Make a anonymized user list (I'll explain this below), publically post this list of users and their btc account balance, then sign messages to prove ownership of cold wallets.
Anonymized or not, they could simply lie - as long as some users are not checking that they are actually on that list and verify their amounts Bitfinex might get away with leaving out somebody...
However, yes, a list with some kind of hash (so I can use information I have to see which balance belongs to my account) and a balance attached for every account would be a great first step to see how many BTC/LTC/USD are actually deposited on Bitfinex in total.
If an exchange cheats on a large scale, this will be noticed. The more users they ommit, the more likely to be noticed. And imagine the shitstorm when that is discovered.. Nah, an exchange would rather not publish anything than fake the list.