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Unnamed UK pension scheme signs £6bn longevity swap

By Susanna Rust2021-04-28T14:27:00+01:00 An unnamed “large” UK pension scheme has transferred the longevity risk associated with £6bn of pensioner liabilities via a reinsurance deal with the international reinsurance business of The Prudential Insurance Company of America, a wholly owned subsidiary of Prudential Financial Inc. (PFI). The transaction closed last month and used an independent UK-regulated insurer, Zurich Assurance, as intermediary. The transaction used a “pass-through” structure, meaning the longevity and default risks are able to be passed through to the insurer. According to advisers Willis Towers Watson and CMS, this was the first time PFI had transacted through a structure of this kind.

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