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Risk-based supervision of pension funds : : emerging practices and challenges / / Greg Brunner, Richard Hinz, Roberto Rocha, editors
| Risk-based supervision of pension funds : : emerging practices and challenges / / Greg Brunner, Richard Hinz, Roberto Rocha, editors |
| Pubbl/distr/stampa | Washington D.C. : , : World Bank, , [2008] |
| Descrizione fisica | xviii, 215 pages : illustrations ; ; 23 cm |
| Disciplina | 331.25/20681 |
| Altri autori (Persone) |
RochaRoberto Rezende
BrunnerGreg <1957-> HinzRichard P |
| Collana | Directions in development. Finance |
| Soggetto topico |
Pension trusts
Pension trusts - Management Risk |
| ISBN |
1-281-38577-8
9786611385774 0-8213-7494-X |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; Acknowledgments; Contributors; Abbreviations and Acronyms; Chapter 1 Risk-Based Supervision of Pensions: The Experience of Early Adopters; Table 1.1 The Three Pillars of Basel II; Figure 1.1 The Basic Risk Management Architecture; Table 1.2 Main Characteristics of the Four Private Pension Systems, December 2005; Table 1.3 Factors Motivating the Adoption of Risk-Based Supervision; Table 1.4 Main Components of Risk-Based Supervision in the Four Countries; Table 1.5 Regulatory Requirements on the Risk Management Architecture; Table 1.6 Risk-Based Solvency Requirements
Table 1.7 Risk-Scoring Methods Table 1.8 Roles of Market Discipline, Third Parties, and Disclosure; Table 1.9 Asset Allocation of Dutch Pension Funds, 2001-05; Figure 1.2 Distribution of the Duration of Dutch Pension Fund Fixed-Income Investments; Figure 1.3 Asset Composition in Danish Pension Companies, 1999-2004; Table 1.10 Changes in the Asset Allocation of Life Companies and Pension Funds; Table 1.11 Simulation Results of Change in Interest Rates; Figure 1.4 Maturity of the Public Debt Stock and Government Securities in the Riskier Portfolio Figure 1.5 Shifts in the Efficient Frontier and Actual Risk-Return Combinations Table 1.12 Average Composition of the Aggressive Pension Portfolio in Mexico; Figure 1.6 Basic and Aggressive Portfolios: VaR Limits and Actual VaRs, 2005-06; Chapter 2 Risk-Based Supervision of Pension Funds in the Netherlands; Figure 2.1 Asset Allocation of Pension Funds in the Netherlands, 1980-2005; Figure 2.2 Funding Ratio of Pension Funds in the Netherlands, 1988-2006; Figure 2.3 The Basic Concept of Solvency II; Figure 2.4 Overall Schematic of FIRM; Table 2.1 Elements of Risk Controls in FIRM Table 2.2 Elements of Risk-Transcending Controls in FIRM Table 2.3 Risk-Mitigating Group Functions in FIRM; Figure 2.5 Aggregation of Scores in FIRM; Figure 2.6 Accumulation of Scores; Figure 2.7 Forecast of Male Life Expectancy in the Netherlands; Table 2.4 Interest Factors; Figure 2.8 Recovery Periods; Table 2.5 Contributions and Membership in Dutch Pension Plans, 2001-05; Table 2.6 Asset Allocation of Dutch Pension Funds, 2001-05; Figure 2.9 Distribution of the Duration of Fixed-Income Investments; Chapter 3 Risk-Based Supervision of Pension Institutions in Denmark; Table 3.1 Pension Assets Table 3.2 Pension Contributions Figure 3.1 Asset Allocation; Table 3.3 Investment Returns of Pension Institutions, 1999-2004; Figure 3.2 10-Year Government Bond Yields and Guaranteed Interest Rates; Figure 3.3 Regulatory Structure; Figure 3.4 Staff of the Danish FSA (full-time employees); Table 3.4 Interest Rate Risk; Table 3.5 Change in Asset Allocation by ATP; Figure 3.5 Asset Composition in Danish Pension Companies; Table 3.6 Change in Asset Allocation of Life Companies and Pension Funds; Table 3.7 Simulation Results of Change in Interest Rates Chapter 4 Risk-Based Supervision of Pension Funds in Australia |
| Record Nr. | UNINA-9910782295503321 |
