Swaps up at Dutch pension funds

The €440 billion Dutch pension fund industry may significantly increase its use of swaps due to the imminent introduction of a new Financial Assessment Framework (FTK) from the Council of Financial Supervisors in the Netherlands. The framework will force funds to consider ways of closing the duration gap between fixed-income assets and liabilities.

“Many pension funds are preparing for FTK by doing asset/liability studies, and the larger funds are adopting risk management systems that can be

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