{"title":"基于市场的压力测试案例","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":"{\"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}","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}
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.