RPI-CPI: Yeah but am I bovvered though?

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I'd almost forgotten about the investigation by the ONS (Office of National Statistics) into the causes of the gap between the Retail Prices Index (RPI) and the Consumer Prices Index (CPI), until I was reminded about it this morning.

QE bad for pension funds; bad for the economy too? - Pension Funds Insider

Tweet QE bad for pension funds; bad for the economy too?

The Bank of England is to inject another £50bn into the UK economy in order to restore consumer spending levels and increase corporate lending, but many pension funds will be wringing their hands at the decision

UK pension funds need derivatives rethink

Tweet By Sinead Cruise (Reuters)

LONDON | Thu Oct 13, 2011 2:08pm BST

British pension funds must overcome their historic distrust of derivatives, which could protect portfolios from sudden market moves or shifts in economic policy that many schemes are ill-equipped to cope with, advisers say.

Roundtable: Liability-driven investment – planning ahead - Special Features - Pensions Week

Tweet By David Rowley | 23 November 2011 |

How do trigger mechanisms work?

Roundtable: Liability Driven Investment – performance - Special Features - Pensions Week

Tweet By David Rowley | 08 November 2011 |

How has liability driven investment (LDI) performed over the past five years?

Consultants: Pensions, While Hesitant, Likely to Increase Derivative Use

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While schemes are still reluctant to use derivatives, pension funds are increasingly using these investment vehicles to hedge against interest-rate risk, consultants say.

Greeks discount the value of LDI strategies

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I enjoyed writing that as the title to this piece and hopefully the choice of title will become clear as you read through. It was fun trying to think up a colourful title to a piece about the dull topic of swap discounting and how the "greeks", more commonly found when describing options, have made an appearance into the discussion on swap discounting.