Advertisement

Annals of Finance

, Volume 14, Issue 4, pp 571–572 | Cite as

Correction to: Analysis of the SRISK measure and its application to the Canadian banking and insurance industries

  • Thomas F. Coleman
  • Alex LaPlante
  • Alexey Rubtsov
Correction

1 Correction to: Ann Finance  https://doi.org/10.1007/s10436-018-0326-3

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.
Table 6

Change in SRISK due to Debt, LRMES, and Equity changes, in million CAD.

(Dec. 2015–Jun. 2016)

  

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

Copyright information

© Springer-Verlag GmbH Germany, part of Springer Nature 2018

Authors and Affiliations

  • Thomas F. Coleman
    • 1
  • Alex LaPlante
    • 2
  • Alexey Rubtsov
    • 2
  1. 1.Waterloo Research Institute in Insurance, Securities, and Quantitative Finance (WatRISQ)University of WaterlooWaterlooCanada
  2. 2.Global Risk Institute in Financial ServicesTorontoCanada

Personalised recommendations