All interest rate hedge articles
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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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NewsDutch 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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NewsDutch 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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NewsPMT interest rate hedge increase backfires
The fund’s accountability body voiced surprise about the move
