EAA Web Session ‘Liquidity Risk’

This session aims at explaining the sources of liquidity, the requirements and supervisory measures under Solvency II, possible approaches and metrics to monitor and manage this risk.

We start the session by illustrating liquidity issues on historical cases in the insurance sector and their propagation in the financial system. After the introduction, we explain Solvency II requirements on liquidity risk and supervisory powers. Possible metrics and approaches are discussed. EIOPA stress test and risk dashboard on liquidity are then described. We end up with a concrete example and a quiz supporting key takeaways.

Anmeldeschluss: 2024-02-06