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83 Appendix Table A. List of BHCs used in the CAE method Data years BHC Name 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 AmSouth Corporation XXXXXX Bancorp Hawaii, Inc. X X X X X BancWest Corp. X Bank of Boston Corp. XXXXXXXXXXXXXXXX Bank of New England Corporation XXXXX Bank of New York XXXXXXXXXXX Bank One Corporation XXXXXXX BankAmerica Corporation XXXXXXXXXXXXXXXXXX Bankers Trust New York Corp XXXXXXXXXXXXXXXXXX Barnett Banks, Inc. XXXXXXXXXXX BayBanks, Inc. X BB&T Corp. XX Boatmen’s Bancshares, Inc. XXXXXXX Central Fidelity Banks Inc. X Chase Manhattan Corporation XXXXXXXXXXXXXXXXXX Chemical Banking Corporation XXXXXXXXXXXXXX Citigroup XXXXXXXXXXXXXXXXXX Citizens & Southern Corporation X Citizens Bancorp XX Comerica Incorporated XXXXXXXXXX Compass Bancshares XX Continental Bank Corporation X X X Continental Illinois Corporation XXXXXXXX CoreStates Financial Corp. XXXXXXXXX Crestar Financial Corp. XXXXXXXX Crocker National Corporation XXXX Fifth Third Bank XXXXXX First American Bankshares X First Bank System Inc. XXXXX XXXXXXXX First Chicago Corporation XXXXXXXXXXXXXX First Chicago NBD Corporation XXX First City Bancorporation of Texas X X X X First Empire State Corp XX First Fidelity Bancorporation XXXXXXX First Interstate Bancorp. XXXXXXXXXXXXXX First Maryland Bancorp. X First of America Bank Corporation XXXXXXXXXX First Security Corp. XXX First Tennessee National Corp. XX First Union Corporation XXXXXXXXXXXXX First Wachovia Corporation X X Firstar Corp. XXXXXXXX Fleet Financial Group, Inc. XXXXXXXXXXXX Harris Bankcorporation, Inc XXXXXXXXXX HSBC Americas, Inc. XXX Huntington Bancshares, Inc. XXXXXXXXXX Integra Financial Corp. XX InterFirst Corporation X X X Irving Trust Corporation XXXXX Appendix Table A (continued). List of BHCs used in the CAE method Data years BHC Name 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 J.P.Morgan XXXXXXXXXXXXXXXXXX KeyCorporation XXXXXXXXXX LaSalle National Corp. XXX M & T Bank Corp. X Manufacturers Hanover Corporation XXXXXXXXXX Manufacturers National Corp. X X Marine Midland XXXXXXXXXXXX Marshall & Ilsley Corp. XXXX MBNA Corp. XXXX Mcorp X X X Mellon Bank Corporation XXXXXXXXXXXXXXXX Mercantile Bancorporation Inc. XXXX Meridian Bancorp XXXXXX Midlantic Corporation XXXXXX MNC Financial, Incorporated XXXX National City Corporation XXXXXXXXXX National Westminster Bancorporation XXXXXX NationsBank Corporation XXXXXXX NBD Bancorp X X XXXXXX NCNB Corporation XXXXXXXX Northern Trust Corp. XXXXXXXX Norwest Corporation XXXX XXXXXXXXX Old Kent Financial Corp. XX X Pacific Century Financial Corp. XX PNC Financial Corporation XXXXXXXXXXXXX Popular, Inc. XX Regions Financial XXXXX Republic New York Corporation XXXXXXXXXX RepublicBank Corporation X X X X Security Pacific Corporation XXXXXXXXXXX Shawmut National Corporation