ECSG Features

ECSG combines advanced stochastic asset models, with a broad range of calibrations, within a Monte Carlo simulation framework. It addresses key market risk concerns of banks and Bancassurers, including:

• Group wide economic capital assessment and internal performance measurement.
• Meeting the specific demands of Basel II, Pillar 2.
• Isolating and providing a framework for dealing with the ‘diversification benefit’
• Consistently bringing together the risks associated with a range of business areas, including insurance subsidiaries and pension funds.
• Comprehensive and consistent asset class coverage. Allowing management to understand and quantify aspects such as diversification benefit, risk decomposition and a range of risk metrics.
• Stress testing Capital positions in a consistent, comprehensive correlated manner using our best estimate calibration models
• Examining benefits of alternative capital structures and hedging strategies

The ECSG allows clients to define the statistical asset models for business needs, set them up for a wide range of economies and then calibrate these models with in-house or the Barrie & Hibbert standard calibrations.

This gives our clients (at all levels and across all functions) a shared view of the economic capital scenarios that will affect their business.

To find out more about Barrie & Hibbert's ECSG, please contact Gavin Kretzschmar at This e-mail address is being protected from spambots, you need JavaScript enabled to view it .