Barrie & Hibbert Insights Newsletter - December 2009
Last updated 15th December 2009 - Read our latest newsletter online
In this edition:
Solvency II
- Solvency II: preparing your ESG for internal model approval
- Real-world modelling for Solvency II internal models: ‘point-in-time' v ‘through the-cycle'
- A simple proxy for Liquidity Premium
- Visit our Solvency II page for more research and insights.
Modelling
- Stochastic modelling in wealth management: did we spot a black swan?
- Nested simulation for economic capital
- Research note: real-world modelling: forward curves, projected rates and term premia
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