Catching the LDI bug

The European inflation market has lagged behind the UK market, but there's been increased activity in the past year, with signs that European pension funds are looking to hedge inflation risk more actively. By Anuszka Mogford


Spurred by changing regulation that has altered how pension funds account for their liabilities, the UK, the Netherlands, Sweden and Denmark have all been swept up by the liability-driven investment (LDI) bug. LDI encourages an investment framework where the choice of assets is dictated by a pension's particular liabilities, and how far to match or try to outperform them. Moving away from the volatile nature of equities, pension funds in these countries have embraced LDI with inflation-linked

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