Events
These are presentations and documents that were discussed during our User Group events.2010
Jul 2010 QIS5 Calibration Webinar
Jul 2010 Pre-calibration webinar. End June 2010
May 2010 User Group Meeting - London Stock Exchange - 7 May 2010
Apr 2010 Yield Curve Builder Webinar
Mar 2010 Pre-Calibration Webinar - End March 2010
2009
Dec 2009 Liquidity Premium Conference – 12 November 2009
Dec 2009 Pre-Calibration Webinar - End December 2009
Nov 2009 Barrie & Hibbert Insurance Conference - 6 Nov 2009
Oct 2009 ESG User Group Meeting Munich
Oct 2009 Munich ESG User Group Meeting: Guest Speaker Presentation
Sep 2009 Pre-Calibration Webinar - End September 2009
Sep 2009 The Stochastic Volatility Jump Diffusion Model for Equities Webcast
Aug 2009 Real-world equity modelling webinar
Aug 2009 AG43 & Credit Risk Webinar
Jul 2009 What’s New with 6.2 - Webcast July 2009
Jul 2009 LMM Enhancements Webcast - July 09
Jun 2009 Yield Curve Extrapolation Webcast - June 09
Jun 2009 User Group Meeting - London Stock Exchange - 29 May 2009
Feb 2009 Conference: Challenges for Risk Management-Measuring Future Risk
2008
Nov 2008 November 2008 User Conference Presentations
2007
Jun 2007 Best-Estimate Equity Calibration
Jun 2007 ESG Version 6
Jun 2007 Technical Advisory Panel: An Update
Jun 2007 UK FSA Returns Analysis 2006
Jun 2007 Variance Reduction & Martingale Tests Presentation
2006
Nov 2006 Best-Estimate Calibration Update
Nov 2006 Credit Model R&D Pipeline
Nov 2006 Technical Advisory Panel Update
Nov 2006 ESG Version 6.0
Nov 2006 Yield Curve Fitting
Nov 2006 Quarterly Calibration Update
May 2006 Improvements to the 2-Factor Black-Karasinski Model
May 2006 ESG Technical Advisory Panel
2005
Nov 2005 Stochastic Volatility & Tail Correlation
Nov 2005 Best-estimate Calibration Update - Global Equities and Property
Nov 2005 Credit Migration Matrix
Nov 2005 ESG Survey Autumn 2005