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Reference | Title | Link |
Kemp, M.H.D. (2011a) | Sponsor covenants in risk-based capital | here |
Abstract
"With a second European Union consultation on moving pension fund capital requirements on to a more market-consistent, risk-based capital framework, many have been alarmed at the idea of heavy Solvency II -style requirements for retirement schemes. But incorporating covenant agreements as an embedded option on a fund’s liabilities can reduce the capital burden." |
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