Methods to determine capital requirements for options

Article Abstract:

The measurement of risks attached to options is a complicated process. This is because option prices tend to be influenced in a non-linear manner by several variables. Unanticipated changes in the price or volatility of the underlying security or changes in interest rates are just some examples of these factors affecting risk measurement. Another reason why option-related risks are difficult to measure is that such risks should be examined in relation to other positions.

Risk assessment, Measurement, Options (Finance)

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Underwriting costs and market value effects of raising bank capital

Article Abstract:

A regression model was developed in an attempt to evaluate the flotation costs and market value impact of increasing the capital of bank holding companies. The framework was designed such that direct selling costs are positively related to the type of security issued and firm-specific information. Results suggest that the proposed model is highly feasible and significant since it was able to explain 85% of the variation in selling costs.

Offices of Bank Holding Companies, Bank holding companies, Investment banks, Securities, Capital stock

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