gilts

The combined funding position of the Lloyds Banking Group defined benefit (DB) schemes deteriorated considerably in the third quarter of the year.

The UK's 5,945 defined benefit (DB) schemes have an overall funding ratio of 133% under realistic investment return assumptions, according to First Actuarial.

As the issue of DB deficits continues to cause headaches, Charlotte Moore looks at how they can be dealt with.

The total funding level of the Pension Protection Fund (PPF) 7800 index has worsened for the fourth month in a row, after further gilt yield falls.

The Debt Management Office (DMO) is set to issue a 30-year inflation protected bond as investors clamour for ways to protect against rising inflation.

Demand for buy-ins is set to triple over the next decade as more defined benefit (DB) schemes look to offload their liabilities to insurers.

The Bank of England (BoE) has purchased more than £3bn worth of long-dated gilts as part of its latest stimulus package, after failing to meet targets last week.

DB schemes are juggling the need to have sufficient cash to pay out pensions while still generating returns. Helen Morrissey asks if liquidity ladders are the answer

Structural imbalances in the gilts market have worsened since the central bank's QE programme faced major setbacks. Supply is squeezed and prices are distorted, pushing down yields yet again. Stephanie Baxter asks if we should be worried.

The combined defined benefit (DB) deficit has reached another all-time high on the back of further gilt yield falls following setbacks in the central bank's bond buying programme.