credit spread

Keyword: credit spread

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What do historically low interest rates mean for DB pension de-risking?

Increasing yield for long-term government bonds and a flat credit spread through the third quarter of 2021 are driving up defined benefit pension liabilities, according to a new report by Aon. In the third quarter of 2021, long-term Government of Canada bond yields increased by 14 basis points while credit spreads remained largely unchanged. According […]

  • By: Staff
  • October 5, 2021 October 5, 2021
  • 12:30
Using Risk Factors to Manage Asset Classes

Coverage of the 2010 Global Investment Conference.