Liability-driven investing

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Nearing the finish line: Ideas on end-state investing for corporate DB plans
As corporate plans approach their fully funded “end state,” new goals will need to be set. Members of our LDI team share their research on this transition and the required realignment of asset allocation strategies, including changes in return-seeking and liability-hedging portfolios and key liquidity considerations.
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Whitepaper
2023-04-30
Preserving funded-ratio stability in volatile markets
Faced with extreme market volatility in the early months of 2022, what can corporate DB plan sponsors do to potentially provide stability in their portfolios while still pursuing longer-term funding aspirations? Multi-Asset Strategist Amy Trainor offers thoughts on rerisking, hedge ratios, and liability-hedging and return-seeking allocations.
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Article
2023-03-31
Setting ROAs for 2022: A guide for US corporate and public plans
How are pension plans adjusting their ROA assumptions? How do those assumptions line up with our long-term capital market assumptions? Find out in this annual update.
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2022-10-31
Building a terminal credit portfolio: a practical guide
We propose a three-step process for de-risking, which aims to lock in improvements in funded ratios while providing a clear path for transitioning towards the terminal portfolio.
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Article
2022-11-30
A framework for net zero in low turnover credit
Fixed Income Portfolio Manager Mahmoud El-Shaer explores why a net-zero approach may offer an effective roadmap for managing climate risk in low turnover credit portfolios.
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article
2022-06-30
UK DB schemes: protecting gains, awaiting opportunities
With funding levels high but long-duration credit looking expensive, schemes looking to de-risk may wish to take advantage of the relatively attractive risk/return profile of short-duration credit.
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Article
2022-07-31