Market and Liquidity Risk Management for Insurers Masterclass
Market and liquidity risk as insurers actually face them — ALM, lapse risk, stress testing and the demands of Solvency II, IAIS ICPs and IFRS 17.
Format
Classroom · Virtual
Upcoming sessions
Pick a session to applyADMISSIONS OPENThe programme
Insurers carry market and liquidity risks that bank-style frameworks miss: lapse risk, early redemption, and duration mismatch between long liabilities and the assets backing them. This masterclass covers the identification, measurement, monitoring and mitigation of market and liquidity risk as they actually present in insurance portfolios — asset-liability matching, interest rate risk, stress testing and liquidity planning for shocks and cash-flow mismatch — within the regulatory frame of Solvency II, IAIS Insurance Core Principles and the risk-measurement implications of IFRS 17. Working from real insurance-sector examples, the cohort leaves with methods and frameworks that can be applied immediately.
What you will do
Who attends
- Heads of risk, treasury and ALM in insurance companies
- Actuaries, internal auditors and finance professionals
- Compliance officers and regulatory reporting teams
- Insurance supervisory authorities and regulators
- ALCO professionals, financial controllers and corporate treasurers
Programme agenda
Built for the decisions no textbook prepares you for
I.Market and liquidity risk in insurance
- The nature of market and liquidity risk for insurers
- Risk dynamics unique to insurance portfolios
- Early redemption and lapse risks
II.Measurement and ALM
- Asset-liability matching in practice
- Interest rate risk and duration mismatches
- Monitoring and mitigation frameworks
III.Stress testing and liquidity planning
- Designing stress tests for internal and supervisory expectations
- Handling liquidity shocks and market volatility
- Cash-flow mismatch planning
IV.The regulatory frame
- Solvency II requirements
- IAIS Insurance Core Principles
- IFRS 17 implications for risk measurement
Frequently asked
Who should attend this market and liquidity risk masterclass?
It is designed for heads of risk, treasury and ALM in insurance companies, actuaries, internal auditors and finance professionals, compliance officers and regulatory reporting teams, insurance supervisors, and ALCO professionals, financial controllers and corporate treasurers.
How does this differ from bank-style market risk training?
The masterclass addresses risks that bank-style frameworks miss: lapse risk, early redemption, and duration mismatch between long liabilities and the assets backing them. Measurement and mitigation are framed by Solvency II, the IAIS Insurance Core Principles and the risk-measurement implications of IFRS 17 — treated as professional training, not regulatory advice — and worked through real insurance-sector examples.
Is the programme available in-house and in French?
Yes. BIZENIUS delivers in English and French, and an in-house edition can be tailored to your portfolios, ALM framework and supervisory context. Sessions run on a rolling calendar with dates confirmed on request; fees and quotations are provided on enquiry.
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Take the brochure with you.
One request — the full agenda, the faculty and the next cohort dates, sent personally by the admissions team.