Pension schemes that have not hedged their liabilities could face funding issues as long-dated bond yields have plummeted, industry experts have warned.
It follows news yesterday (14 August), that the curve for yields on some UK gilts and US treasuries inverted, meaning that shorter-duration bonds, such as two-year gilts, gained higher yields than ...
To continue reading this article...
Join Professional Pensions
Signup and gain exclusive members-only insights
- Unlimited access to real-time news, analysis and opinion from the industry
- Receive our in-depth monthly magazine in either print or digital format
- Access our Sustainable Investment Hub covering news and opinion from thought leaders in the ESG space
- Receive important and breaking news stories selected by the Editors in our daily newsletter
- Hear from industry experts and other forward-thinking leaders
- Receive a monthly members-only newsletter with exclusive opinion pieces from leading industry experts and a feature from the magazine in advance of its release date
