Pension funds still shunning derivatives
The majority of corporate pension funds have yet to implement the use of derivatives in their risk management strategies, despite the recent drive towards liability-driven investments (LDI), according to a new survey of chief executives and treasurers at 100 FTSE 350 companies by consultancy firm Mercer.
Only 6% said they had used interest rate derivatives and 4% inflation derivatives, with none having used contracts linked to credit risk. But, according to Tim Keogh, a partner at Mercer, UK
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