Research & Insights
QIS5 Standard Formula Survey Results
Some areas covered in the text of the Fifth Impact Assessment (QIS5) are open to varying interpretations, leading to debate on a number of issues such as; how to set up the base scenarios; and how the spread tests and illiquidity premium stresses interact. Barrie & Hibbert’s Standard formula Survey invited you to submit your views and to comment on how you intended to approach these issues. We would like to thank all of our clients who took part.
