KG, 2019. http://dx.doi.org/10.5771/9783845299921-97.

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Hancioglu, Levent. "Titelei/Inhaltsverzeichnis." In Gesellschafterschutz beim Debt-Equity Swap mittels Insolvenzplan, 1–16. Nomos Verlagsgesellschaft mbH & Co. KG, 2018. http://dx.doi.org/10.5771/9783845282688-1.

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Hancioglu, Levent. "Viertes Kapitel: (Un-)Zulässigkeit von Zwangsabtretungen („unechter Debt-Equity Swap“ nach § 225a Abs. 3 Hs. 2 Alt. 2 InsO)." In Gesellschafterschutz beim Debt-Equity Swap mittels Insolvenzplan, 115–27. Nomos Verlagsgesellschaft mbH & Co. KG, 2018. http://dx.doi.org/10.5771/9783845282688-115.

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