medium · Debt Capital Markets bond-instruments-structures

An issuer has $200 million of 8% perpetual AT1 bonds. If the bank's CET1 ratio falls below 5.125%, the bonds are 'written down' to zero.

This is an example of which type of trigger?

  1. Market-price-based trigger
  2. Discretionary qualitative trigger
  3. Mechanical quantitative trigger
  4. Maintenance covenant trigger

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