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Stress tests of capital requirements

Article Abstract:

An evaluation of models was undertaken with regards to their effectiveness in identifying capital requirements. Based on tests conducted on United Kingdom equity market makers' books concerning equity market stress from 1985 to 1995, the portfolio-based, value-at-risk models proved to be the only effective method that could generate needed capital to sustain the position risk of equity trading books. The comprehensive and building-block methods used by American and European regulators was unable to generate sufficient capital cover.

Author: Dimson, Elroy, Marsh, Paul
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1997
Portfolio Management, Management, Investments, Capital

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The wealth effects of deregulation of Canadian financial institutions

Article Abstract:

Deregulation in Canada allowed the operations and ownership of banks by non-bank financial institutions. Investigation showed significant cumulative gain for insurance industry, but no evidence of wealth transfer among the institutions, no significant effect on the risk of the banks, but a systematic increase in risk of the non-bank financial institutions.

Author: Amoako-Adu, Ben, Smith, Brian F.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 1995
Canada, All Other Nondepository Credit Intermediation, NONDEPOSITORY INSTITUTIONS, Financial Institutions NEC, Laws, regulations and rules, Financial services industry, Finance, Financial services, Insurance industry, Influence, Financial institutions, Deregulation

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Dual class firms: capitalization, ownership structure and recapitalization back into single class

Article Abstract:

The control and capitalization of dual-class firms after an initial public offering is discussed in detail. Dual-class firms are more often found with family interests rather than concentrated ownership.

Author: Amoako-Adu, Ben, Smith, Brian F.
Publisher: Elsevier B.V.
Publication Name: Journal of Banking & Finance
Subject: Business
ISSN: 0378-4266
Year: 2001
Going public (Securities), Initial public offerings, Corporate reorganizations

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Subjects list: Models, Financial management, Statistical Data Included
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