| Washington D.C. : , : World Bank, , [2008] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Risk-based supervision of pension funds : : emerging practices and challenges / / Greg Brunner, Richard Hinz, Roberto Rocha, editors
| Risk-based supervision of pension funds : : emerging practices and challenges / / Greg Brunner, Richard Hinz, Roberto Rocha, editors |
| Pubbl/distr/stampa | Washington D.C. : , : World Bank, , [2008] |
| Descrizione fisica | xviii, 215 pages : illustrations ; ; 23 cm |
| Disciplina | 331.25/20681 |
| Altri autori (Persone) |
RochaRoberto Rezende
BrunnerGreg <1957-> HinzRichard P |
| Collana | Directions in development. Finance |
| Soggetto topico |
Pension trusts
Pension trusts - Management Risk |
| ISBN |
1-281-38577-8
9786611385774 0-8213-7494-X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
Contents; Preface; Acknowledgments; Contributors; Abbreviations and Acronyms; Chapter 1 Risk-Based Supervision of Pensions: The Experience of Early Adopters; Table 1.1 The Three Pillars of Basel II; Figure 1.1 The Basic Risk Management Architecture; Table 1.2 Main Characteristics of the Four Private Pension Systems, December 2005; Table 1.3 Factors Motivating the Adoption of Risk-Based Supervision; Table 1.4 Main Components of Risk-Based Supervision in the Four Countries; Table 1.5 Regulatory Requirements on the Risk Management Architecture; Table 1.6 Risk-Based Solvency Requirements
Table 1.7 Risk-Scoring Methods Table 1.8 Roles of Market Discipline, Third Parties, and Disclosure; Table 1.9 Asset Allocation of Dutch Pension Funds, 2001-05; Figure 1.2 Distribution of the Duration of Dutch Pension Fund Fixed-Income Investments; Figure 1.3 Asset Composition in Danish Pension Companies, 1999-2004; Table 1.10 Changes in the Asset Allocation of Life Companies and Pension Funds; Table 1.11 Simulation Results of Change in Interest Rates; Figure 1.4 Maturity of the Public Debt Stock and Government Securities in the Riskier Portfolio Figure 1.5 Shifts in the Efficient Frontier and Actual Risk-Return Combinations Table 1.12 Average Composition of the Aggressive Pension Portfolio in Mexico; Figure 1.6 Basic and Aggressive Portfolios: VaR Limits and Actual VaRs, 2005-06; Chapter 2 Risk-Based Supervision of Pension Funds in the Netherlands; Figure 2.1 Asset Allocation of Pension Funds in the Netherlands, 1980-2005; Figure 2.2 Funding Ratio of Pension Funds in the Netherlands, 1988-2006; Figure 2.3 The Basic Concept of Solvency II; Figure 2.4 Overall Schematic of FIRM; Table 2.1 Elements of Risk Controls in FIRM Table 2.2 Elements of Risk-Transcending Controls in FIRM Table 2.3 Risk-Mitigating Group Functions in FIRM; Figure 2.5 Aggregation of Scores in FIRM; Figure 2.6 Accumulation of Scores; Figure 2.7 Forecast of Male Life Expectancy in the Netherlands; Table 2.4 Interest Factors; Figure 2.8 Recovery Periods; Table 2.5 Contributions and Membership in Dutch Pension Plans, 2001-05; Table 2.6 Asset Allocation of Dutch Pension Funds, 2001-05; Figure 2.9 Distribution of the Duration of Fixed-Income Investments; Chapter 3 Risk-Based Supervision of Pension Institutions in Denmark; Table 3.1 Pension Assets Table 3.2 Pension Contributions Figure 3.1 Asset Allocation; Table 3.3 Investment Returns of Pension Institutions, 1999-2004; Figure 3.2 10-Year Government Bond Yields and Guaranteed Interest Rates; Figure 3.3 Regulatory Structure; Figure 3.4 Staff of the Danish FSA (full-time employees); Table 3.4 Interest Rate Risk; Table 3.5 Change in Asset Allocation by ATP; Figure 3.5 Asset Composition in Danish Pension Companies; Table 3.6 Change in Asset Allocation of Life Companies and Pension Funds; Table 3.7 Simulation Results of Change in Interest Rates Chapter 4 Risk-Based Supervision of Pension Funds in Australia |
| Record Nr. | UNINA-9910821534003321 |
| Washington D.C. : , : World Bank, , [2008] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
