Pension Fund Model - Features

• Our pension risk model uses a cashflow-based liability model, with a choice of valuation bases.

• Our modelling is sensitive to robust interest rate and yield curve dynamics, granular credit and other risk asset modelling. Such sophistication is especially important in a world of complex assets.

• We model a range of relevant equity and interest rate derivatives to help users understand the key economic dynamics of such strategies.

• We aim to be transparent in our approach. Our aim is to transfer knowledge and provide robust tools to sophisticated risk managers; we do not provide black boxes.

To find out more about Barrie & Hibbert's Pension Fund Model, please contact Sathish Ramdayal at sathish.ramdayal@barrhibb.