LDI Glide Path Creation

Our latest Topics of Interest paper on LDI glide path creation seeks to explain the methodology and considerations of building a glide path for a pension plan. It addresses the following points:

  • How much of the plan’s allocation should be deployed in an LDI strategy?
  • How do we align a glide path with the plan’s objectives and financial constraints?
  • How does the risk of our glide path differ based on changing objectives and financial constraints?