Constructing an LDI portfolio As mentioned, market-related liability risk factors can be hedged in a variety of ways. Most public asset classes have some correlation to liability-related factors.

Mark-to-market losses on derivative positions linked to liability-driven investment (LDI) - the strategy at the heart of Britain's pension fund crisis - could total between 125 and 150 billion ...

The solution is a customizable liability driven investment (LDI) strategy that allows a plan sponsor to vary the speed of plan de-risking based on the level of interest rates and its funding status.

Ten common questions regarding pensions and LDI are addressed, including whether pensions should implement LDI in a low interest rate environment. Standish believes there are sensible ways to ...

UTC's LDI portfolio hedged 66% of the entire fund, Mr. Fazzino said. Among plan sponsors that employ an LDI strategy, the degree of protection against interest rate declines was critical this year.

Pension schemes that invested in liability-driven investment (LDI) funds run by BlackRock and other managers are being advised to sell their holdings, the Financial Times newspaper reported on Monday.

Pension fund trustees should put in place appropriate buffers to manage any leveraged liability-driven investment arrangements, the U.K. Pensions Regulator said Monday. In a new guidance, which ...