Guidance covers investment, buffers, resilience testing, governance and LDI monitoring
Bloomberg says some pension managers expect to steadily abandon LDI approaches
Hans Stoter says LDI ‘land grab’ could push schemes out of the frying pan and into the fire
The BoE adviser says deteriorating derivative and repo positions led to evaporating liquidity
Natalie Winterfrost says there could be issues should schemes start selling index-linked gilts
BofE buffer recommendations for LDI funds, and TPR launches guidance on EDI
Detailed TPR regulations and stress testing update will be needed
The Financial Policy Committee also says that TPR should have financial stability objective
Iain Clacher and Con Keating’s response to feedback on their blog on the costs of LDI
Iain Clacher and Con Keating start to assess the true cost of last year’s LDI market crisis