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Evaluating the Impact of Risk Based Funding Requirements on Pension Funds

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  • Jordy Peek
  • Andreas Reuss
  • Gerhard Scheuenstuhl
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    Abstract

    The objective of this study is to analyse what the quantitative funding requirements for pension funds with defined benefit plans would be, if Solvency II (based on the QIS 3 methodology) would be applied. Also possible extensions of the Solvency II methodology that seem necessary in order to reflect the specifics of pension funds will be discussed. Evaluating the Impact of Risk Based Funding Requirements on Pension Funds L'objectif de cette étude est d'analyser ce que seraient les besoins quantitatifs de financement pour des fonds de pension à prestations définies, si "Solvabilité II" (basée sur la méthodologie de QIS 3) est appliquée. Les prolongements possibles de la méthodologie de "Solvabilité II" qui semblent nécessaires afin de refléter les spécificités des fonds de pension seront également discutés.

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    File URL: http://dx.doi.org/10.1787/241538717514
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    Bibliographic Info

    Paper provided by OECD Publishing in its series OECD Working Papers on Insurance and Private Pensions with number 16.

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    Date of creation: Mar 2008
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    Handle: RePEc:oec:dafaab:16-en

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    Keywords: investment; pension fund; funding rule; defined benefit; discount rate; actuarial method; valuation method; accounting; fair value; prestation définie; méthode d'évaluation; organisme de retraite; taux d'actualisation; juste valeur; méthode actuarielle; règle de financement; investissement; comptabilité;

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