The complete range of risk management software, content and consulting services provided by Barrie & Hibbert was expanded in 2011. The economic scenario generator (ESG) was enhanced to include: time-dependent parameters, stochastic projection of swaption-implied volatility, daily/weekly time steps, and two new nominal interest rate models and an enhancement to credit modelling. The introduction of a visual analytics component provided pre-configured business intelligence reports and a flexible underlying report-building framework. Research and consulting capability now supports development of risk factor modelling for one-year value-at-risk assessment, calibration methods and point-in-time approaches, client-specific calibration frameworks and the development of bespoke risk-factor models. For the retail advice market, packages were launched for retirement portfolio planning, retirement drawdown analysis and for the creation, management and communication of risk-graded investment strategies. Models specific to the management of defined benefit pensions have been fully integrated within the ESG.
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