HomeMy WebLinkAbout01-20-2015 Public Comment Barasch 2ACalifornia Public Employees' Retirement System
Actuarial Office
P.O. Box 942709 COUNCIL MEETING: OI
Sacramento. CA 94229 -2709
TEL rrr: {916) 7ss -3240 ITEM NO.: 7i;_�_�
Ca1PERS (888) 225 -7377 phone — (916) 795 -2744 fax D & 64A loiited,
' YM- calpers.ca.gov — I
October 2014 '� (CIE
S
I D
AFETY PLAN OF THE CITY OF SAN LUIS OBISPO JAN 2 1201-5
(CalPERS ID: 7574628515)
Annual Valuation Report as of Tune 30, 2013 SLO CITY
CLERK
Dear Employer,
As an attachment to this letter, you will find a copy of the June 30, 2013 actuarial valuation
report of your pension plan. Because this plan is in a risk pool and the CaIPERS Board approved
structural changes to risk pooling on May 21, 2014 you will notice some changes between your
last actuarial report and this one. An overview of the changes to pooling is provided below and
we urge you to carefully review the information provided in this report.
Because this plan is in a risk pool, the following valuation report has been separated into two
Sections:
• Section 1 contains specific information for your plan, including the development of your
Pooled employer contributions and projected employer contributions, and
• Section 2 contains the Risk Pool Actuarial Valuation a ro rlate to your plan, as of June
30, 2013. pP p
Section 2 can be found on the CaIPERS website at
"Employers ", "Actuarial, Risk Pooling & GASB 27 Information" " sk Pooling", "Risk) of Annual in order
Valuation Reports'; then select the appropriate pool report.
Your 2013 actuarial valuation report contains important actuarial information about your
pension plan at CaIPERS. Your CaIPERS staff actuary, whose signature appears in the Actuarial
Certification Section on page 1, is available to discuss your report with you after October 31
2014.
Future Contribution Rates
Fiscal Employer Normal
Year Employer Payment of
Cost Rate '�'
2015 -16 tJnfunded Liabiii
2016 -17 ro'ected 20.230% $ 3,056,723
.3% t '4 An-) r-7.,
The exhibit above displays the Minimum Employer Contributions, before any cost sharing,
201.5 -16 along with estimates of the contributions for 2016 -17. The estimated contributions for
2016 -17 are based on a projection of the most recent information we have available including
an estimated 18.0 percent investment return for fiscal 2013 -14, the impact of the ew
amortization methods adopted by the CalPERS Board in April 2013 that will impact employer
rates for the first time in 2015 -16 and new actuarial assumptions adopted by the CaiP RS
Board in February 2014 that will impact rates for the first time in 2016 -17. These new
demographic assumptions include a 20 -year projected improvement in mortality,
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
This report presents the results of the June 30, 2013 actuarial valuation of the SAFETY PLAN of the CITY OF
SAN LUIS OBISPO of the California Public Employees' Retirement System (CaIPERS). This actuarial valuation
was used to set the 2015 -16 required employer contribution rates.
On April 17, 2013, the CalPERS Board of Administration approved a recommendation to change the CalPERS
amortization and rate smoothing policies. Beginning with the June 30, 2013 valuations that set the 2015 -16
rates, CalPERS will employ an amortization and smoothing policy that will pay for all gains and losses over a
fixed 30 -year period with the increases or decreases in the rate spread directly over a 5 -year period. The
impact of this new actuarial methodology is reflected in the 'Analysis of Future Invesbnent Return
Scenario.' subsection of the "RiskAnaiysisnsection of your report.
On January 1, 2013, the Public Employees' Pension Reform Act of 2013 ( PEPRA) took effect. In addition to
creating new retirement formulas for newly hired members PEPRA also effectively closed all existing active
risk pools to new employees. As such it is no longer appropriate to assume that the payroll of the risk pools
for the classic formulas will continue to grow at 3 percent annually. Funding the promised pension benefits
as a percentage of payroll would lead to the underfunding of the plans. In addition the current allocation of
the existing unfunded liabilities based on payroll would create equity issues for employers within the risk
pools. Furthermore the declining payroll of the classic formula risk pools will lead to unacceptable levels of
employer rate volatility.
