Barrie & hibbert
Solvency II’s requirement for insurers to project capital calculations forward over a number of years is a significant challenge for insurers that are still grappling with modelling their year-one requirements....
Since its establishment in 1995, Barrie & Hibbert has grown rapidly into a global company with offices in New York, London, Edinburgh and Hong Kong, serving clients worldwide. Now part of Moody’s Analytics,...
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New regulations and evolving client needs are requiring vendors of economic scenario generators and actuarial modelling systems to upgrade their products. Clive Davidson reports on how the developers are responding
Debate on matching and counter-cyclical premiums must not remain linked to needs of specific countries if political consensus is to be reached
The least squares Monte Carlo method of stochastic modelling is fast being adopted by insurers due to its simplicity and accuracy
The financial crisis focused firms’ attention on the need for good governance – and this is set to be enshrined in the regulatory framework when Solvency II hits the statute books in 2013. Last month at Life & Pension Risk’s annual Nordic conference...
ALGORITHMICS Economic Capital and Solvency II provides risk measurement, management and reporting and offers an overall view of capital for standard formula and internal model approaches under Solvency II. It is supported by Algo Risk for insurance, a...
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
The financial crisis highlighted the perils of lapse risk, as the strained economic conditions caused some usually docile life policyholders to surrender more easily than expected, while others remained passive. The academic literature isn’t short of...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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