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Monday 15 April 2019 17:00 - 19:30

This event is now fully booked. Please register here to be added to the waitlist. 

We will email everyone on the list nearer the time to confirm whether there is availability for them to attend.

This event will provide an overview of the main models used to calculate the inflation risk of LPI-linked liabilities and their key properties.

The Finance and Investment Research sub-committee set up the Limited Price Indexation (LPI) risk working party in 2018. This working party was formed to improve understanding and transparency around the assessment of the inflation sensitivity of LPI-linked liabilities.

Limited public research and general understanding to date has led to a divergence in methods.

This event by the LPI risk working party will provide an update on the progress of their research to date.

This will include an overview of the key properties of the main models used in the valuation of LPI, and the related inflation risks that arise.

The expected direction of future research and the associated main outputs/deliverables will also be covered, with any audience input into shaping this greatly appreciated.

Event organiser

Contact Events Team for more information.

0207 632 1498

17.00 – 17.30 Registration will take place
17.30 – 19.00 The programme will take place
19.00 Event closes




Staple Inn Hall, High Holborn, London, WC1V 7QJ

Nearest Public Transport

Chancery Lane Tube