David Carruthers's Contact Details

David Carruthers's Company Details

Barrie & Hibbert

Edinburgh, Scotland, United Kingdom • 13 Employees
Financial Services

Barrie & Hibbert was acquired by Moody's Analytics in 2011. The acquisition broadened Moody's Analytics suite of software offerings for the insurance and pension sectors.In 1995, Andrew Barrie and John Hibbert started as consultants to help companies manage market risk. Over the next eight years, Barrie & Hibbert undertook a wide range of client engagements and research supporting the development of a diverse array of models: 1995 First client engagements informing model development and research1996 Regime-switching equity model1997 Full-yield-curve model for actuarial use1998 FTSE option-implied distributions1999 Stochastic volatility model, full HJM model2000 Corporate bond model2001 Stochastic mortality model2002 Equity mean-reversion model2003 Stochastic model for credit spreads In 2003, Barrie & Hibbert launched its first standalone economic scenario generator (ESG). With more than 150 customers around the world, the ESG became widely recognized as an industry standard for valuing and projecting assets and liabilities and assessing risk and capital positions. Based in Edinburgh, Scotland, Barrie & Hibbert expanded into North America in 2007 with a New York office and into Asia in 2009 with a Hong Kong office.