River and Mercantile Derivatives is a provider of structured equity and liability driven investment (“LDI”) to institutional investors. We offer a bespoke approach that is affordable and transparent.

River and Mercantile Derivatives is part of River and Mercantile Group PLC, which is publicly traded on the London Stock Exchange (Ticker: RIV).

News & Articles

A Powerful 3 Step Strategy: Increase Expected Return on Pension Assets at the Same (or Lower) Level of Funded Status Risk

It is possible for pension plan sponsors to increase expected returns on assets by 100 to 300 basis points (1-3%) per year for the same or lower funded status risk. The process and steps are spelled out below. Follow along and you’ll see how to increase expected returns, potentially cutting years off of the time required to reach full funding while also decreasing the pension expense reported in the financial statements.

Replicating Private Equity

Private Equity is illiquid and challenging to benchmark. Many investors use “S&P 500 +3%” in order to compare performance in the absence of an observable, investable asset. This paper describes a methodology for creating a private equity proxy or replication strategy using derivatives.