LDI, pension risk transfers “likely” to increase as new tables, premiums take hold, experts say.
UK pensions have more than £900 billion of exposure to LDI.
When it comes to the leveraged, long-dated credit risk of liability driven investment (LDI) funds, banks will battle for their balance sheet.
Do new mortality tables require updates to LDI strategies? What CIOs need to consider before 2018.