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Milliman analysis: Competitive pension risk transfer costs increase from 100.5% to 101.8% in January
Washingtoner/10249049

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SEATTLE ~ Seattle, WA - In a recent press release, Milliman, Inc. announced the latest findings of their Milliman Pension Buyout Index (MPBI). As the pension risk transfer (PRT) market continues to expand, it has become increasingly important for plan sponsors to closely monitor the annuity market when considering transferring retiree pension obligations to an insurer.

According to the MPBI, during the month of January, the estimated cost for transferring retiree pension risk to an insurer through a competitive bidding process increased from 100.5% to 101.8% of a plan's accounting liabilities (accumulated benefit obligation, or ABO). This means that the estimated cost for PRT is now 101.8% of a plan's ABO. Additionally, the average annuity purchase cost across all insurers in the index also rose from 103.1% to 103.6%. The competitive bidding process is estimated to save plan sponsors approximately 1.8% of PRT costs as of January 31.

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Jake Pringle, a principal at Milliman and co-author of the MPBI, commented on these findings stating, "Retiree buyout costs have slightly increased at the start of this year due to rising accounting discount rates and falling PRT rates." He also noted that it will be interesting to see how high inflation reports and potential actions by the Federal Reserve may impact the PRT market.

The MPBI utilizes data from nine insurers and uses the FTSE Above Median AA Curve along with annuity purchase composite interest rates to estimate both competitive and average costs for a PRT annuity de-risking strategy. However, it is important to note that individual plan annuity buyouts can vary based on factors such as plan size, complexity, and competitive landscape.

For those interested in viewing the complete Milliman Pension Buyout Index or receiving regular updates on their pension buyout analysis, they can visit https://www.milliman.com/mpbi or contact the company at pensionbuyout@milliman.com. As the PRT market continues to evolve, it is crucial for plan sponsors to stay informed and make strategic decisions when it comes to managing their retiree pension obligations.
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