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 reflec...

Descripción completa

Detalles Bibliográficos
Autor principal: Peek, Jordy (-)
Otros Autores: Reuss, Andreas, Scheuenstuhl, Gerhard
Formato: Capítulo de libro electrónico
Idioma:Inglés
Publicado: Paris : OECD Publishing 2008.
Colección:OECD Working Papers on Insurance and Private Pensions, no.16.
Materias:
Ver en Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009705891306719
Descripción
Sumario: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.
Descripción Física:1 online resource (21 p. )