Principles for Doing Business at Lloyd's
Principle 8: Investments – Principles for Doing Business at Lloyd's

Principles for Doing Business at Lloyd's P8.3: 8.3 Investment stress testing integrated into investment management

Stress testing is part of investment management. Baseline: stress and scenario tests of 'what if' impacts on material exposures. Higher levels add a suite covering investment, liquidity and capital across interest rate, credit spread, equity and climate scenarios, integration into risk management with actions, climate scenario analysis at least annually and second line input.

Maintained by Gerard Blokdyk

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