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Options for Assessing Employer Covenant and Holistic Balance Sheet* ‐ Abstract of the London Discussion
Published online by Cambridge University Press: 09 July 2014
Abstract
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- Type
- Sessional meetings: papers and abstracts of discussions
- Information
- Copyright
- Copyright © Institute and Faculty of Actuaries 2014
Footnotes
*
In June 2012 the Institute and Faculty of Actuaries commissioned Barrie & Hibbert and PricewaterhouseCoopers 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.
References
Sutton, A., Gillespie, S., Piperdy, H., Sword, C. (2014). Valuing Sponsor Support. British Actuarial Journal, in press.Google 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