All interest rate hedge articles
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NewsDutch ‘early bird’ pension funds focus on reducing interest rate risk
Only one of the four pension funds that plans to make the switch to DC on 1 January 2025 has also reduced its equity exposure to protect its funding ratio
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NewsWhy Dutch pension assets have fallen since 2021
The largest pension pot in the EU is still some €220bn smaller than it was at the end of 2021, bucking a pan-European trend of continued asset growth
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NewsKLM funds dial down risk in run-up to DC transition
The moves come as an increasing number of Dutch pension schemes decide to protect their funding ratios in anticipation of a switch to new DC arrangements
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NewsDutch pension funds increase interest rate hedge above 70%
In the run-up to the transition to a defined contribution system, pension funds in the country want to protect their funding ratios
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NewsEIOPA: European occupational pensions sector ‘remains resilient’
… but still sensitive to monetary policy developments
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NewsSwiss schemes turn to corporate bonds as currency hedging costs rise
Currency hedging costs in the bond markets US and EU government bonds less attractive for the pension funds, says Complementa
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NewsDutch pension funds’ bond sales push down prices, study shows
The extra price drops are only visible for short-duration bonds that pension funds use most to meet margin calls for their interest rate hedges
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NewsAegon compensates customers for inappropriate interest rate hedge hike
The insurer had increased the interest rate hedge of a pension product with an offensive risk profile from 45% to 85% in the summer of 2021
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AnalysisDutch pension funds keep increasing interest rate hedges
Funds increasingly want to protect their funding ratios in the run-up to the pension transition and see an opportunity to lock in rates at current high levels
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NewsMinimum interest rate rise a ‘sustainable challenge’ for Swiss pension funds
Federal occupational pension commission wants to send the message that ‘1% is flexible’, says president
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NewsDutch Shell pension scheme reduces risk
The fund increased its interest rate hedge from 30% to 50% in 2022
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NewsBanking sector crisis increases UK scheme deficits in March, says Broadstone
Fully hedged schemes outperform half-hedged schemes for the first time since interest rates started to rise significantly last year
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NewsDutch pension funds return -23% on average in 2022
The company pension fund of beer brewer Heineken did best, limiting losses on its investments to 9.3%
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NewsInterest rate rises propel Dutch pension fund losses to record high
Pension funds in the Netherlands lost some €300bn on their interest rate hedges in 2022, according to estimates
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Dutch pension funds increase interest rate hedges
More than two dozen funds increased their hedge by more than 9% in Q2 in response to rising interest rates
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Dutch pension funds sell €88bn in assets in rebalancing exercise
It is the biggest asset sale by pension funds in the country in any six-month period
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PMT interest rate hedge increase backfires
The fund’s accountability body voiced surprise about the move
