Abstract The E-value is defined as the minimum strength of association on the risk ratio scale that an unmeasured confounder would have to have with both the exposure and the outcome, conditional on the measured covariates, to explain away the observed exposure-outcome association. We have...

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...