7 Feb 2024
Participants are expected to have some basic knowledge on liquidity and Solvency II.
Technical RequirementsPlease check with your IT department if your firewall and computer settings support web session participation (the programme Zoom will be used for this online training). Please also make sure that you are joining the web session with a stable internet connection.
Purpose and Nature
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 will 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 will explain Solvency II requirements on liquidity risk and supervisory powers. Possible metrics and approaches will be discussed. EIOPA stress test and risk dashboard on liquidity will then be described. We will end up with a concrete example and a quiz supporting key takeaways.