Hedging Ratios in the Context of Integrated Risk Management

Deciding upon a hedging strategy is not a new discipline however, the issue is not just one of investment risk – there’s covenant to consider too. Here we present a detailed case study for how an underfunded scheme with a cyclically exposed sponsor might fare in a recession, looking at how the journey plan might be disrupted and some practical considerations to be aware of.

Read the full report by Nigel Sillis, where he explores Hedging Ratio in the Context of Integrated Risk Management.