All interest rate hedge articles
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NewsDNB reassures Dutch funds on interest rate hedging impact
Dutch pension sector is worried that government bond trades upon switching to defined contribution arrangements could squeeze liquidity and move markets
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NewsDutch pension funds continue to increase interest rate hedges
The increases in hedging ratios come as the moment pension funds will convert DB accruals to DC capital is edging closer
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NewsNegative interest rates squeeze Swiss pension funds
Liquidity remains essential for pension funds, says Complementa’s Andreas Rothacher
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NewsDutch pension funds should slash government bonds, says BlackRock
The risk-return profile is not attractive compared to other fixed income categories, according to the asset manager
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NewsPMT takes six months to reduce interest rate hedge after DC transition
The Dutch pension fund will start its transition on 1 January 2026, aiming to complete it by 30 June
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AnalysisIPE Netherlands Briefing: PME picks Candriam to run concentrated portfolio
Plus: Social affairs minister Eddy van Hijum proposes 12-month extension for pension funds to implement new interest rate hedging and investment policies
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NewsDutch pension funds to get 12 extra months to review interest rate hedges
The decision by Minister of Social Affairs Eddy van Hijum will make it more difficult for speculators to front-run the trades that will be made by pension funds
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NewsDutch construction sector scheme ups exposure to high-yield credit
The change in allocation is taking place in the run-up to the fund’s transition to a DC arrangement as of 1 January 2026
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AnalysisDutch DC frontrunners reform their interest rate hedges
In DC, pension funds will only hedge interest rate risk for older participants
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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
