gilts

This week we want to know if there is a particular group of people the Work and Pensions Committee should scrutinise during its inquiry into the regulation of defined benefit (DB) schemes.

The Bank of England's latest bond-buying programme has hit a wall on its second day of operations as investors refuse to sell their long-dated government bonds.

As deficits soared following the Bank of England's rate cut and stimulus package, the future for DB looks even more challenging. A major re-think is needed to avert a pensions crisis, writes Stephanie Baxter

Defined benefit liabilities have risen by an eye-watering £70bn on the back of the Bank of England's (BoE) decision to cut interest rates and launch a new round of quantitative easing (QE).

A round-up of the key points after yesterday's rate cut by the Bank of England, and the introduction of what one economist dubbed its "bazooka surprise".

The Debt Management Office (DMO) has sold a new tranche of long-dated index-linked treasury gilts at a gross real redemption yield of -1.32%, a record low which experts say is due to "structural" market imbalances.

There must be clarity on tax relief sooner rather than later according to PP research.

The ICI Pension Fund has revealed it saved £10m by completing its latest buy-in with Legal & General (L&G) shortly after the EU referendum.

Rupert Brindley says it doesn't make sense to mark pension liabilities to gilts.

The cost of longevity risk for defined benefit (DB) schemes has increased by 50% in the past 12 years due to falling long-term interest rates.