1-D-2 - Public Plan Asset Liability Modeling and Discount Rate Selection in Volatile Capital Markets

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Panelists discuss the concepts behind a pair of papers due to be released shortly by the American Academy of Actuaries. The first paper explores the collaboration necessary between actuaries and investment consultants to appropriately manage public pension plan assets and liabilities. The second paper discusses techniques and approaches to select discount rates for public pension valuations when capital market assumptions change materially from year to year.

Speakers:

Jonathan Camp

Meketa Investment Group

Mr. Scott Darin Preppernau

Milliman Inc.

Mr. William R. Hallmark

Cheiron, Inc.

Credits:

CPD Credit: 1.50 EA Core Credit: 0.00 EA Ethics Credit: 0.00 EA Non-Core Credit: 1.50 EA Formal Credit: 1.50