Liability management
Alternative liability modelling techniques
Original headline:
A recent study in the US by the Society of Actuaries and Ernst & Young has examined the effectiveness of a range of new liability modelling techniques. Clive Davidson reports on the results of the tests...
Original headline:
Pension funds have been urged to consider investing in alternative asset classes after the Bank of England hinted at a second round of quantitative easing (QE). Minutes from the latest monthly meeting...
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The risk-free rate of return that provides the starting point for valuing liabilities has proven more difficult to define in practice than in principle. Practitioners hope for consistency from regulators...
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Uncertainty reigns
Original headline:
In recent months, the buzz around Brussels has been the potential for a further delay to Solvency II. The European Parliament has now added its weight to those arguing for some form of postponement. This followed proposals put forward earlier in the year...
FTSE100 pension deficits slashed by £32bn
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Report says firms are finding increasingly innovative ways to plug deficits
Cern pension fund – moving beyond LDI
Original headline:
The move to liability-driven investment has been part of a seismic shift in pension risk management in the previous decade. But what happens if a scheme is seriously underfunded before an LDI structure can be put in place? The men in charge of Cern’s...
Asset swaps continue to support inflation market
Original headline:
Asset swaps continue to be a key source of inflation supply. But with the pick-up for asset swap investors much lower than it was last year, how successful have dealers been in cultivating new sources of inflation supply? By Christopher Whittall
Limited upside for consumer non-cyclicals: LGIMA's John Bender
Original headline:
The head of fixed income at Legal & General Investment Management America, John Bender, explains how the firm is using its parent’s expertise in liability-driven investment to shape its US strategy, and gives an insight into where the firm is investing....
Life settlement funds hit Asia
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Asian institutions have started to invest in life settlement funds and the market is being tipped for further growth. Life settlement funds are pools of life policies sold on by their original policyholders in exchange for a lump-sum payment, and are...
Deal of the year - Babcock International
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Longevity swaps have been talked about as a solution to pension schemes’ longevity risk management challenges for some years. But this year Babcock International turned theory into practice when it became the first fund to complete a deal. Andrew sheen...
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