Evaluating the Impact of Risk Based Funding Requirements on Pension Funds [E-Book] / Jordy Peek, Andreas Reuss and Gerhard Scheuenstuhl
Peek, Jordy.
Reuss, Andreas. / Scheuenstuhl, Gerhard.
Paris : OECD Publishing, 2008
22 p. ; 21 x 29.7cm.
englisch
10.1787/241538717514
OECD Working Papers on Insurance and Private Pensions ; 16
Finance and Investment
Full Text
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.