News
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New requirements for principle-based statutory reserving for US Variable Annuity business
Last updated 20th October 2009
AG43, the emerging new piece of US actuarial guidance, will for the first time require firms to undertake a principles-based stochastic reserving calculation in their assessment of statutory reserves for Variable Annuity business. Craig Turnbull discusses the implications.
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Proposed Regulatory Changes by the Monetary Authority Singapore
Last updated 20th October 2009
New regulation on the horizon in Singapore, dealing with the sales and marketing of structured products.
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Understanding the ESG Requirements for Solvency II
Last updated 20th October 2009
Solvency II will require re-engineering of insurers valuation, reporting and risk-management processes. As part of this process it will be necessary for insurers to review the suitability of their current economic scenario generator (ESG) model and calibration set up.
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CP39-42 the key implications
Last updated 20th October 2009
The calculation of the Technical Provisions is central to the Solvency II process and CP39 – 42 cover much of the detail, the core of the proposals being a market-consistent valuation of liabilities. Andy Frepp looks at the implications of the proposed regulation.
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Liquidity premium: myth or reality?
Last updated 20th October 2009
John Hibbert explores the ongoing debate regarding the existence or otherwise of liquidity premia.
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Investment strategy design for defined contribution pension plans
Last updated 21st October 2009
Retirement planning requirements for individuals have become significantly more complex. This Insight report describes a coherent framework for applying stochastic asset modelling to the design and review of default risk-based investment strategies for DC pension schemes.
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Barrie & Hibbert Insights Newsletter - September 2009
Last updated 24th September 2009
Read our latest newsletter online
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Barrie & Hibbert announces launch of iESG v6.2.3
Last updated 10th September 2009
B&H have developed an extension to the 2-factor Black-Karasinski model that increases flexibility in controlling the projected path of interest rates in Real-World applications
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Barrie & Hibbert Publishes Liquidity Premium Research Report
Last updated 19th October 2009
Barrie & Hibbert have released a new research report discussing the price of liquidity, as part of the ongoing debate about Solvency II guidance.
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Forthcoming release of new model and related calibration tool: Time-Varying Term Premium
Last updated 8th September 2009
B&H have developed an extension to the 2-factor Black-Karasinski model that increases flexibility in controlling the projected path of interest rates in Real-World applications