Insurance & Risk Management Summit - 19 May 2009, London
Last updated 20th May 2009 - John Hibbert, director and founder, Barrie & Hibbert presented at this event organised by Life & Pensions.
John's presentation covered:
Some practical aspects of Market Consistency and MCEV implementation
- What are the greatest implementation challenges?
- Reference rate choice, (ill)liquidity premia and extrapolation
- Option volatility assumptions in the absence of market prices
- Assessing market liquidity and inactivity
- What lessons for CFOs from the 2009 reporting cycle?
- Towards greater comparability
If you would like a copy of John's presentation, please contact marketing@barrhibb.com
