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The Impact of Regulatory Stress Testing on Bank's Equity and CDS Performance

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References

1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*20,205 cited
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2014Should Banks’ Stress Test Results be Disclosed? An Analysis of the Costs and Benefits345 cited
2013Supervisors as information producers: Do stress tests reduce bank opaqueness?199 cited
2014The Information Value of the Stress Test137 cited
2020Banking stress test effects on returns and risks83 cited
2016Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union56 cited
2015Do stress tests matter? A study on the impact of the disclosure of stress test results on European financial stocks and CDS markets25 cited
2017Backtesting European Stress Tests24 cited
2018The Comprehensive Assessment: What lessons can be learned?16 cited

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2024Taxes under stress: bank stress tests and corporate tax planning10 cited

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