XXXXXXX Signet Banking Corp. X X X X Society Corporation XXXX Southeast Banking Corporation X X Southern National Corp. XX SouthTrust Corp. XXXXXXX Sovran Financial Corporation X X State Street Boston Corp. XXXXXXXX Summit Bancorp. XXX SunTrust Banks Inc. XXXXXXXXXXXXXX Texas Commerce Bancshares X X X U.S. Bancorp XXXXXXXXXX UJB Financial Corp. XXXXXXX Union Bank of California XXX Union Planters Corp. XXXX Wachovia Corporation XXXXXXXX Wells Fargo & Company, Inc. X XXXXXXXXXXXXXXXX Zions Bancorp. X Appendix Table B. List of BHCs used in the DCF method Data years BHC Name CRSP ident. 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Ameritrust Corporation 13980 X AmSouth Bancorp. 62770 XXXXXX Banc One Corporation 65138 XXXXXXXXXXXXXXX Bank of America Corporation 59408 XXXXXXXXXXXXXXXXX Bank of Boston Corporation 51772 XXXXXXXXXXXXXXXXXX Bank of New England Corporation 16695 XXXXXX Bank of New York Co. 49656 XXXXXXXXXXXXXXXXXX BankAmerica Corporation 58827 XXXXXXXXXXXXXXXXXX Bankers Trust New York Corp 48354 XXXXXXXXXXXXXXXXXX Barnett Banks, Incorporated 61284 XXXXXXXXXXXXXXXXX BayBanks, Inc. 17196 X BB&T Corp. 71563 XXXX Boatmen’s Bancshares, Inc. 18551 XXXXXXXXXX Central Fidelity Banks Inc. 22075 X Chase Manhattan Corp. 47896 XXXXXXXXXXXXXXXXXX Chase Manhattan Corporation 41718 XXXXXXXXXXXXXX Citigroup 70519 X Citigroup 47079 X X XXXXXXXXXXXXXXX Comerica, Inc. 25081 X X X X XXXXXXXXXXX Compass Bancshares Inc. 22032 XX Continental Bank Corporation 57250 X X X X X X X X X Corestates Financial Corporation 27263 XXXXXXXXXXXXXXX Crestar Financial Corp. 79354 XXXXXXXX Fifth Third Bank 34746 XXXXXX First Bank System Inc. 66157 XXXXXXXXXXXX First Chicago Corporation 53858 XXXXXXXXXXXXXXX First City Bancorporation of Tex 75344 X X X First Fidelity Bancorporation 52505 XXXXXXX First Interstate Bancorp. 26550 XXXXXXXXXXXXXX First of America Bank Corp 35204 XXXXXXXXXXX First Tennessee National Corp. 36397 X First Union Corporation 36469 X X X XXXXXXXXXXXXXX Firstar Corp. 36127 XXXXXXXX Fleet Financial Group, Inc. 47159 XXXXXXXXXXXXX Huntington Bancshares 42906 XXXXXXXXXXX Integra Financial Corp. 61990 X X Irving Trust Company 46842 XXXX J. P. Morgan & Company, Inc. 48071 XXXXXXXXXXXXXXXXXX KeyCorp 64995 XXXXXXXXXXXX M & T Bank Corp. 35554 XXX Manufacturers Hanover Corp. 48223 XXXXXXXXXX Manufacturers National Corp. 51351 X X Marshall & Ilsley Corp. 51706 XXXX MBNA Corp. 76557 XXXX Mellon Bank Corporation 59379 XXXXXXXXXXXXXXXXXX Mercantile Bancorporation Inc. 52821 XXXX Meridian Bancorp 52944 XXXXXXX Midlantic Corporation 53891 XXXXXXXXX MNC Financial, Incorporated 51781 XXXXX National City Corporation 56232 XXXXXXXXXXXXXXXXXX National Westminster Bancorp. 70885 X X NBD Bancorp 56450 XXXXXXXXXXXXXX Northern Trust Corp. 58246 X X X XXXXXXXX Old Kent Financial Corp. 59345 X X X Pacific Century Financial Corp. 16548 X X X XXXX Appendix Table B. List of BHCs used in the DCF method Data years BHC Name CRSP ident. 