In order to address these issues the CalPERS Board of Administration approved at their May 21, 2014
meeting structural changes to the risk pools. All pooled plans will be combined into two active pools, one for
all miscellaneous groups and one for all safety groups, effective with the 2013 valuations. By combining the
pools this way the payroll of the risk pools and the employers within the pools can once again be expected
to increase at the assumed 3 percent annual growth. However two important changes are being made
which will affect employers.
1. Beginning with FY 2015 -16 CalPERS will collect employer contributions toward your unfunded
liability and side fund as dollar amounts instead of the prior method of a contribution rate. This
change will address the funding issue that would still arise from the declining population of classic
formula members. Although employers will be invoiced at the beginning of the fiscal year for their
unfunded liability and side fund payments the plan's normal cost contribution will continue to be
collected as a percentage of payroll.
2. The pool's unfunded liability will be allocated to each individual plan based on the plan's total
liability rather than by the plan's individual payroll. This will allow employers to track their own
unfunded liability and pay it down faster if they choose. The change in the allocation of unfunded
liabilities will result in some employers paying more towards their unfunded liability and some
paying less.
The impact of most of the PEPRA changes will first show up in the rates and the benefit provision listings of
the June 30, 2013 valuation that sets the contribution rates for the 2015 -16 fiscal year. For more detailed
information on changes due to PEPRA, please refer to the CalPERS website.
In 2014 CalPERS completed a 2 -year asset liability management study incorporating actuarial assumptions
and strategic asset allocation. On February 19, 2014 the CalPERS Board of Administration adopted relatively
modest changes to the current asset allocation that will reduce the expected volatility of returns (see
Appendix). The adopted asset allocation is expected to have a long- term blended return that continues to
support a discount rate assumption of 7.5 percent. The Board also approved several changes to the
demographic assumptions that more closely align with actual experience. The most significant of these is
mortality improvement to acknowledge the greater life expectancies we are seeing in our membership and
expected continued improvements. The new actuarial assumptions will be used to set the FY 2016 -17
contribution rates for public agency employers. The increase in liability due to new actuarial assumptions
will be calculated in the 2014 actuarial valuation and will be amortized over a 20 -year period with a 5 -year
ramp -up /ramp -down in accordance with Board policy.
Rate Plan belonging to the Safety Risk Pool Page 5 ✓
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
This section 1 report for the SAFETY PLAN of the CITY OF SAN LUIS OBISPO of the California Public
Employees' Retirement System (CalPERS) was prepared by the Plan Actuary in order to:
• Set forth the assets and accrued liabilities of this plan as of June 30, 2013;
• Determine the required employer contribution for this plan for the fiscal year July 1, 2015 through June
30, 2016;
Provide actuarial information as of June 30, 2013 to the CalPERS Board of Administration and other
interested parties; and
• Provide pension information as of June 30, 2013 to be used in financial reports subject to Governmental
Accounting Standards Board (GASB) Statement Number 27 for a Cost Sharing Multiple Employer
Defined Benefit Pension Plan.
The use of this report for any other purposes may be inappropriate. In particular, this report does not
contain information applicable to alternative benefit costs. The employer should contact their actuary before
disseminating any portion of this report for any reason that is not explicitly described above.
California Actuarial Advisory Panel Recommendations
This report includes all the basic disclosure elements as described in the Model Disclosure Elements for
Actuarial Valualion Reports recommended in 2011 by the California Actuarial Advisory Panel (CARP), with
the exception of including the original base amounts of the various components of the unfunded liability in
the Schedule of Amortization Bases shown on page 12.
Additionally, this report includes the following "Enhanced Risk Disclosures" also recommended by the CAAP
in the Model Disclosure Elements document:
• A "Deterministic Stress Test," projecting future results under different investment income
scenarios
• A "Sensitivity Analysis," showing the impact on current valuation results using a 1 percent plus or
minus change in the discount rate.
Rate Plan belonging to the Safety Risk Pool Page 6
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
Plan's Fended Status
1. Present Value of Projected Benefits (PVB)
2. Entry Age Normal Accrued Liability
3-Plan's Market Value of Assets (MVA)
4. Unfunded Liability [(2) - (3)]
5. Funded Ratio [(3) / (2)]
,pacteTN Contributions
June 30, 2012
June 30, 2013
175,463,574
$ 179,399,535
149,614,808
154,745,704
92,263,961
1001909,667
57,350,847
53,836,037
61.7%
65.2%
The contribution rate and amount shown below is an estimate for the employer contribution for fiscal year
2016 -17. The estimated contribution is based on a projection of the most recent information we have
available, including an estimate of the investment return for fiscal year 2013 -14, namely 18.0 percent. It
also reflects implementation of the direct rate smoothing method and the impact of new.actuarial
assumptions.
