Under U.S. accounting regulations, corporate (and other single-employer) pension plan liabilities are valued using yields on high-quality corporate .. Read more bonds, generally interpreted to mean Aa. The limited nature of the Aa universe and different approaches to yield curve construction can result in variation in the Aa discount curves produced by different market participants. This variation has implications for pension valuation, risk management and investment management, including de-risking glide paths and liability-hedging portfolios. During this webcast, we will outline key aspects in the construction of Aa discount curves, explore real-world scenarios and suggest best practices for managing plan sponsor expectations.
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