White papers
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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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Barrie & Hibbert Publishes Second Liquidity Premium Research Report
16th October 2009
Barrie & Hibbert have released a new research report summarising the main methods for estimating liquidity premium.
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Barrie & Hibbert Publishes Liquidity Premium Research Report
10th September 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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Integrated capital adequacy principles for institutional, asset and economic risk factor testing
12th March 2009
Read the second of three academic research reports commissioned by Barrie & Hibbert
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The Case for Fully Integrated Models of Economic Capital
12th March 2009
Read the first of three academic research reports commissioned by Barrie & Hibbert
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Life & Pensions Solvency II Special Report
19th December 2008
Download this special report joint sponsored by Barrie & Hibbert and Watson Wyatt.
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A Framework for Estimating and Extrapolating the Term Structure of Interest Rates
30th September 2008
This Exposure Draft summarises the methods to be applied in yield curve construction work by Barrie & Hibbert from 30th September 2008.
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