Tieu JD Ngao

Institutional Investors Managing Investment Portfolios


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What is the state capital on a certain percentage make sure to avoid having to report pension liabilities on the balance sheet under certain accounting standards.

      • What is the state capital on a certain level required. For example (in the U.S.) includes:

      The percentage required in Retirement Income Security Act of 1974 (ERISA) give rise to requests for additional contributions.

      The required rate levels that ensure pension benefits Association requirements also require the difference to pay additional money.

      Other objectives that may affect the target risk consists of two objectives stated in pension contributions in the future:

      • Reducing the level of variability of future contributions this year after year.

      • Reduce the rate to make additional contributions in the future, if the donor does not contribute because the plan has sufficient funds.

      The tax factors set out in chapter 4 to interact with each other a lot. For example, for a plan to maintain its capital status, the project sponsor may need to increase contributions. Priority ranking of the risk factors is a step in creating objective of financing risks. In addition to the relationship between objective risk with creditors and contributions (which are the characteristics of the investment plan DB), donors can raise the overall risk objectives, as well as with the other forms of investment. In short, the state's capital plan, the financial condition of the donor, the characteristics of the plan and the characteristics of the labor force are the factors that affect the ability to take risks and the construction of the objective risk. Project sponsors can set a target of specific risks related to the lack of risk capital, risks associated with the contribution as well as the total risk.

      2.1.2. Target profit target profit general a DB pension plan is to achieve profitable enough to carry the responsibility of pension payments have been adjusted additional elements inflation. In the process of setting profit targets, pension plan sponsors can also specify the specific profit target number. A pension fund must fulfill their responsibilities. For a DB pension plan, profit requirements (in the context of the need to plan profits averaging) depends on many factors, including the state's current capital plan and close pension contribution in relation to the accumulated pension benefits. If retirement assets equal to the present value of pension liabilities and if if the rate of return generated on the property equal to the discount rate used to calculate the present value of the debt, the pension assets just enough to pay for the debt maturity Therefore, for a pension plan sufficient capital, portfolio managers should decide on the level of profit required starts with determining the discount rate deduction used to calculate the present value of pension liabilities. For example, the discount rate can be a long-term government bond rate

      Profit expectations raised by pension funds may be higher than the fund's profit requirements, in some cases reflect concerns about future pension contributions or future retirement income:

      • Profit objectives relating to future pension contributions. Ambitious or "targets spread" of any DB plan sponsors do is to make future pension contributions equal to 0. A more realistic goal is to reduce future pension contributions when calculating whether or not the discount factor.

      • Profit objectives related to pension income. The system of U.S. accounting standards (GAAP) and international (IAS) have raised the standard retirement cost recorded in the report production and business activities of the project finance business. The above principles are opposite each other - that is, a good plan with the state capital may be in a state of negative pension costs (for example, retirement income). In the period of the financial markets operate efficiently, a large amount of business retirement income will contribute a significant part of the total net income set forth in the report's production and business activities project finance business. A donor in this case the goal is to maintain or even increase retirement income.

      Only if the ability to accept risk increases with the duration of the pension liabilities, in general, the expected profit will increase - in a practical limit. For example, if the plan has a young labor force and growing, donors can set a profit target positive than a plan was closed to new members and are the with great liquidity requirements.

      One thing worth noting is that the plan sponsor can manage investments for asset ratio of the labor force is the total pension liabilities according to risk and profit targets looking for differences with the percentage of the assets of retired members. Retirement benefits of members can be fixed in nominal terms - for example, based on the final salary of an employee. For assets related to these liabilities, profit targets and risk may be more cautious than the assets related to debt payments to current employees because of this debt will increase with inflation.

      2.1.3. A pension fund liquidity requirements DB pension contributions from donors and funds to pay benefits to the retired member. Net cash outflows (payments minus pension contributions pension) create liquidity requirements of a pension plan. For example, a pension fund to pay benefits pension of $ 100 million a month on total assets of $ 15 billion, and did not receive any contribution retirement from donors, there may be liquidity requirements annually in about 8% of the total assets of the plan. During the year, total assets should be increased to $ 16.2 billion in order to meet the payment requirements without affecting the value of assets. The following factors affect the liquidity requirements of a DB plan:

      • The number of retired members more and more, the greater liquidity requirements. For example, a company operating in an industry are going to be able to rate the growing retired member requires a growing liquidity requirements.

      • The contribution of the business in relation to interest payments less the greater the liquidity requirements of the fund. Requires the contribution depends on the status of the capital plan. For donors to contribute regularly, a young labor force and growth in the number of synonymous with liquidity requires less than an aging labor force and is in a downtrend.

      • Characteristics of the plan as early retirement option and / or selection of retired pay benefits only once, the ability of higher liquidity needs.

      2.1.4. Term investment period of a DB plan depends on the following factors:

      • Is a plan to continue to operate in the long term or the termination of the plan was expected.

      • The age of the labor force and the rate of labor member. When a young labor force and labor members are the majority and when DB plans continue receiving member, the duration of the plan will be longer.

      The total duration of many DB plans continue to operate as long. However, this period can be divided into several stages: for employees who have not retired, plan period is the average time until the usual time of retirement; while for those who retired members, term plans are calculated based on the average life expectancy of these employees.

      2.1.5. From income tax and capital investment increased recognition of private DB pension plans generally are exempt. Therefore, the plan investment decisions in the context of a specific plan usually do not care to factor taxes. However the contribution of the business activities related to tax issues as well as the termination of the plan and form of payment to the beneficiary while the pension fund's investment activities not related to DB tax. However, Example 3-6 illustrates a case where the tax issues arising.

      2.1.6. All legal issues pension plans are regulated by the laws and regulations affecting the investment policy. Almost all countries that allow or offer of private investment portfolio are set out some of the legal framework on the structure of the fund or plan. In the U.S., the business plan and the plans many employers are governed by ERISA, but the plans of the government, local or union is not under management. In the U.S., union pension plans are regulated by the Labour Code Taft-Hartley. An important aspect of ERISA is that it eliminates the local government and law, whereby the pension plan subject to regulation by a management agency. Both ERISA and the laws generally specify the level of concern that pension plan sponsors must ensure investment decisions.

      Guardian of a pension plan is an example of a trustee - the one who has the trust and responsibility to stakeholders (from the Latin word origin - fiducia - meaning " thought "). A legal