Measuring the risk temperature
In our exclusive survey, UK pension scheme trustees reveal a sophisticated approach to measuring and managing risk. Paul Bicknell reports
This survey was designed to present us with a snapshot of the attitude and approach to risk of a group of UK pension scheme trustees, collectively responsible for assets of over £88 billion. Predominantly concerned with risks to their sponsor covenant and funding levels, three quarters of trustees surveyed are considering changing their level of risk in the near future (see Figure 1).
In the current environment of heightened market volatility, rising inflation and uncertain mortality projections
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