News
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Our Changing Future Open Forum: Iliquidity premium
1st March 2010
At this open forum in Edinburgh, John Hibbert will share his insights into the economic arguments behind the illiquidity premium.
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Belgian insurer Mercator signs up for Barrie & Hibbert’s ESG
24th February 2010
Belgian insurance company Mercator is to take Barrie & Hibbert's Economic Scenario Generator (ESG).
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Barrie & Hibbert named as ESG provider for Dexia Insurance
22nd February 2010
Belgian company Dexia Insurance have appointed Barrie & Hibbert to provide an Economic Scenario Generator (ESG).
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Hold the day: ESG User Group Meeting
12th February 2010
Join us in London on Friday, May 7th for our ESG User Conference.
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New training dates announced
10th February 2010
Barrie & Hibbert will run two client training sessions in May.
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Dates for your diary: New York and Chicago events
26th January 2010
Tony Dardis will be speaking at events in New York and Chicago this March and April.
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Dates for your diary: Taipei, Hong Kong and Singapore events
26th January 2010
Join Barrie & Hibbert in Taipei, Hong Kong or Singapore for a series of events. John Hibbert will be speaking at two events in February, after a roundtable in Taipei co-hosted with SunGard.
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New Vacancies at Barrie & Hibbert
12th January 2010
Barrie & Hibbert currently have a number of positions available.
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Barrie & Hibbert Publishes Third Liquidity Premium Research Report
8th January 2010
Barrie & Hibbert have released a new research report on the use of a liquidity premium for measuring insurance liabilities.
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Nested Simulation for Economic Capital
15th December 2009
A common definition of an insurer's economic capital requirements is based around a 1-year Value at Risk (VaR) metric. This defines capital requirements in terms of some tail percentile (typically the 99.5th percentile) of the market-consistent value of the insurer‟s balance sheet in 1 year‟s time. The problem of estimating such a metric naturally leads to the concept of nested simulation.