Pension Fund Risk Model
The Barrie & Hibbert Pension Fund Risk Model has been designed to measure and monitor the risks inherent within defined benefit pension funds and operates in conjunction with Barrie & Hibbert's Economic Scenario Generator, which is widely used in the insurance and pensions industries.
The Barrie & Hibbert Pension Fund Risk Model is the first step towards sound pension fund risk management.
Benefits
- Aids the understanding of all the key risk drivers and their magnitude.
- Helps users to assess the expected impact on the risk and return of the fund under different asset strategies.
- Allows the modelling of complex interactions between assets and liabilities, which is particularly important given the range of derivative and alternative investments that are increasingly considered by pension funds.
- Reduces cost and key person dependency when compared to the ongoing investment in in-house models.
- Adapts to evolving business requirements through frequent calibration updates and our ongoing R&D programme that can 'futureproof' risk models.