The Case for Market-Based Stress Tests

John Vickers

Journal of Financial Regulation, vol. 5, issue 2, 239-248

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.

Keywords: banks; capital requirements; price-to-book ratios; stress tests (search for similar items in EconPapers)
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Journal Article: The Case for Market-Based Stress Tests (2020)
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