Tuesday, May 6, 2014

(MEP) Market gains not enough to offset DB liabilities



Modest equity market gains last month weren’t enough to offset the growth in pension liabilities among defined benefit plan sponsors in the S&P 1500.

Funding levels for pension plans sponsored by S&P 1500 companies fell 1% in April to 84%, according to Mercer. Equity markets, meanwhile, gained 0.6% during April, based on the S&P 500 index.

Today, as bond yields continue to drop and equity markets underperform, plan sponsors need to get creative with their pension de-risking strategies. Jim Ritchie, a principal in Mercer’s retirement business, tells EBN that corporate retirement administrators can decrease liabilities by hedging more of their assets into long-term bonds, but warns that sharp movement in rates can be costly. He also says that lump sum payouts, as well as a setting up annuities to offload responsibility, are other avenues to consider.

“Many employers are offering lump sums to their former employees to cash out of the plan, which just reduces the size of the base,” Ritchie says. “The best one right now is the lump sum payments. Most plans that have a counter-year plan year [and] are paying their lump sums based on where interest rates were in sort of the last three months of last year. And right now, if they had to report something on their books, those interest rates are lower, which means the lump sums will be higher.”

Annuities, a tactic used by plan sponsors to limit Pension Benefit Guaranty Corporation premiums and administration fees, can return a “neutral” result, Ritchie says.

 “If you buy annuities, the amount that you save in these other fees are not really valued in your liabilities [and] could be the same as what you’re paying the insurance companies to take over for you,” Ritchie says.

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