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 PNC Bank Corporation 60442 XXXXXXXXXXXXXXXX Popular, Inc. 16505 XX Regions Financial Corp. 35044 XXXXX Republic New York Corp 53938 XXXXXXXXXXXXXXXXXX Security Pacific Corporation 60839 XXXXXXXXXXX Shawmut National Corp. 41081 XXXXXXX Signet Banking Corp 51764 X X X X X Southeast Banking Corporation 55247 XXXXXXXXXX SouthTrust Corp. 71686 XXXXXXX Sovran Financial Corporation 71889 XXXXXX State Street Boston Corp. 72726 XXXXXXXX Summit Bancorp. 51588 XXXXXXXX SunTrust Banks, Incorporated 68144 XXXXXXXXXXXX U.S. Bancorp 78968 X X XXXXXXXXXX Union Bank of California 78263 XX Union Planters Corp. 20694 XXXX Wachovia Corporation 68443 XXXXXXXXXXXX Wells Fargo & Co. 38703 XXXXXXXXXXXXXXXXXX Wells Fargo & Co. 50024 XXXXXXXXXXXXXXXXXX Zions Bancorp. 84129
NOTE: The BHC name is identified with the unique CRSP identifier (or permno) that corresponds to its stock issue. A BHC name may appear more than once if an acquirer retains the name of the acquired; for example, Norwest acquired Wells Fargo and retained that name, leading to two entries for Wells Fargo with different CUSIP identifiers. Appendix Table C. List of BHCs used in the CAPM method Data year BHC name CRSP ident. 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Affiliated Banc Group, Inc. 42831 XXXXXXX Affiliated Bankshares of Co 11173 XXXXXXXX Allied Bancshares 11870 XXXX Ameribanc Inc 12416 XXXXXXXX AmeriTrust Corp 13980 X X XXXXXXXX AmSouth Bancorp. 62770 XXXXXX Baltimore Bancorp 85762 XXXXX Banc One Corporation 65138 XXXXXXXXXXXXXXXX BancWest Corp. 81474 X Bank of America Corporation 59408 XXXXXXXXXXXXXXXXXX Bank of Boston Corporation 51772 XXXXXXXXXXXXXXXXXX Bank of New England 16695 XXXXXX Bank of New York Co. 49656 XXXXXXXXXXXXXXXXXX Bank South Corporation 16716 XXXX BankAmerica Corporation 58827 XXXXXXXXXXXXXXXXXX Bankers Trust New York Corp 48354 XXXXXXXXXXXXXXXXXX Banks of Iowa Inc 16847 XXXXXXXXX BankWorcester 10581 XXXXXX Barnett Banks 61284 XXXXXXXXXXXXXXXXXX Bay Banks 17196 XXXX BB&T Corp. 71563 XXXX Boatmen’s Bancshares 18551 XXXXXXXXXXXXX Boulevard Bancorp Inc 10651 XXXXXX C&S / Sovran Corporation 76285 XXXXXX California Bancshares 75613 XXX Capital Bancorp 81853 XX CCNB Corp 20096 XXXXXXXX Central Fidelity Banks 22075 X X X Central Jersey Bancorp 22083 XXXXX Chase Manhattan Corp 41718 XXXXXXXXXXXXXXXXXX Chase Manhattan Corp. 47896 XXXXXXXXXXXXXXXXXX Citigroup 47079 XXXXXXXXXXXXXXXXXX Citigroup 70519 X Citizens & Southern 23705 XXXXXXXX Citizens and Southern 23692 XXXXXXXX Citizens Bancorp 23713 XXX Colorado National Bankshares 24767 XXXXXXX Comerica, Inc. 25081 XXXXX XXXXXXXXXXX Commonwealth Banchshares 25260 XXXXXX Compass Bancshares Inc. 22032 XX Constellation Bancorp 56742 XXXXXX Continental Bank