Barrie & Hibbert Knowledge Base
Through our work with clients on specific issues, we frequently uncover revealing insights about some of the major challenges facing whole sectors.
Wherever possible we share our research with our clients and more widely to stimulate debate and discussion. This type of dialogue is not just about providing thought leadership, it's also an important way to refine our research and models while continually enhancing the value of our work for all our clients.
We store all our research in the Barrie & Hibbert Knowledge Base. Anyone can view the Knowledge Base and its document abstracts but only clients can download the full documents.
The date of authorship is displayed on each document appearing in our Knowledge Base. Please note that during 2009 Barrie & Hibbert undertook an audit of the type of products and services offered. Following this audit, and with external advice, it was clear that Barrie & Hibbert did not undertake any regulated activity and as such did not require to be regulated by the Financial Services Authority. Barrie & Hibbert therefore cancelled its authorisation as of 2 January 2009.
Latest Articles
- Real-rate and inflation calibration: Changes for the end March 2010 calibration
- Calibrating the Dividend Yield Model
- Real World Credit Calibration: Credit target update Q1 2010
- Real-world equity calibration: a comparison of realised and expected volatility
- End March 2010 - Pre-Calibration Note
- Real-world credit calibration: Modelling credit risky sovereign bonds
Most popular
- Model Insights: Bond - Equity Correlation
- Quarterly Financial Markets Update: Developments in Financial Markets in 2008
- Interest Rate Calibration: How to Set Long-Term Interest Rates in the Absence of Market Prices
- Making Long-Term Assumptions About Corporate Credit Spreads
- Real-World Equity Calibration: Distributional Targets at End-December 2008
- How to construct a volatility term-structure of interest rates in the absence of market prices