Target Updates
2012
Jan 2012 Real-World equity calibration: distributional targets at end-December 2011
2011
Oct 2011 Real-world credit calibration - 1y conditional target update (corporate spreads only) end Sept 2011
Oct 2011 Real-world equity calibration: distributional targets at end-September 2011
Jul 2011 Real World Credit Calibration 1-year Conditional Target Update End-June 2011
Jul 2011 Real World Credit Calibration: 1 year conditional target update - Municipal Credit End-June 2011
Jul 2011 Real World Alternative Asset Calibration Multi-Year Target Update Q2 2011
Jul 2011 Real-world equity calibration: distributional targets at end-June 2011
Jun 2011 Real-world interest rate calibration: distributional targets for end Q2 2011
Apr 2011 Real World Credit Calibration - 1 year conditional target update - Municipal Credit End-March 2011
Apr 2011 Real World Credit Calibration - 1-year Conditional Target Update End-March 2011
Apr 2011 Real World Credit Calibration Multi Year Target Update - Municipal Credit End-December 2010
Apr 2011 Real-world equity calibration Distributional targets at end-March 2011
Mar 2011 Real-world equity calibration: Update for stochastic volatility parameters
Mar 2011 Real World Credit Calibration: Multi Year Target Update - Corporate Credit End-December 2010
Mar 2011 Real-world/Market-consistent equity calibration: dividend yield targets at end-December 2010
Mar 2011 Real-world equity calibration: Key equity volatility assumptions
Jan 2011 Real world municipal bond calibration - 1 year conditional target update End-Dec2010
Jan 2011 Real World Credit Calibration: 1-year Conditional Target Update End-December 2010
Jan 2011 Real-world equity calibration Distributional targets at end-December 2010
2010
Oct 2010 Real world municipal bond calibration - 1 year conditional target update End-Sep2010
Oct 2010 Real World Credit Calibration 1-year Conditional Target Update End-September 2010
Oct 2010 Real-world equity calibration:Distributional targets at end-September 2010
Jul 2010 Real world municipal bond calibration 1 year conditional target update end-June 2010
Jul 2010 Real-world credit calibration 1 year conditional target update end-June 2010
Jul 2010 Real-world equity calibration Distributional targets end-June 2010
Jun 2010 Real-world key correlation calibration; unconditional correlation targets at end December 2009
Jun 2010 Real-world interest rate calibration Distributional targets at end-December 2009
Apr 2010 Real-world alternative asset calibration: Distributional targets at end-March 2010
Apr 2010 Real-world equity calibration Distributional targets at end-March 2010
Mar 2010 Real World Credit Calibration: Credit target update Q1 2010
Mar 2010 Real-world equity calibration: a comparison of realised and expected volatility
Jan 2010 Real-world equity calibration: Distributional targets at end-December 2009
2009
Oct 2009 Real-world equity calibration Distributional targets at end-September 2009
Sep 2009 Real-world interest rate calibration: Distributional targets at end-September 2009
Sep 2009 Real-world credit calibration: Distributional targets at end-September 2009
Sep 2009 Real-world alternative asset calibration: Distributional targets at end-September 2009
Jul 2009 Real-world equity calibration - Distributional targets at end June 2009
Jun 2009 Real-world key correlation calibration: Unconditional correlation targets at end June 2009
Apr 2009 Real-world equity calibration: Distributional targets at end March 2009
Mar 2009 Real world credit calibration: Credit target update at end March 2009
Jan 2009 Real-World Equity Calibration: Distributional Targets at End-December 2008
2008
Dec 2008 Real-World Credit Calibration: The Transition Matrix
Jun 2008 End June 2008 Real-World Equity Calibration: Distributional Targets
Mar 2008 End December 2007 Real-World Equity Calibration: Distributional Targets
Mar 2008 End March 2008 Real-World Equity Calibration: Distributional Targets