A Reporting Standard for Defined Contribution Pension Plans
Kees de Van,
Herialt Mens and
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Kees de Van: Syntrus Achmea Vermogensbeheer
Daniele Fano: Tor Vergata University
Herialt Mens: Aegon Asset Management
No 143, CeRP Working Papers from Center for Research on Pensions and Welfare Policies, Turin (Italy)
We propose a method for projecting pension benefits, deriving from DC pension plans and other funded products, at retirement. Projections highlight how the current choice of asset allocation impacts on future potential retirement outcomes. The latter are compared with a money-back benchmark so as to clarify the trade-off between risk and return. After the initial projections, the pension plan revises its forecasts of retirement benefits on a yearly basis as a function of its own realized returns. Previous shorter-term projections are also compared to shorter-term ex-post performance. This simple method is a step towards an industry-reporting standard that responds to regulators’ quest for helping investors monitor the risk of their future pension.
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