Liability Driven Investment
Threadneedle has been developing Liability Driven Investment (LDI) strategies since January 2005.
We work closely with trustees, corporate sponsors, consultants and investment banks to deliver bespoke strategies that help clients manage liability risk - using bonds and/or derivatives to match liabilities - and produce appropriate LDI asset portfolios.
Our LDI solutions range from a narrow immunisation approach of matching liability cash flows to a broader approach of combining alpha and beta generating assets - our focus is on broader approach.
In October 2005 we launched the Threadneedle Absolute Return Bond Fund - part of an array of fund management products that we are introducing in support of our LDI proposition. Further developments in the last quarter of 2006 include the means to combine investment and liability protection strategies within pooled fund structures, which remove the need for clients to enter into derivatives contracts directly, and the further use of asset classes designed to provide greater diversification for clients.
For further information on our LDI proposition, please contact us.

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