Real Returns by Dan Mikulskis

The Big DB Pensions Asset Reshuffle

October 25, 2022

Reading Time: 3 minutes The scale of the big UK DB pensions asset reshuffle of 2022. I was wondering, can we use public data to get a rough handle on numbers and scale of the asset movements triggered by recent market events on a rainy Sunday? I think we can. Summary 🔄£270-380BN asset flow needed to rebalance (workings below). … More The Big DB Pensions Asset Reshuffle

LDI: how we got to now

October 2, 2022

Reading Time: 9 minutes Well well well. I’m sat here on a Sunday afternoon at the end of quite a week. Heading into the office Monday morning I had little idea that we would potentially be caught up in a serious market event that had global ramifications, and at the heart of it all would be the risk management … More LDI: how we got to now