Evaluating the impact of risk-based funding requirements on pension funds

Jordy Peek, Andreas Reuss and Gerhard Scheuenstuhl

OECD Journal: Financial Market Trends, 2008, vol. 2008, issue 1, 197-219

Abstract: 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.

Date: 2008
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