403: The case for dynamic duration management in credit portfolios

In this episode, Amelie Chowna, Head of Fixed Income Strategic Initiatives and Alex Mack, Head of Inflation and Rates explore the role of duration in fixed income portfolios and ask if it is a consistently reliable hedging tool. They also discuss why they believe it is important to manage duration dynamically in unconstrained bond portfolios across varying market conditions. This episode was recorded on 24 March 2026. All data from L&G and/or Bloomberg as at 31 December 2025. Assumptions, opinions, and estimates are provided for illustrative purposes only. There is no guarantee that any forecast will come to pass. It should be noted that diversification is no guarantee against a loss in a declining market.

You can listen to 403: The case for dynamic duration management in credit portfolios online on Radio and Podcast. Open the player on this page to stream the available audio.

403: The case for dynamic duration management in credit portfolios is an episode from LGIM Talks.

This episode is 19:09 long.

This episode was published on Apr 9, 2026.

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