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Training Events

Liability Driven Investment

Liability Driven Investment: managing pension scheme risks efficiently

Date/Time: 26 October 2010 | 09.00-12.30

Location: 1 Poultry, London EC2R 8JR view map

Presenter: Chris Wagstaff

Recommended investment knowledge:


Despite its many interpretations, Liability Driven Investment (LDI) is simply the efficient management of the many and various risks that pension schemes face, given their liabilities and asset mix. This session looks at these risks, whether or not they should be assumed and how best to reduce exposure to those that are unrewarded. Underpinning the session is the pricing, mechanics and nuances of swaps for LDI purposes.

Suggested entry requirements: prospective delegates should have a good understanding of the risk-and-return characteristics of bonds.

Benefits of attending this session: having attended this session you should have a good understanding of what LDI comprises and how and why pension schemes should de-risk, and the associated costs of doing so.