Events listed in Retained Alternative Investment Funds Managers Regulation (UK AIFMR)
Further guidance on enhancing resilience in Liability Driven Investment
ID 22933
The Financial Conduct Authority (FCA) has published guidance and recommendations for Liability Driven Investment (LDI) managers as regards the FCA’s expectations with respect to risk management, including liquidity risk management, stress testing, operations management, and internal governance. The guidance follows the publication of a recent paper entitled LDI minimum resilience – recommendation and explainer which was drawn up by the Financial Policy Committee ( ...
Bank staff paper: LDI minimum resilience – recommendation and explainer
ID 22540
The Bank of England has published a bank staff paper entitled LDI minimum resilience – recommendation and explainer which was drawn up by the Financial Policy Committee (FPC) of the Bank. The paper follows last year’s market turmoil involving UK guilts, the subsequent effects on Liability Driven Investment (LDI) portfolios, and the imposition of temporary measures by the HM Treasury to counteract the dive ...