gilts

DB schemes are juggling the need to have sufficient cash to pay out pensions while still generating returns. Helen Morrissey asks if liquidity ladders are the answer

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 latest bond-buying programme has hit a wall on its second day of operations as investors refuse to sell their long-dated government bonds.

As deficits soared following the Bank of England's rate cut and stimulus package, the future for DB looks even more challenging. A major re-think is needed to avert a pensions crisis, writes Stephanie Baxter

Defined benefit liabilities have risen by an eye-watering £70bn on the back of the Bank of England's (BoE) decision to cut interest rates and launch a new round of quantitative easing (QE).

A round-up of the key points after yesterday's rate cut by the Bank of England, and the introduction of what one economist dubbed its "bazooka surprise".

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.

There must be clarity on tax relief sooner rather than later according to PP research.