Volatility in defined benefit schemes trumps deficit worries

Theodora Tsentas
26 Nov 2010

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Risk hedging in UK defined benefit (DB) pension schemes should take priority for fund managers above worries over their deficit, as market volatility implies a one-month 95% value-at-risk of £25.4 billion for FTSE 100 DB schemes, says Benjamin Reid, chief executive of consultant firm PensionsFirst Analytics.

The deficit across FTSE 100 DB schemes stands at £43.5 billion - following an £11bn decrease in October, due in part to changes to the IAS 19 accounting of liabilities and a 25bp increase in

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact [email protected] to find out more.

You are currently unable to copy this content. Please contact [email protected] to find out more.

You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]

You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/

If you would like to purchase additional rights please email [email protected]