Simulation of the difference to market interest rate

At a glance

  • On the long term, valuating the future pension payments with the reference interest rate approaches an economic accounting.

Wahrscheinlichkeiten Differenz Referenzzinsatz Kapitalmarkt_E.JPG


With a probability of 18%, the reference interest rate as at 30.09.2018 is 1.5% above the capital market interest rate (return on ten-year Confederation bond).