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Smoothing the waves of pension funding: Could changes in funding rules help avoid cyclical under-funding?

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Author Info
CHRISTIAN WELLER
DEAN BAKER

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Abstract

Defined benefit pensions are still an important part of retirement income security for 44 million people. After 2000, these plans experienced extreme difficulties. Although the magnitude of the problem was unprecedented, its causes were not. Interest rate and asset prices decline in a recession, when earnings are low. Pension funding rules reflect this regularity. This requires additional contributions when times are bad. We address this counter-cyclicality through three proposed rule changes. We use a simulation model to evaluate these. Our results indicate that counter-cyclicality would have diminished, while funding adequacy would have improved.

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File URL: http://taylorandfrancis.metapress.com/link.asp?target=contribution&id=V1782W27G668G358
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Publisher Info
Article provided by Taylor and Francis Journals in its journal The Journal of Policy Reform.

Volume (Year): 8 (2005)
Issue (Month): 2 (June)
Pages: 131-151
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Handle: RePEc:taf:jpolrf:v:8:y:2005:i:2:p:131-151

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Web page: http://taylorandfrancis.metapress.com/link.asp?id=300262

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Related research
Keywords: Defined benefit pension plans; funding rules; discount rate; liability valuation; asset valuation JEL Classifications: G23; J26; J32; J38;

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  1. Alicia H. Munnell & Nicole Ernsberger (assistant), 1987. "Pension contributions and the stock market," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 3-14.
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This page was last updated on 2009-11-27.


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