Difference between revisions of "Longevity swap"

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A longevity swap is a derivative contract that offsets the risk of defined benefit pension scheme members living longer than expected.
 
A longevity swap is a derivative contract that offsets the risk of defined benefit pension scheme members living longer than expected.
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It is a form of longevity hedge, protecting against the potentially adverse effects of longevity risk.
  
  
 
==See also==
 
==See also==
*[[Defined benefit]]
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*[[Defined benefit pension scheme]]
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*[[Inflation swap]]
 
*[[Longevity]]
 
*[[Longevity]]
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*[[Member]]
 
*[[Swap]]
 
*[[Swap]]
  
 
[[Category:Manage_risks]]
 
[[Category:Manage_risks]]

Latest revision as of 21:42, 19 December 2019

Pensions risk management.

A longevity swap is a derivative contract that offsets the risk of defined benefit pension scheme members living longer than expected.

It is a form of longevity hedge, protecting against the potentially adverse effects of longevity risk.


See also