Barrie & Hibbert

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

Capital Modelling

• Multi-year projection of market-consistent liability valuations

• Validation of risk factor modelling in 1-year VaR capital assessment

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Global Financial Crisis

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

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

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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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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

• Solvency II Schizophrenia

• From risk profiling to investment suitability: the building blocks of a best practice investment proposition

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Retirement Risk Metrics

• How Sustainable is Your Retirement

• A needs-based approach to pension and retirement planning

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Solvency II

• Adjusting 1-year risk factor scenarios when using instantaneous stresses

• Scenario reweighting: a practical study

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Solvency II SCR Internal Models

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

• A Least Squares Monte Carlo approach to liability proxy modelling and capital calculation

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