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An Update on the Size and Resilience of the Irish GBP LDI Fund Cohort

Author

Listed:
  • Fruzza, Raoul

    (Central Bank of Ireland)

  • King, Philip

    (Central Bank of Ireland)

Abstract

Our analysis indicates that the macroprudential measures introduced by the Central Bank have been effective at maintaining the resilience of Irish domiciled sterling denominated LDI funds to a range of interest rate shocks. The LDI fund cohort appears resilient to shocks along both liquidity and solvency dimensions. While the size of the cohort has decreased since 2022, it continues to play a significant role in the UK gilt market, especially in the index-linked gilt segment.

Suggested Citation

  • Fruzza, Raoul & King, Philip, 2026. "An Update on the Size and Resilience of the Irish GBP LDI Fund Cohort," Central Bank Staff Insights 9/SI/26, Central Bank of Ireland.
    • Handle: RePEc:cbi:stafin:9/si/26
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    File URL: https://www.centralbank.ie/publication/research-publications/staff-insights/an-update-on-the-size-and-resilience-of-the-irish-gbp-ldi-fund-cohort
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