ATP hedging programme boosts results

- L&P staff
- 01 Mar 2009

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

Dramatic gains on its hedging programme enabled ATP, the Copenhagen-based labour market pension fund, to almost sidestep the huge falls that hit pension schemes across the world in 2008.

ATP - winner of Life & Pensions' 2008 Pension scheme of the year award - saw only a Dkr25.7 billion (EUR3.4 billion) loss - equivalent to a return of -3.2%. This was far superior to the results achieved by state buffer funds in Sweden, which recorded losses varying from -19% to -24% over the same period, mainly

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to print this content. Please contact info@risk.net to find out more.

You are currently unable to copy this content. Please contact info@risk.net to find out more.

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net

More on Asset liability management

Asset liability management

ALM technology systems 2023: market update and vendor landscape

Chartis' 2023 ALM research report returns to the key themes highlighted in the 2021 report. This update re-evaluates the complex ALM framework, which broadly comprises distinct segments that include funds transfer pricing, liquidity risk management and…

07 Aug 2023

Asset liability management

Incorporating climate risk into ALM frameworks at banks

In this webinar convened by Risk.net in collaboration with SS&C Algorithmics, experts discuss the challenges and benefits of incorporating climate risk into asset-liability management frameworks at banks

02 May 2023

Asset liability management

ERM reboot: how leading insurers are turning risk decisioning into strategic advantage

An expert discussion exploring how leading insurers are adapting ERM systems in support of a wider range of opportunities, helping to avoid losses, navigate unstable markets and maintain a strong reputation

31 Mar 2023

Asset liability management

Incorporating climate risk into ALM frameworks for banks

Banks are coming under increasing regulatory pressure to incorporate climate risk into their risk management frameworks. An emerging focus is incorporating climate risk into the asset-liability management (ALM) function. This webinar explores this new…