The Bank's approach to stress testing

Letter from the Governor to Sir John Vickers
Published on 11 January 2017

The Bank of England has published the Governor’s reply to the recent proposal of Sir John Vickers that the Bank supplements its current approach to stress testing by publishing parallel results that take market-based measures of equity capital, rather than regulatory capital, as a starting point. 

The Governor referred to this letter in evidence to the Treasury Committee on 11 January.

PDFDownload PDF

Other news

Was this page useful?
Add your details...