Corporation 57250 XXXXXXX XXXXXXXX Corestates Financial Corp 27263 XXXXXXXXXXXXXXXX Crestar Financial Corp. 79354 XXXXXXXX Dominion Bankshares 30430 XXXXXXX Equimark Corp 52863 XXXXXXX Fidelcor, Inc. 34631 X X Fifth Third Bank 34746 XXXXXX First American Corp. 10485 First Bank System Inc. 66157 XXXXXXXXXXXXXXXX First Chicago Corp 53858 XXXXXXXXXXXXXXXXXX First Chicago NBD Corp 56450 XXXXXXXXXXXXXX X First City Bancorp of Texas 75344 X X X First Colonial Bankshares 87899 XXXXX First Commerce 35378 XX First Eastern Corp 35423 XXXXXX Appendix Table C (continued). List of BHCs used in the CAPM method Data year BHC name CRSP ident. 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 First Fidelity Inc. 52505 XXXXXXXXXXX First Florida Banks Inc 35722 XXXXXXX First Illinois Corp 35802 XXXXXXXX First Interstate Bancorp 26550 XXXXXXXXXXXXXXXXXX First Interstate of Iowa Inc 78511 XXXXXXXX First Michigan Bank Corp 35909 XX First National Bancorp 35960 XXXX First of America Bank Corp 35204 XXXXXXXXXXX First Pennsylvania 53903 X First Peoples Financial Corp 36250 XXXXXXX First Republicbank Corp. 59109 XXXXXXX First Security Corp of KY 36282 XXXXXXXX First Security Corp. 85468 XXX First Tennessee National Corp 36397 XX First Union Bancorp 22008 X First Union Corporation 36469 X X X XXXXXXXXXXXXXX Firstar Corp. 36127 XXXXXXXX Firstbank of Illinois 36549 X FirsTier Financial Inc 36602 XXXX Fleet Financial Group, Inc. 47159 XXXXXXXXXXXXX FNW Bancorp Inc 87821 XXXXXXXX Fort Wayne Natl Corp 88130 X Fourth Financial Corp 37461 XXXX Gainer Corp 10822 XXXXXXXX Grenada Sunburst System 10296 XXXXX Hawkeye Bancorp 41233 XXXX HSBC Americas Inc. 87033 X X X Huntington Bancshares 42906 XXXXXXXXXXX INB Finanical Corp 43976 XXXXXXX Independence Bancorp 43800 XXXXXX Integra Financial Corp 61990 XXXXXX Intercontinental Bank 76611 XXXX Interfirst Corp. 56805 XXXXXX Irving Trust Company 46842 XXXXXXX XXXXXXXXXX J. P. Morgan & Company, Inc. 48071 XXXXXXXXXXXXXXXXXX Jefferson Bankshares Inc 46413 XX Key Centurion Bancshares, WV 10020 XXXXXXX KeyCorp 64995 XXXXXXXXXXXX Lake Shore Bancorp Inc 11515 XXXXXX Lanmark Bancshares Corp 66982 X Liberty Bancorp Inc 16855 XXX Liberty National Bancorp 49403 XXXXXX Lincoln Financial Corp 49649 XXXXXXX M & T Bank Corp. 35554 XXX Magna Group Inc 50885 X Manufacturers Hanover Corporation 48223 XXXXXXXXXXXXXXXXXX Manufacturers National Corp 51351 XXXXXXXXX Marine Corp, Springfield, IL 10121 XXXXXXXX Mark Twain Bancshares 51610 XXX Marshall & Ilsley Corp. 51706 XXXX MBNA Corp. 76557 XXXX MCORP 59950 XXXXXXX Mellon Bank Corporation 59379 XXXXXXXXXXXXXXXXXX Mercantile Bancorporation Inc. 52821 XXXX Merchants National Corporation 52920 XXXXXXXX Meridian Bancorp Inc 52944 XXXXXXXXXXX Appendix Table C (continued). List of BHCs used in the CAPM method Data year BHC name CRSP ident. 