Projected Employer Contribution Rate:
Projected Plan UAL Contribution
21.3%
3,402,670
The estimate also assumes that there are no liability gains or losses among the plans in your risk pool, that
your plan has no new amendments in the next year, and that your plan's and your risk pool's payrolls both
increase exactly 3.0 percent in the 2013 -14 fiscal year. Therefore, the projected employer contribution for
2016 -17 is strictly an estimate. Your actual rate for 2016 -17 will be provided in next year's valuation report.
A more detailed analysis of your projected employer contributions over the next five years can be found in
the "Risk Analysis" section of this report.
Rate Plan belonging to the Safety Risk Pool
Page 8 ✓
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
As part of this report, a sensitivity analysis was performed to determine the effects of various investment
returns during fiscal years 2014 -15, 2015 -16 and 2016 -17 on the 2017 -18, 2018 -19 and 2019 -20 employer
rates. Once again, the projected rate increases assume that all other actuarial assumptions will be realized and
that no further changes to assumptions, contributions, benefits, or funding will occur.
Five different investment return scenarios were selected.
• The first scenario is what one would expect if the markets were to give us a 5th percentile return from
July 1, 2014 through June 30, 2017. The 5th percentile return corresponds to a -3.8 percent return for
each of the 2014 -15, 2015 -16 and 2016 -17 fiscal years.
• The second scenario is what one would expect if the markets were to give us a 25`h percentile return
from July 1, 2014 through June 30, 2017. The 25h percentile return corresponds to a 2.8 percent
return for each of the 2014 -15, 2015 -16 and 2016 -17 fiscal years.
• The third scenario assumed the return for 2014 -15, 2015 -16, 2016 -17 would be our assumed 7.5
percent investment return which represents about a 49th percentile event.
• The fourth scenario is what one would expect if the markets were to give us a 75th percentile return
from July 1, 2014 through June 30, 2017. The 75th percentile return corresponds to a 12.0 percent
return for each of the 2014 -15, 2015 -16 and 2016 -17 fiscal years.
• Finally, the last scenario is what one would expect if the markets were to give us a 95th percentile
return from July 1, 2014 through June 30, 2017. The 95th percentile return corresponds to a 18.9
percent return for each of the 2014 -15, 2015 -16 and 2016 -17 fiscal years. F
The table below shows the estimated projected contribution rates and the estimated increases for your plan
under the five different scenarios.
2014 -17 Investment
Return Scenario
_
Estimated Employer UAL Contribution
Estimated Total
Change in Employer
UAL Contribution
between 2016 -17
and 2019 -20
2017 -18
2018 -19
2019 -20
-3.8% 5th rcentile
; 3,976 688
$4,779,459
15,812,444
12,409,774
2.8% 25th percentile)
3,854 011
245
$5,099,3 70
1 696 700
7.5%
$3,766,621
__L4,417
$1,149 349
4 551 651
$1,148 981
12.0% 75th percentile)
3 682 930
$3,885,094
3,944,896
$ 592 226
18.9% 95th perce ntile
3 554 568
3 465 163
0
$ (3,402,670
In addition to the UAL Contribution amounts shown above the estimated employer normal cost of 21.3% of
payroll will also be payable in each of the fiscal years shown above. The projected plan normal cost is expected
to remain relatively stable over this time period.
malysi
s Discount Rates Sensitivity
The following analysis looks at the 2015 -16 employer contributions under two different discount rate scenarios.
Shown below are the employer contributions assuming discount rates that are 1 percent lower and 1 percent
higher than the current valuation discount rate. This analysis gives an indication of the potential required
employer contribution rates if the PERF were to realize investment returns of 6.50 percent or 8.50 percent over
the long -term.
This type of analysis gives the reader a sense of the long -term risk to the employer contributions.
