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A short note on the ATP fund of Denmark

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Author Info
Vittas, Dimitri
Abstract

The Danish ATP (Arbejdmarkedets TillaegsPension or Labor Market Supplementary Pension) fund is a public pension fund that was created in 1964 to complement the universal pension benefit that is financed from general tax revenues and is paid to all old-age residents. When it was created, participation in ATP was compulsory on most working people. But over the last decade or so compulsory coverage has been expanded to most recipients of transfer income. Contribution amounts are set in absolute terms, but are low relative to earnings (less than 1 percent of average earnings). ATP has benefited from scale economies and compulsory worker participation and has been able to operate with high efficiency and low costs. Its investment performance has been uneven over the years, reflecting the applied investment policies and rules as well as prevailing financial conditions. In recent years, it has been a leader among Danish pension institutions in adopting innovative investment policies and has enjoyed an enviable record of high investment returns and low operating costs. In addition, it has long offered deferred group annuities with guaranteed benefits and periodic bonuses (with profits policies). However, ATP also suffers from several weaknesses and shortcomings. It has a cumbersome governance structure, rooted in labor market relations and the role of social partners, while its group annuities have been based on rather'idiosyncratic'risk-sharing arrangements. Nevertheless, it took the lead in using long-dated interest-rate swaps in euro markets and recently created a department that specializes in hedging its pension liabilities. And it is in the process of adopting a new plan for guaranteed benefits that aims to enhance the management of both investment and longevity risks.

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Paper provided by The World Bank in its series Policy Research Working Paper Series with number 4505.

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Date of creation: 01 Feb 2008
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Handle: RePEc:wbk:wbrwps:4505

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Related research
Keywords: ; Debt Markets; Emerging Markets; Investment and Investment Climate; Pensions&Retirement Systems;

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This paper has been announced in the following NEP Reports: References listed on IDEAS
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  1. Vittas, Dimitri & Impavido, Gregorio & O'Connor, Ronan, 2008. "Upgrading the investment policy framework of public pension funds," Policy Research Working Paper Series 4499, The World Bank. [Downloadable!]
  2. Andersen, Carsten & Skjodt, Peter, 2007. "Pension institutions and annuities in Denmark," Policy Research Working Paper Series 4437, The World Bank. [Downloadable!]
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