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...

Full description

Bibliographic Details
Main Author: Peek, Jordy
Other Authors: Reuss, Andreas, Scheuenstuhl, Gerhard
Format: eBook
Language:English
Published: Paris OECD Publishing 2008
Subjects:
Online Access:
Collection: OECD Books and Papers - Collection details see MPG.ReNa
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:24 p