liabilities

Con Keating takes a look at different approaches to evaluating pension liabilities.

In the latest of his articles for Professional Pensions, Con Keating expands on his thoughts on pension liability valuation methodology and explains why his ideas are far from 'crackpot'.

The DB Taskforce's interim report reveals the risk of schemes not paying benefits in full is higher than previously thought. Jonathan Stapleton looks at the findings and assesses what can be done.

Con Keating questions the need for discount rates and argues, even if we do use them, the current methodologies based on market-consistency and expected returns on investment are wrong.

Kevin Wesbroom looks at the issues the industry faces around liabilities

The total funding level of the Pension Protection Fund (PPF) 7800 index has worsened for the fourth month in a row, after further gilt yield falls.

The cost and size of pension deficits are increasing which has consequences for trustees, company directors and shareholders. Michael Klimes asks if investors are starting to worry.

The total deficit for defined benefit (DB) schemes reached £710bn on a funding basis by 29 August amid further falls in gilt yields.

Only 11 companies in the FTSE 250 provide defined benefit (DB) pensions for a significant number of employees, according to JLT Employee Benefits.

Deferred members dominate the DB universe but the high cost of insuring them makes bulk annuities out of reach for many schemes, even more so since the introduction of Solvency II. Kristian Brunt-Seymour explores what schemes can do.