I have never played in a house that would allow the player to bring all his chips. When changing games or stakes the player must fall between the min/max buy-in for that specific game. The only exception to this that I've seen is when management increases the stakes of a game. say, changing from a 5-10 to a 10-20. Player may be allowed to keep all of their chips in play.
As much as I hate answering any post like this the easiest answer is, depends on your house rule.