How did the $20 billion club fare in 2020? This group of 19 publicly-listed U.S. corporations with pension liabilities in excess of $20 billion offer a window into the trends affecting the wider corporate pension community.
Are risk transfer solutions appropriate for your organization? Discover options to determine if it fits well within your long-term risk management goals.
How did 2019 fare for the $20 billion club? The group of 20 publicly listed U.S. corporations with pension liabilities in excess of $20 billion offer a window into the trends affecting the wider corporate pension community.
A variety of objectives and circumstances will dictate return needs. Let us help explain and breakdown the return requirements for defined benefit plan portfolios.
An investment strategy that is conducive to maintaining a fully funded status. See how three DB hedge ratio levers can help mitigate some of the plan’s risks.
Don’t ignore the hibernation stage. The hibernation stage can serve as a stepping stone to plan termination that reduces risk and cost. See our guide.
This paper focuses on the strategic asset allocation review process and how it assists the sponsor in setting an appropriate asset allocation for the DB plan and its beneficiaries.
While offering lump sums adds an extra layer of complexity to an LDI strategy, this should not dissuade sponsors from pursuing LDI strategies for their plans. With a proper understanding and appropriate adjustments, LDI can reduce interest rate risk and help sponsors meet their objectives for their plans and the plan’s participants.
This Russell Investments Practice Note discusses how sponsors’ decision to terminate their defined benefit (DB) plans should affect their funding and investment strategies.
This Russell Investments Practice Note answers how cash balance retirement plan sponsorships and DB plan sponsor trends align with each other to meet plan sponsors’ risk-management objectives.