gilt yields

Structural imbalances in the gilts market have worsened since the central bank's QE programme faced major setbacks. Supply is squeezed and prices are distorted, pushing down yields yet again. Stephanie Baxter asks if we should be worried.

The combined defined benefit (DB) deficit has reached another all-time high on the back of further gilt yield falls following setbacks in the central bank's bond buying programme.

This week we want to know if there is a particular group of people the Work and Pensions Committee should scrutinise during its inquiry into the regulation of defined benefit (DB) schemes.

The Bank of England's decision to cut interest rates for the first time in seven years will keep gilt yields lower for longer, increasing scheme deficits which are already at record highs.

Transfer values hit a new high in July 2016, as gilt yields fell to a record low, according to Xafinity.

The Debt Management Office (DMO) has sold a new tranche of long-dated index-linked treasury gilts at a gross real redemption yield of -1.32%, a record low which experts say is due to "structural" market imbalances.

Disruptive Capital's Edmund Truell talks to Professional Pensions about how schemes can deal with the current low gilt yield environment.

The cost of longevity risk for defined benefit (DB) schemes has increased by 50% in the past 12 years due to falling long-term interest rates.

The de-risking phenomenon is drying up long-term investment in younger generations as companies are forced to put more into defined benefit (DB) schemes, according to Ashok Gupta.

The former London Pension Fund Authority (LPFA) chairman has warned holding onto gilts will safely guarantee the bankruptcy of defined benefit (DB) schemes.