Credit glossary

What is a Hybrid Capital?

Securities with both debt and equity characteristics, including AT1, RT1, and certain subordinated instruments.

Lecture 3Lecture 4

Hybrid Capital

Securities with both debt and equity characteristics, including AT1, RT1, and certain subordinated instruments.

How it works in practice

A European insurer needs to strengthen its capital base to meet Solvency II requirements but does not want to dilute its shareholders. It issues a subordinated bond that counts as Tier 2 capital under the regulations. The bond has a 30-year maturity, a call option after 10 years, and the ability to defer coupons if the insurer's solvency ratio drops below a threshold. It sits between equity and senior debt in the capital structure.

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