The objective of this study is to analyse what the quantitative funding requirements for pension funds with defined benefit plans would be, if Solvency II (based on the QIS 3 methodology) would be applied. Also possible extensions of the Solvency II methodology that seem necessary in order to reflect the specifics of pension funds will be discussed.
Evaluating the Impact of Risk Based Funding Requirements on Pension Funds
OECD Working Papers on Insurance and Private Pensions
