Barrie & Hibbert

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.

Frequently Asked Questions

• How to construct a volatility term-structure of interest rates in the absence of market prices
• Interest Rate Calibration: How to Set Long-Term Interest Rates in the Absence of Market Prices

• Model
  • 2 Factor Black Karasinski Model
  • 2 Factor Vasicek Model
  • Constant Volatility Model
  • Credit Model
  • Equity Mean-Reversion Model
  • Exchange Rate Model
  • General Equity Model
  • Inflation Model
  • Libor Market Model
  • Local Volatility Model
  • Mortality Model
  • Mortgage-Backed Securities Model
  • Other Models
  • Stochastic Volatility & Jump Diffusion Model
  • Time-Varying Deterministic Volatility Model

• Asset Class
  • Alternative Assets
  • Credit
  • Joint Distribution
  • Exchange Rate / Currency
  • Derivatives
  • Equity
  • Inflation
  • Interest Rates
  • Property

• Product Areas
  • Capital Measurement
  • Product Communication & Advice
  • Product Design & Governance
  • Risk & Capital Management

• Sectors
  • Retail Distribution
  • Asset and Wealth Management
  • Consultancy
  • Insurance
  • Pension Fund

Other categories

• Calibration Methodology & Techniques
• Calibration Notes
  • Market Consistent
  • Real World
• Calibration Targets
  • Target Methodology
  • Target Updates
  • Target Validation
• Events
• Insights
• iESG
  • Version 6.2
• Monte Carlo Methodology
  • Random Number Generation
  • Variance Reduction
• Numerical Methods
• Outputs & Validation
• Archive

Frequently Asked Questions

View all Frequently Asked Questions »