Breakingviews - BoE remedy can only be partial cure for UK ills

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Breakingviews - BoE remedy can only be partial cure for UK ills
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From Breakingviews - BoE remedy can only be partial cure for UK ills

A general view of the Bank of England building, the BoE confirmed to raise interest rates to 1.75%, in London, Britain, August 4, 2022. REUTERS/Maja Smiejkowska/File Photo

The crisis derived from a pension strategy known as liability driven investment , which aims to match funds’ future payments to retirees with similar assets, like long-dated inflation-linked government bonds. Because such securities don’t earn much, funds also use borrowing through repurchase agreements or swaps, freeing up cash to invest in juicier assets like equities. Around 1.5 trillion pounds of assets are held in such strategies in the UK.

The mess left pension funds scrambling to raise margin, and they wound up doing so by selling their most liquid asset – gilts. Yet with the Bank of England withdrawing its bond-buying scheme, there were few buyers for such securities. And the more the pension funds sold, the more gilt prices fell, causing a vicious spiral and fears the funds could run out of cash.

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