Liquidity panel

L - R: David Walker, Daniel Blamont, Viktor Mirkin

PANEL DISCUSSION: Liquidity is the new capital

  • Divisions of responsibility for liquidity risk
  • Measuring liquidity risk and stress testing
  • Identifying liquidity needs and sources of liquidity
  • Assessing the liquidity of assets, and considering what haircuts need to be applied
  • Derivatives and collateral calls

Daniel Blamont, Head of Investment Strategy, Phoenix Group
Viktor Mirkin
, Head of Analytics and Optimisation, Pension Insurance Corporation

Moderated by: David Walker, Senior Staff Writer, InsuranceERM