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Metrobank NA 10880 XXXX Michigan National Corp. 53402 X X X Midlantic Bank, N.A. 53891 XXXXXXXXXXXXX MNC Financial Inc 51781 XXXXXXXXXXXX Multibank Financial Corp 55483 XXXXXXX National City Corporation 56232 XXXXXXXXXXXXXXXXXX National Community Banks Inc 56291 XXXXXX National Westminster Bancorporat 70885 XXXXXXX NBB Bancorp Inc 75237 XXXXX Norstar Bancorp 64055 X X X Northeast Bancorp Inc 58150 XXXXXXX Northern Trust Corp. 58246 X X X XXXXXXXX Ohio Bancorp 59118 XXXXXX Old Kent Financial Corp. 59345 X X X ONBANCorp Inc 11558 XX One Valley Corp. 10126 Pacific Century Financial Corp. 16548 X X X XXXX Pacific Western Bancshares 60821 XXXXXX Peoples Bancorp, Rocky Mount, NC 62085 XXXXXXXXX Peoples First Corp 76078 XX PNC Bank Corporation 60442 XXXXXXXXXXXXXXXXXX Popular, Inc. 16505 XX Premier Bancorp 89712 XXXX Puget Sound Bancorp 64689 XXXXXXX Rainier Bancorporation 65569 X X X Regions Financial Corp. 35044 XXXXX Republic New York Corp 53938 XXXXXXXXXXXXXXXXXX Seafirst Corporation 60134 XXX Security Bancorp, Southgate, MI 69762 XXXXXXXX Security Capital 80150 XX Security Pacific Corporation 60839 XXXXXXXXXXXXXXXXXX Shawmut National Corp 41081 XXXXXXXXXXX Signet Banking Corp 51764 X X X X X X X Signet Banking Corp. 12076 XX Society Corp. 70958 XXXX South Carolina National 71328 XXXXXXXX Southeast Banking Corporation 55247 XXXXXXXXXX SouthTrust Corp. 71686 XXXXXXX Sovran Financial Corporation 71889 XXXXXXXXXXXXXXXX State Street Boston Corp. 72726 XXXXXXXX Sumitomo Bank of California 73315 X Summcorp, Fort Wayne, Indiana 92145 XXXXXXXX Summit Bancorp. 51588 XXXXXXXX Summit Bancorporation 73358 XXXX SunTrust Banks, Incorporated 68144 XXXXXXXXXXXXXX Sunwest Financial Services 73577 XXXXXXX Texas Commerce Bancshares 58093 XXXXXX Trans Finl 10242 X Travelers Corporation 47300 XXXXXX U.S. Bancorp 78968 X X XXXXXXXXXXXX Union Bank of California 78263 XXX Union Planters Corp. 20694 XXXX United Banks of Colorado 78466 XXXXXXXXX United Carolina Bancshares 78503 XXX United Counties Bancorp 78597 XXXXX US Trust Corp 79274 XXXXX Appendix Table C (continued). List of BHCs used in the CAPM method Data year BHC name CRSP ident. 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 Valley Capital Corp, Las Vegas 11261 XXXXXXXX Valley National Corp. 80099 XXXXXX Victoria Banksahres Inc 80967 XXXX Wachovia Corporation 68443 XXXXXXXXXXXXXX Wells Fargo & Co. 38703 XXXXXXXXXXXXXXXXXX Wells Fargo & Co. 50024 XXXXXXXXXXXXXXXXXX West One Bancorp 55117 XXXX Worthen Banking 65269 XXXXX Zions Bancorp. 84129 X
NOTE: The BHC name is identified with the unique CRSP identifier (or permno) that corresponds to its stock issue. A BHC name may appear more than once if an acquirer retains the name of the acquired; for example, Norwest acquired Wells Fargo and retained that name, leading to two entries for Wells Fargo with different CUSIP identifiers.