Pension Management: Gliding In for a Smooth Landing

November 11, 2013

Pension plan managers are discovering the benefits of glide path investing.

Accounting-MoneyMost corporate defined benefit sponsors are facing the daunting challenge of managing an underfunded plan in a volatile, low rate market environment, with management mandating (more like demanding) more predictability and less risk.

Meanwhile, decisions are consuming a larger component of a treasurer’s day and this is true not just for active and but also for frozen plans – if you think freezing a pension plan means less work in managing it, think again.

In search of a smoother route to their funding goals, many plan sponsors are now exploring “glide path” approaches to managing pension investments. Glide path is a flexible framework designed to formally capture the way plan sponsors think about setting pension goals and implementing their investment policy.

Glide path can come in many forms. The basic framework for a glide path is to define the goal and identify a series of events to be triggered by funding status. As the funding gap narrows the investments shift to “less risky” assets. Thus, the framework guides the plan from the current state to a targeted fund status.

It is not the process it is the plan.
Glide path has many advantages with the biggest being not so much the plan but the process one goes through to develop it. It’s important to note that a glide path solution is not a one size fits all and it is most likely not the least expensive way to get to the targeted fund status.

Here’s what a typical glide bath framework would include:

  • Current and targeted status
  • What are the hopes for funding and what is the timeframe?
  • How much risk can you take? What is the appetite for volatility?
  • Is the goal to minimize the contributions or minimize the risk and volatility?

Most investment teams will reach out to third-party consultants for help with the analysis. Given your staffing level, this may make sense. Many routes must be considered, along with many different investment scenarios. The key to this outsourcing is to remember that glide path is a process not a program.

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