Indices for LDI schemes from Lehman Brothers

clock

LEHMAN BROTHERS has launched two new swap indices for pension schemes using liability-driven investment strategies.

European head of indices Lee Phillips said the zero coupon nominal and zero coupon inflation indices could be used as benchmarks that mirrored the risk and performance characteristics of pension fu...

To continue reading this article...

Join Professional Pensions

Become a Professional Pensions Lite Member today

  • Three complimentary articles per month covering the latest real-time news, analysis and opinion from the industry
  • Receive important and breaking news stories via our two daily news alerts
  • Hear from industry experts and other forward-thinking leaders

Are you a trustee, investment consultant or in-house pension and benefit scheme professional? You can apply for full complimentary access here

Join now

 

Already a Professional Pensions
member?

Login

More on Investment

First scheme to make Bitcoin allocation posts first year return of 56%

First scheme to make Bitcoin allocation posts first year return of 56%

Bitcoin outperforms other assets during year, but recent crypto selloff dents gain

Jonathan Stapleton
clock 11 December 2025 • 2 min read
Northern LGPS and LPPI acquire 5,000-home portfolio in £1.1bn deal with PRS REIT

Northern LGPS and LPPI acquire 5,000-home portfolio in £1.1bn deal with PRS REIT

Joint venture aims to grow the portfolio by more than 15,000 homes over the next decade

Jonathan Stapleton
clock 10 December 2025 • 2 min read
Partner Insight: Paris Agreement - A reflection on net zero 10 years on

Partner Insight: Paris Agreement - A reflection on net zero 10 years on

As COP30 is under way, we are reflecting on the progress the world is making towards net zero, a decade since the Paris Agreement was adopted.

Carlota Garcia-Manas, Head of Climate Transition and ESG Engagement @ Royal London Asset Management
clock 09 December 2025 • 3 min read
Trustpilot