News
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Barrie & Hibbert Continue European Success by signing Norwegian KLP to its Economic Scenario Generator (ESG)
9th June 2010
KLP, one of Norway’s largest life insurance companies, has agreed a deal with Barrie & Hibbert to use its Economic Scenario Generator (ESG). Forming part of KLP’s capital modelling, the ESG will help the company meet its compliance obligations under Solvency II regulations. Additionally, Barrie & Hibbert’s scenario sets will also be utilised across the company’s substantial non-life business. -
New Vacancies at Barrie & Hibbert
1st May 2010
Barrie & Hibbert currently have a number of positions available.
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Join our CEO and founding director in Asia Pacific this May
29th April 2010
Barrie & Hibbert’s founding director John Hibbert and CEO Andy Frepp will be participating in a number of events across Asia Pacific in May.
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Barrie & Hibbert to be part of multi-partnered collaboration in the establishment of the UK’s first financial risk academy
28th April 2010
The UK's first financial risk academy is to be established by Heriot-Watt University with the support of Barrie & Hibbert and other partners from the financial services industry.
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Barrie & Hibbert to Supply iESG to India’s Max New York Life
27th April 2010
Max New York Life have appointed Barrie & Hibbert to supply multi-asset INR economic scenarios using its ESG platform.
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Making the most of a principle-based system
12th April 2010
This note discusses the principe-based approaches to risk and capital.
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Chinese 50 year bond: how does it perform against extrapolated values?
12th April 2010
In this note we look at how a recently-issued Chinese government 50-year issue traded relative to extrapolated values.
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A market consistent calibration for India?
12th April 2010
This Insight Note looks at the methodology of preparing market consistent valuations for India.
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Quantifying and minimising the uncertainty in tail estimates
12th April 2010
This note outlines the extreme value theory methodology
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Retirement risk metrics for evaluating target date funds: a scenario modelling framework
12th April 2010
In this note we present a stochastic modelling framework which can be used to evaluate the key risks in different Target Date funds.