As short rates collapsed and curves steepened over the past three years, pension funds have become more attuned to forward rates when deciding to de-risk or to take active risk with their LDI portfolios. Martin Steward finds out why
To view this and other premium pages, you need to register and log in.
As well as access to all of IPE's archive of over 30,000 stories, you can sign up for our daily news e-mail.
Registration on this website entitles you to increased access to content. If you have already registered, sign in now with your registered e-mail and password.