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Evaluating the Impact of Risk Based Funding Requirements on Pension Funds

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Author Info
Jordy Peek
Andreas Reuss
Gerhard Scheuenstuhl
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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Paper provided by OECD, Directorate for Financial and Enterprise Affairs 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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Related research
Keywords: accounting; actuarial method; defined benefit; discount rate; fair value; funding rule; investment; pension fund; valuation method; comptabilité; investissement; juste valeur; méthode actuarielle; méthode d'évaluation; organisme de retraite; prestation définie; règle de financement; taux d'actualisation;

Find related papers by JEL classification:
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
G23 - Financial Economics - - Financial Institutions and Services - - - Pension Funds; Other Private Financial Institutions
G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Capital and Ownership Structure

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