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iSTOXX RiskFirst LDI Indices
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Key benefits of iSTOXX RiskFirst LDI Indices
Key features of iSTOXX RiskFirst LDI Indices
The unspoken challenges Current LDI practices pose a significant risk for pension trustees. While existing approaches do manage interest rate and inflation risks that UK pension schemes face, the absence of an independent and robust LDI benchmark creates a governance risk for trustees. Simple questions pose a challenge for trustees engaged in LDI:
Overview of the main iSTOXX RiskFirst LDI Indices
|
Indices | Member Type | Bonds | Pre-retirement indexation | Post-retirement indexation |
Deferred | Gilts (inflation-linked) | RPI | RPI | |
Pensioner | Gilts (inflation-linked) | n/a | RPI | |
Deferred | Gilts (inflation-linked) | RPI (0/5%) | n/a | |
Deferred | Gilts (nominal) | Fixed | Fixed | |
iSTOXX RiskFirst LDI Non-Gilts Nominal Longer Pre Fixed Post Fixed | Deferred | Non-Gilts (nominal) | Fixed | Fixed |
Pensioner | Gilts (nominal) | n/a | Fixed | |
Pensioner | Non-Gilts (nominal) | n/a | Fixed | |
Deferred | Gilts (nominal/inflation-linked) | Fixed | CPI (0,3%) | |
Deferred | Gilts (nominal/inflation-linked) | RPI (0,5%) | RPI (0,2.5%) | |
Deferred | Gilts (nominal/inflation-linked) | RPI (0,5%) | Fixed | |
Deferred | Gilts (nominal/inflation-linked) | RPI (0,5%) | RPI (0,5%) | |
Pensioner | Gilts (nominal/inflation-linked) | n/a | RPI (0,2.5%) | |
Pensioner | Gilts (nominal/inflation-linked) | n/a | RPI (0,5%) | |
Pensioner | Gilts (nominal/inflation-linked) | n/a | CPI (0,3%) |