LGIM Blog – John Southall, Head of Solutions Research

Disclaimer: Views in this blog do not promote, and are not directly connected to any Legal & General Investment Management (LGIM) product or service. Views are from a range of LGIM investment professionals and do not necessarily reflect the views of LGIM. For investment professionals only.

John Southall24

John works on financial modelling, investment strategy development and thought leadership. He also gets involved in bespoke strategy work. John used to work as a pensions consultant before joining LGIM in 2011. He has a PhD in dynamical systems and is a qualified actuary.

Other articles by John Southall

Run on

Running on into retirement?

Strategies for maintaining scheme health and unlocking surplus.

Mind risk

Mind the risk: The value of valuations

We believe changes in risk should be considered alongside changes in return when tilting portfolios through time, as they can have a surprisingly large impact on efficient decision-making.

DDR 0

Dynamic discount rates: wider benefits for risk management?

A dynamic discount rate can help trustees better reflect the true risk of a scheme and make improved decisions about other risks, such as how much longevity risk to hedge. However, these enhanced decisions do not arise for quite the reason you might expect.

best rest

The best versus the rest

How unusual is regional outperformance in equity markets?

CAPM 0

Capital market assumptions: estimating long-term returns

How should investors go about setting long-term return estimates across different asset classes?

low spread

Investing for the endgame at low spreads

As credit spreads have tightened, what could this mean for endgame investors’ investment strategies?

CDS 0

CDS: A credit-sensitive subject

What are the considerations when sizing credit default swaps (CDS) in your credit hedging portfolio?

unlocking surplus

Unlocking surplus: adapting to an evolving endgame

DB schemes are maturing, but the endgame is in a fascinating state of flux. Here’s how we’re ensuring our quantitative frameworks remain flexible as the regulatory backdrop shifts.

PV01 0

Interested in buyout? Strategies for estimating the sensitivity of liabilities to interest rates

With scheme funding levels rising, we consider how trustees might best go about setting a target interest rate sensitivity for their liabilities on a buyout basis.

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