Liability-driven investing can provide resilience from market volatility

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Confronted by stubbornly low bond yields, many pension plan sponsors are looking for alternatives to the traditional reliance on long duration bonds in managing plan funded status. Liability-driven investing (LDI) solutions can be a helpful method for those pursuing such portfolio resilience, by shifting the emphasis from public market indexes to a pension plan’s liabilities as the benchmark against which to measure investment performance.

Our global head of LDI research, quantitative management discusses how using a dynamic glide path within an LDI framework can help better frame asset allocation decisions and help plan sponsors of all sizes better manage funded status volatility. 

Serge Lapierre

Serge Lapierre, FCIA, FSA

Global head of Liability-Driven Investments, Financial Engineering & Quantitative Research, Manulife Investment Management

 

 

Sponsored by:

Manulife
Contex Group