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Insights Newsletters

• Barrie & Hibbert Insights Newsletter - Investments Edition - December 2011

  

  Insights in this newsletter:

  

  Pension de-risking roadmap: a slippery path?

  

  A new toolbox for retirement planning: risk management solutions

  

  A new toolbox for retirement planning: risk measurement - an essential tool for retirement income planning

  

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

• Barrie & Hibbert Insights Newsletter - Insurance Edition - December 2011

  

  Insights in this newsletter:

  

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

  

  A comparison between curve fitting and least squares Monte Carlo techniques

  

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

  

  ESG and Solvency II in the Cloud

  

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

  

  ‘PIT’falls of ‘Through-the-Cycle’

• Barrie & Hibbert Insights Newsletter - Insurance Edition - July 2011

  

  Insights in this newsletter:

  

  Solvency II Fudges

  

  Economic considerations for Property & Casualty Insurers

  

  A primer in replicating portfolios

  

  Using replicating portfolios to calculate capital

• Barrie & Hibbert Insights Newsletter - April 2011 - Pensions and Investments Edition

  

  Insights in this newsletter:

  

  How sustainable is your retirement?

  

  Building a sustainable retirement plan

  

  Building risk management into the governance framework for your DC scheme

• Barrie & Hibbert Insights Newsletter - July 2010 - Pensions and Investments Edition

  

  Insights in this newsletter:

  

  Confessions of an investment banker

  

  Solvency II for DB pension funds

  

  TAS Modelling

  

  Combining investment and insurance… managing the retirement risk paradox

  

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

  

  Governance for DC pension default funds

• Barrie & Hibbert Insights Newsletter - July 2010 - Solvency II Edition

  

  Insights in this newsletter:

  

  Liquidity premiums and contingent liabilities

  

  1-year VaR assessment and dynamic management actions

  

  QIS5 Standard Formula Survey Results

  

  Capturing the interest rate risk in MBS investments

• Barrie & Hibbert Insights Newsletter - April 2010

  

  Insights in this newsletter:

  

  Inflation risk for P&C insurers

  

  One year calibration and choice of equity model

  

  Retirement risk metrics for evaluating target date funds: a scenario modelling framework

  

  Quantifying and minimizing the uncertainty in tail estimates

  

  Chinese 50 year bond: how does it perform against extrapolated values?

  

  A market consistent valuation for India?

  

  Making the most of a principle-based system

• Barrie & Hibbert Insights Newsletter - December 2009

  

  Insights in this newsletter:

  

  Solvency II: Preparing your ESG for Internal Model Approval

  

  Real-world Modelling for Solvency II SCR Internal Models: ‘Point-in-Time’ v ‘Through-the-Cycle’

  

  A Simple Proxy for Liquidity Premium

  

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

  

  Nested Simulation for Economic Capital

  

  Real-world Modelling: Forward Curves, Projected Rates, and Term Premia

• Barrie & Hibbert Insights Newsletter - September 2009

  

  Insights in this newsletter:

  

  Liquidity premium: myth or reality?

  

  CP39-42: the key implications

  

  Understanding the ESG requirements for Solvency II

  

  Proposed regulatory changes by Monetary Authority Singapore

  

  New requirements for principle-based statutory reserving for US Variable Annuity business

  

  Investment strategy design for defined contribution pension plans

• Barrie & Hibbert Insights Newsletter - May 2009

  

  Insights in this newsletter:

  

  A framework for communicating value & risk of retirement income products

  

  Market-Consistent Valuation: Judging the market

  

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

  

  Inflation Modelling

• Barrie & Hibbert Insights Newsletter - February 2009

  

  Insights in this newsletter:

  

  After the Storm: Market-consistent measures of cost and solvency in 2009

  

  Model Insights - The absence of equity diversification in times of stress