LGIM Blog: Ian Blake

Disclaimer: Views in this blog do not promote, and are not directly connected to any L&G product or service. Views are from a range of L&G investment professionals, may be specific to an author’s particular investment region or desk, and do not necessarily reflect the views of L&G. For investment professionals only.

Ian Blake

Ian specialises in insurance investment strategy, backbook optimisation and tactical asset allocation.

He works across traded credit, private credit and derivatives to develop innovative investment solutions that support sustainable profitability, enhance capital efficiency and help insurers achieve their long-term objectives.

Before joining LGIM, Ian spent over a decade in fiduciary management and investment consulting at River and Mercantile (now Schroders Solutions) and WTW.

He is a Fellow of the Institute and Faculty of Actuaries and holds the CFA Sustainable Investing Certificate. Outside work, Ian is a keen runner and cyclist, having previously been a champion go-karter.

Other articles by Ian Blake

like insurer

Investing like an insurer? This seems familiar!

Changes in insurer allocations over 2024 may mean that asset strategies are now closer to a typical ‘low-risk’ pension scheme strategy. This has been driven by both market and regulatory changes.

Pod Strategy

Podcast: What does the term ‘endgame’ actually mean?

With DB schemes maturing rapidly amid higher funding levels, talk of endgame strategies is all around.

surplus webinar

Webinar: Surplus to requirements?

Why surpluses are back on DB scheme agendas.

stick switch

Stick or switch? Reducing swap-spread risk in the endgame

A key question currently on the minds of many trustees of DB schemes is how they can best reduce risk relative to insurance pricing. A major component of this is ‘swap-spread risk’.

CDS 0

CDS: A credit-sensitive subject

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

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.

surplus hedge

Surplus to requirements: rates and inflation hedging in the endgame

Amid the improvement in defined benefit scheme funding levels, a number of schemes are now finding themselves in surplus, even versus a buyout measure.

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