{"version":"1.0","provider_name":"Cambridge Associates","provider_url":"https:\/\/www.cambridgeassociates.com\/en-as\/","title":"Not All Liability Hedges Are Created Evenly: Guidance for US Plan Sponsors in Today&#039;s Interest Rate Environment - Cambridge Associates","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"vipQRZ8TRv\"><a href=\"https:\/\/www.cambridgeassociates.com\/en-as\/insight\/not-all-liability-hedges-are-created-evenly-guidance-for-us-plan-sponsors-in-todays-interest-rate-environment\/\">Not All Liability Hedges Are Created Evenly: Guidance for US Plan Sponsors in Today&#039;s Interest Rate Environment<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/www.cambridgeassociates.com\/en-as\/insight\/not-all-liability-hedges-are-created-evenly-guidance-for-us-plan-sponsors-in-todays-interest-rate-environment\/embed\/#?secret=vipQRZ8TRv\" width=\"600\" height=\"338\" title=\"&#8220;Not All Liability Hedges Are Created Evenly: Guidance for US Plan Sponsors in Today&#039;s Interest Rate Environment&#8221; &#8212; Cambridge Associates\" data-secret=\"vipQRZ8TRv\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script type=\"text\/javascript\">\n\/* <![CDATA[ *\/\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/* ]]> *\/\n<\/script>\n","thumbnail_url":"https:\/\/www.cambridgeassociates.com\/wp-content\/uploads\/2022\/01\/Yield-Curve.jpg","thumbnail_width":1200,"thumbnail_height":800,"description":"For many US pension plan sponsors, the d\u00e9j\u00e0 vu of falling discount rates and volatile equity markets again raises the question of how best to hedge pension liabilities, if at all. The issue of liability hedging is especially pertinent in today\u2019s complex and asymmetrical interest rate environment."}