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Options for Assessing Employer Covenant and Holistic Balance Sheet* ‐ Abstract of the Edinburgh Discussion

Published online by Cambridge University Press:  09 July 2014

C.J. Turnbull
C.J. Turnbull*
Affiliation:
Moody's Analytics, 7 Exchange Crescent, Conference Square, Edinburgh, EH3 8RD. E-mail: [email protected]
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Abstract

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Type
Sessional meetings: papers and abstracts of discussions
Information
British Actuarial Journal , Volume 19 , Issue 2 , July 2014 , pp. 458 - 467
Copyright
Copyright © Institute and Faculty of Actuaries 2014 

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Footnotes

*

In June 2012 the Institute and Faculty of Actuaries commissioned Barrie & Hibbert and Pricewaterhouse Coopers to undertake research on the topic of how employer covenants are best taken into account when assessing the capital supporting Institutions of Occupational Retirement Provisions (IORPs). The resulting papers were presented together at the London and Edinburgh Sessional Meetings and this abstract relates to both papers: ‘Market-Consistent Valuation of a Defined Benefit Pension Find's Employer Covenant and its Use in Risk-Based Capital Assessment’ and ‘Valuing Sponsor Support’.

References

Sutton, A., Gillespie, S., Piperdy, H. & Sword, C. (2014). Valuing Sponsor Support. British Actuarial Journal, in press.CrossRefGoogle Scholar
Turnbull, C. (2014). Market-Consistent Valuation of a Defined Benefit Pension Find's Employer Covenant and its Use in Risk-Based Capital Assessment. British Actuarial Journal, in press.Google Scholar