{"title":"The Case for Market-Based Stress Tests","authors":"J. Vickers","doi":"10.1093/jfr/fjz008","DOIUrl":null,"url":null,"abstract":"\n The author contends that, for major banks with price-to-book ratios less than one, stress tests based on market values should be run and published by regulators alongside existing stress test results.","PeriodicalId":42830,"journal":{"name":"Journal of Financial Regulation","volume":null,"pages":null},"PeriodicalIF":2.0000,"publicationDate":"2018-10-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1093/jfr/fjz008","citationCount":"8","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Financial Regulation","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/jfr/fjz008","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"LAW","Score":null,"Total":0}
引用次数: 8
Abstract
The author contends that, for major banks with price-to-book ratios less than one, stress tests based on market values should be run and published by regulators alongside existing stress test results.
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