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