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Chronicle / 2022 / United Kingdom / E-4c9a7e

Bank of England estimates LDI margin calls exceeded 70 billion GBP

Date2022.09.01
LocationUnited Kingdom
Fact statusVerified
Importance IV ●●●●●
Verification Verified · 1 Sources

The Bank of England later estimated that during the period of government bond volatility in September 2022, the scale of margin calls related to pension fund LDI strategies exceeded 70 billion GBP.

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This event Bank of England estimates LDI margin calls exceeded 70 billion GBP 2022.09.01 · Verified
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