Tuesday June 21 Ortec Finance’s Investment Performance Senior Consultant Maarten Niederer hosted a webinar on funding ratio/solvency ratio attribution.

In his webinar, Maarten Niederer described a framework that explains how life expectancy updates, SAA choices and specific investment decisions all add up to the final funding ratio change. He elaborated upon a specific illustrative case and how the methodology may be applied under different conditions.

Earlier this year, The Journal of Performance Measurement published an article by Maarten Niederer upon this subject: “The funding ratio is a key measure used by Pension Funds all over the world, and has a counterpart in the insurance world as the solvency ratio. This article gives a practical overview of how to explain the changes in this ratio over time. Within the article, we will use the terminology “funding ratio”, but the methodological framework outlined can also be applied to the solvency ratio.”

Missed the webinar?

If you are interested in receiving the slides used, or want to see the recording that was made, please send an email to Oliver Henriquez, oliver.henriquez@ortec-finance.com.

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