Barrie & Hibbert

Read Barrie & Hibbert's latest research on the critical topics facing the financial industry today.

Global Financial Crisis

• Stochastic modelling in wealth management: did we spot a black swan?

• Is there a case for a less severe equity stress test following 2008 returns?

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Global Markets

• Solvency II and DB funds: new thinking for assessing capital adequacy

• ‘PIT’falls of ‘Through-the-Cycle’

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Liquidity Premium

• Liquidity premiums and contingent liabilities

• A Simple Proxy for Liquidity Premium

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Model Research

• Client-focused investment management: the use of scenario-based modelling

• Quantifying and minimizing the uncertainty in tail estimates

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QIS5

• QIS5 Standard Formula Survey Results

• Thoughts on QIS5 Yield Curves

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Regulation

• The Collateral Damage of Today’s Monetary Policies: Funding Long-Term Liabilities

• Solvency II Schizophrenia

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Retirement Risk Metrics

• Pension de-risking roadmap: a slippery path?

• A new toolbox for retirement planning: risk management solutions

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Solvency II

• The challenges of building yield curve stress scenarios for solvency capital assessment

• ESG and Solvency II in the Cloud

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Solvency II SCR Internal Models

• A comparison between curve fitting and least squares Monte Carlo techniques

• Solving the “nested stochastic problem”: a Least Squares Monte Carlo approach to liability proxy modelling and capital calculation

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