Alfred Bühler and Lukas Riesen explain why the risk-bearing funding ratio could become the yardstick for Swiss pension funds.
Risk-averse asset-only investors should go for short duration as risk return is distributed highly asymmetrically.
Private investors more and more wish to be treated in the same way as institutional investors. However, there is still a considerable quality and cost difference between asset management for private and for institutional investors (pension funds and insurance companies).
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Risk-carrying funding ratioThe risk-carrying funding ratio measures the exposure of a pension fund’s risk takers and provides additional transparency.
Technical interest rate (FRP4)Interest rate determined in accordance with the professional guideline issued by the Swiss Chamber Pension Actuaries (FRP4).
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