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RBA Glossary definition for solvency

solvency – The capacity of an entity to meet its financial obligations as they fall due. Solvency may be expressed as maintaining positive net-tangible assets.

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Glossary

9 Jun 2023
A glossary of terms used on the RBA website
https://www.rba.gov.au/glossary/

Contagion Analysis

29 Sep 2015 RDP 2015-02
Alexandra Heath, Gerard Kelly and Mark Manning
i. /K. i. > ρ. K. , bank i is deemed to be in secondary solvency stress. ... This is sufficient to push it into solvency stress after four exogenous defaults.
https://www.rba.gov.au/publications/rdp/2015/2015-02/contagion-analysis.html
See 3 more results from "RDP 2015-02"

At a Glance: Financial Stability Review – October 2020

9 Oct 2020 FSR
However, with economies experiencing large contractions in output the focus has shifted from liquidity to the solvency of borrowers as the expected defaults will result in credit losses for lenders.
https://www.rba.gov.au/publications/fsr/2020/oct/

Financial System Liquidity, Asset Prices and Monetary Policy | Conference – 2005

11 Jul 2005 Conferences
Hyun Song Shin
If the bursting of a property bubble impairs the solvency of the financial sector, then the dynamics ‘on the way down’ can turn into an extremely messy affair, involving a whole ... Regulators are familiar with the potentially destabilising effect of
https://www.rba.gov.au/publications/confs/2005/shin.html

Central Counterparty Loss Allocation and Transmission of Financial Stress

16 Mar 2015 RDP PDF 1285KB
Following Heath, Kelly and Manning (2013), the paper examines liquidity and solvency risk under alternative clearing configurations, but extends the analysis in two main ways. ... 4.2.2 Loss allocation under VMGH 30 4.2.3 Price and solvency shocks 32
https://www.rba.gov.au/publications/rdp/2015/pdf/rdp2015-02.pdf

Discussion on Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference –…

14 Jul 2008 Conferences
The trick is to ensure that the crisis is truly a liquidity crisis and not a solvency crisis. ... Philip's main point in this paper is that financial innovation has broadened the definition of liquidity and made liquidity crises even harder to
https://www.rba.gov.au/publications/confs/2008/davis-disc.html

Collateral, Funding and Liquidity

28 Jun 2011 Speech
Guy Debelle
Speech by Guy Debelle to the Conference on Systemic Risk, Basel III, Financial Stability and Regulation, Sydney
https://www.rba.gov.au/speeches/2011/sp-ag-280611.html

References

20 Sep 2022 RDP 2022-03
Nicholas Garvin, Samuel Kurian, Mike Major and David Norman
Coen J, C Lepore and E Schaanning (2019), ‘Taking Regulation Seriously: Fire Sales under Solvency and Liquidity Constraints’, Bank of England Staff Working Paper No 793. ... Hardy DC and C Schmeider (2013), ‘Rules of Thumb for Bank Solvency Stress
https://www.rba.gov.au/publications/rdp/2022/2022-03/references.html

Discussion of Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?

22 Oct 2008 Conferences PDF 66KB
RBA Conference Volume 2008
https://www.rba.gov.au/publications/confs/2008/pdf/davis-disc.pdf

Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? | Conference – 2008

14 Jul 2008 Conferences
E Philip Davis
Goodhart and Schoenmaker (1995) note that banks generally face illiquidity when solvency is in question. ... They had to mark to market ABS held on balance sheet, so price falls affected their solvency.
https://www.rba.gov.au/publications/confs/2008/davis.html