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Focus On LDI Helps Danish DC Outperform UK Funds

18 September 2012 (PLANSPONSOREurope.com) – A developed market in liability driven investment (LDI) type strategies for defined contribution (DC) schemes has benefited Danish savers, new figures show.

Research from the RSA claims savers in countries with a culture of collective DC schemes typically retire with larger pensions than those in the UK, by up to 50% in the case of Dutch plans.

The body cites the Netherlands and Denmark Europe’s strongest collective DC markets.

But according to Claus Jørgensen, head of equities at Danish pensions administration company PKA, this is down to his homeland’s DC schemes adopting strategies like interest rate hedging, originally designed to manage risk in their defined benefit counterparts.

Jørgensen told PLANSPONSOR Europe this was beneficial in bear or volatile markets, although conceded more equity-heavy UK funds are likely to outperform on the upside.

“I think where Danish funds have done quite a bit over the past 10 years is risk control and introducing risk systems and focusing on allocating risk,” he said.

Jørgensen explained this emphasis on risk control has meant DC schemes have moved away from equities and placed more emphasis on interest rate hedging.

United Utilities is one UK plan sponsor however that is investigating the use of strategies to de-risk DC plans.

The company’s head of pensions Steven Robson, interviewed for PLANSPONSOR Europe’s Autumn/Winter edition, said: “We are talking to investment managers about DC liability driven investment solutions and how that works.

“Members want certainty. Our employees want to know if I pay 5% and you pay 10% - what will I get at the end of it?

“Currently they receive a statement which says you’ll get this amount, and then next year it might be different.”

PLANSPONSOREurope Staff
editors@plansponsoreurope.com





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