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David Prosser: Bond slide hits pensions

Friday 31 July 2009 21:15 EDT
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Outlook: Stock markets may be rising at last, but they're not doing so quickly enough to bail out employers with expensive final salary pension schemes.

BT said this week that its pension deficit had almost doubled in the past three months, but it is far from being the only company in difficulties. Figures from Aon Consulting, due to be published today, will show that the 200 largest private-sector employers with final salary schemes now have a collective deficit of £73bn – and before the market gains of the past fortnight, the figure had reached £90bn, close to the worst figure on record.

It's the corporate bond market that is wreaking all the havoc. Schemes value their liabilities on the basis of prevailing yields on blue-chip corporate bond yields. These have slumped over the past three months, as perceptions about the risk of defaults on debt at the higher-quality end of the corporate sector have eased.

The bad news is that yields have further to fall before returning to the levels typically seen before the onset of the credit crunch – such a decline would add another £40bn to the collective deficit.

Sponsors of pension schemes still heavily invested in equities can but hope that the bull run continues, offsetting the cost of falling yields. For those risk-averse schemes that have sworn off the volatility of the stock market, the outlook is stormy.

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