Portfolio efficiency and the "limit on size" debate for a too-big-to-fail (TBTF) bank

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dc.creator Drira, Mohamed
dc.creator Rashid, Muhammad
dc.date.accessioned 2014-02-14T20:25:44Z
dc.date.available 2014-02-14T20:25:44Z
dc.date.issued 2012
dc.identifier http://library2.smu.ca/bitstream/handle/01/25402/asb_proceedings_2012.pdf#page=285
dc.identifier.uri http://library2.smu.ca/xmlui/handle/01/25685
dc.description.abstract Does limiting the size of a large bank reduce its insolvency risk? This paper shows that the answer to this question depends upon how exactly paring down of the bank size is done. The risk may go down or it may rise conditional on the composition of assets and liabilities of the pared down bank. Secondly, the paper investigates mean-standard deviation (μ/σ) efficiency of various possible paring down scenarios and suggests μ/σ efficient assets and liabilities compositions that do not depend on limiting the size of the bank. Accordingly, the findings of this paper create serious doubt about the validity of the “limit on size” solution to the “Too Big To Fail”, TBTF, problem. en_CA
dc.description.provenance Submitted by Trish Grelot (trish.grelot@smu.ca) on 2014-02-14T20:25:44Z No. of bitstreams: 0 en
dc.description.provenance Made available in DSpace on 2014-02-14T20:25:44Z (GMT). No. of bitstreams: 0 Previous issue date: 2012 en
dc.language.iso en en_CA
dc.publisher Atlantic Schools of Business en_CA
dc.subject.lcsh Banks and banking
dc.subject.lcsh Business enterprises -- Size
dc.subject.lcsh Financial risk
dc.title Portfolio efficiency and the "limit on size" debate for a too-big-to-fail (TBTF) bank en_CA
dc.type Text en_CA
dcterms.bibliographicCitation Proceedings of the 42nd Atlantic Schools of Business conference, Dalhousie University, 2012, pp 282-294
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