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European Insurance and Occupational Pensions Authority
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Methodological principles of insurance stress testing - liquidity component

Details

Publication date
26 January 2021

Description

The paper sets out methodological principles that can be used to design bottom-up stress test exercises to assess the vulnerability of insurers to liquidity shocks. The conclusions are based on the current understanding and knowledge of the liquidity risk in the insurance industry.

Files

31 JANUARY 2023
Methodological principles of insurance stress testing - liquidity component
English
(12.51 MB - PDF)
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