Barrie & Hibbert
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State of the art
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
The Monte Carlo method
Meeting the challenge
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
The methodology behind the Committee of European Insurance and Occupational Pensions Supervisors’ (Ceiops) recommendations for the equity risk capital charge in its final advice to the European Commission...
The Chinese insurance sector has experienced an unprecedented level of growth in recent years, but as the premium inflows pile up, is their risk management approach adequate? Aaron Woolner reports
Diversification let the industry down in the last two years, as alternative asset classes moved in tandem with equity and fixed income. With its estimation so volatile, and its theoretical validity ...
Edinburgh-based financial risk management consultants, Barrie and Hibbert, has appointed Colin Wilson as a senior consultant.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.