What was the aftermath of the Liability-driven investments disaster in 2022? Reliance on high discount rates, as illustrated by John Lewis’ pension fund.
Published on 4th June 2026
Introduction
The John Lewis pension scheme was hit with major losses in 2022. This was largely due to its exposure to Liability-driven investments, or LDIs. Covering the losses sucked in all of its listed investments, leaving the fund essentially as a betting vehicle – will the residual assets return the discount rate […]