Evaluating the Impact of Risk Based Funding Requirements on Pension Funds
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.
|Date of creation:||01 Mar 2008|
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