In preparation for the workshop, the EBA invites the submission of policy-oriented, preferably empirical, research papers on the following topics:

• Interest rate risk management in an environment of higher volatility and under different regulatory and accounting standards; interplay between interest rate risk and liquidity risk.
• Liquidity risk, counterparty risk, key metrics and monitoring tools for measurement of asset liquidity and funding needs; analysis of deposit outflows and deposit insurance schemes.
• Central clearing counterparty houses (CCPs) and reallocation of risks.
• Asset Liability Management and optimal liquidity for different business models.
• Interactions between liquidity and credit risk, investment vehicles and securitizations, assets and low liquidity.
• LCR and NSFR and interaction with other regulatory ratios, ILAAP, Contingency Funding Plans, forecasting and stress testing liquidity.
• Payment services, Fintech, Crypto-assets and Artificial Intelligence (AI) in liquidity risks.