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...

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Bibliographic Details
Main Author: Peek, Jordy (-)
Other Authors: Reuss, Andreas, Scheuenstuhl, Gerhard
Format: eBook Section
Language:Inglés
Published: Paris : OECD Publishing 2008.
Series:OECD Working Papers on Insurance and Private Pensions, no.16.
Subjects:
See on Biblioteca Universitat Ramon Llull:https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009705891306719
Description
Summary: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.
Physical Description:1 online resource (21 p. )