Diversified Liability Matching in DB Pension Schemes

After the increase of interest rates in 2022, the Defined Benefit (DB) pension portfolio of Lufthansa has been transferred from a growth oriented to a liability driven investment strategy (LDI strategy). Edwin Koopmans will discuss why LDI is now the preferred option for Lufthansa, but not for every corporate. He will also sketch different ways of designing LDI strategies and provide some insight into the approach Lufthansa has chosen.