Dutch pension reforms could cause unwinding of swap hedges

Dutch pension reforms could cause unwinding of swap hedges

Amsterdam

The implementation of pension reforms in the Netherlands could incentivise insurance funds to unwind or shorten the length of their swap hedges, according to UK bank Royal Bank of Scotland (RBS).

Proposed pension reforms within the Netherlands have suggested replacing the current swap-based discount rate with a rate linked to the expected long-term returns on funds’ invested assets. If implemented, the alterations could encourage pension funds to unwind and shorten swap hedges.

The reform of the

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