15-09-2018 | Correction
Correction to: Analysis of the SRISK measure and its application to the Canadian banking and insurance industries
Published in: Annals of Finance | Issue 4/2018
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Excerpt
In the original publication, Table 6 was incorrect. The correct version of Table 6 is given for your reading. The original article has been corrected.
TD
|
Scotiabank
|
BMO
|
RBC
|
CIBC
|
Total
|
||
---|---|---|---|---|---|---|---|
∆(D)
|
31-Dec-14
|
2799
|
1004
|
54
|
1926
|
691
|
6473
|
31-Mar-15
|
8493
|
3318
|
6108
|
10,742
|
2222
|
30,883
|
|
30-Jun-15
|
− 3613
|
− 1086
|
− 2837
|
− 4151
|
− 482
|
− 12,168
|
|
30-Sep-15
|
4791
|
1791
|
2766
|
3701
|
1309
|
14,359
|
|
31-Dec-15
|
308
|
− 531
|
− 2384
|
− 976
|
373
|
− 3210
|
|
31-Mar-16
|
4842
|
4571
|
4178
|
9015
|
1148
|
23,754
|
|
30-Jun-16
|
− 3371
|
− 1712
|
− 1143
|
− 3617
|
− 52
|
− 9896
|
|
∑∆(D)
|
14,250
|
7355
|
6742
|
16,639
|
5210
|
50,196
|
|
∆(Risk)
|
31-Dec-14
|
1839
|
923
|
− 694
|
376
|
1555
|
3999
|
31-Mar-15
|
− 3052
|
1928
|
− 808
|
2472
|
− 708
|
− 169
|
|
30-Jun-15
|
2660
|
− 1997
|
1277
|
− 2433
|
− 74
|
− 566
|
|
30-Sep-15
|
5939
|
4359
|
3053
|
4554
|
2963
|
20,868
|
|
31-Dec-15
|
3546
|
3646
|
654
|
7057
|
1081
|
15,985
|
|
31-Mar-16
|
− 10,752
|
− 6397
|
− 2524
|
− 9241
|
− 2092
|
− 31,006
|
|
30-Jun-16
|
6735
|
1557
|
193
|
3552
|
1894
|
13,931
|
|
∑∆(Risk)
|
6914
|
4019
|
1151
|
6337
|
4621
|
23,042
|
|
∆(E)
|
31-Dec-14
|
− 407
|
2666
|
55
|
− 241
|
208
|
2279
|
31-Mar-15
|
1635
|
2728
|
3144
|
4005
|
2294
|
13,805
|
|
30-Jun-15
|
1437
|
− 810
|
1043
|
− 35
|
− 82
|
1554
|
|
30-Sep-15
|
552
|
4863
|
648
|
2620
|
− 1068
|
7616
|
|
31-Dec-15
|
− 2039
|
2380
|
− 2211
|
− 2370
|
1216
|
− 3024
|
|
31-Mar-16
|
− 2114
|
− 5936
|
− 374
|
− 772
|
− 1342
|
− 10,538
|
|
30-Jun-16
|
657
|
103
|
− 1386
|
− 1614
|
− 22
|
− 2261
|
|
∑∆(E)
|
− 280
|
5993
|
918
|
1593
|
1206
|
9431
|