The paper explores the use of accounting standards for insurer solvency assessment in the context of the implementation … basis for solvency assessment of insurers. Perceived shortcomings can be overcome by supervisors providing clear …-made valuation framework for supervisors developing new solvency frameworks …

The traditional approach to the stress testing of financial institutions focuses on capital adequacy and solvency …. Liquidity stress tests have been applied in parallel to and independently from solvency stress tests, based on scenarios which … may not be consistent with those used in solvency stress tests. We propose a structural framework for the joint stress …

This paper analyzes a group of 755 firms, with aggregate indebtedness of US$6.2 trillion, to assess the solvency risks …

The paper presents a framework to integrate liquidity and solvency stress tests. An empirical study based on European … liquidity and solvency stress testing …

. We then investigate whether this effect is influenced by two key bank characteristics: securitization and bank capital … competition at the industry level lead to higher realized systemic risk. The results suggest that the use of securitization …

There is much confusion about what shadow banking is. Some equate it with securitization, others with non …