2015 -16 Employer Contribution
As of June 30, 2013
6.50% Discount Rate
( -1 %)
7.50% Discount Rate
(assumed rate)
8.50% Discount Rate
( +1 %)
Plan's Employer Normal Cost
27.6%
20.2%
14.6%
Accrued Liability
154;74S-7G4—
$ 137 960,807
Unfunded Accrued Liability
74,199,125
53,836,017
$ 37,051,140
7
Rate Plan belonging to the Safety Risk Pool Page 19
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
�*
of the Plan's Share of v"
Uyinfunded Accrued Liability,
It is the policy of the CalPERS to ensure equity within the risk pools by allocating the pool's unfunded
accrued liability in a manner that treats each employer fairly and that maintains benefit security for the
me t�bers of the System while minimizing substantial variations in employer contributions. Commencing with
the-June 30, 2013 actuarial valuations and for purposes of allocating the pool's unfunded accrued liability to
air the individual plans within the pool, an individual plan's total unfunded accrued liability (Preliminary Plan
UAL) on a specific valuation date will be set equal to the sum of the outstanding unamortized balances on
the valuation date for the following:
a) Side Fund
b) Plan's share of Pool UAL due to benefit changes (including golden handshakes) provided to the
members of that plan
c) Plan's share of the Pool UAL created before the valuation date for reasons other than benefit
changes
1.
Plan's Accrued Liability
$
154,745,704
2.
Plan's Side Fund
24,618,639 11--
3.
Increase in Plan's AL for amendments in FY 2012 -13
0
4.
Pool's Accrued Liability
$
12,307,135,447
5.
Sum of Pool's Individual Plan Side Funds
461,094,417
6.
Increase in Pool's AL for amendments in FY 2012 -13
817,039
7.
Pre -2013 Pool's UAL
$
1,391,710,886
8.
Plan's Share of Pre -2013 Pool's UAL [(1) -(2)- (3)]/[(4){5) -(6)] * (7)
$
15,288,799
9.
Pool's 2013 Investment & Asset (Gain) /Loss
1,285,245,280
10.
Pool's 2013 Other (Gain) /Loss
(15,159,479)
11.
Plan's Share of Pool's Asset (Gain) /Loss [(1)- (2)- (3)]/[(4)- {5) -(6)] * (9)
14,119,209
12.
Plan's Share of Pool's Other (Gain) /Loss [(1)]/[(4)] * (10)
(190,610)
13.
Plan's UAL as of 6/30/2013 [(2) +(8) +(11) +(12)]
$
53,836,037
1. Plan's Accrued Liability $ 154,745,704
2. Plan's UAL $ 53,836,037
3. Plan's Share of Pool's MVA (1) -(2) $ 100,909,667
Rate Plan belonging to the Safety Risk Pool a Page 11
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CrTY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
P'oc- Employer Contributions
The estimated rate for 2016 -17 is based on a projection of the most recent information we have available,
including an estimated 18.0 percent investment return for fiscal 2013 -14, the impact of the new smoothing
methods adopted by the CalPERS Hoard in April 2013 that will impact employer rates for the first time in 2015-
16 and new actuarial assumptions adopted by the CaIPERS Board in February 2014. These new demographic
assumptions include a 20 -year projected improvement in mortality. A complete listing of the new demographic
assumptions to be implemented with the June 30, 2p14 annual actuarial valuation and incorporated in the
projected rates for FY 2016 -17 and beyond can be found on the CalPERS website at: http: / /www.calpers.ca.gov
/L-i o- docs /a bout/DU bs /em ployedactu arial- assn rnp_t ig ns. x Is
The table below shows projected employer contribution rates (before cost sharing) for the next five Fiscal
Years, assuming CaIPERS earns 18,0% for fiscal year 2013 -14 and 7,50 percent every fiscal year
thereafter, and assuming that all other actuarial assumptions will be realized and that no further changes to
assumptions, contributions, benefits, or funding will occur between now and the beginning of the fiscal year
2016 -17.
New Rate Projected Future Employer Contribution Rates
2015 -16 2016 -17 2017 -18 2018 -19 2019-20, 2020 -21
Normal Cost %: 20.230% 21.3% 21.3% 21.3% 21.3% 21.3%
UAL 3,056,723 3,402,670 $ 3,766,621 $ 4,149,349 $ 4,551,651 $ 4,711.901
In 2014 CalPERS completed a 2 -year asset liability management study incorporating actuarial assumptions and
strategic asset allocation. On February 19, 2014 the CalPERS Board of Administration adopted relatively modest
changes to the current asset allocation that will reduce the expected volatility of returns. The adopted asset
allocation is expected to have a long- term blended return that continues to support a discount rate assumption
of 7.5 percent. The newly adopted asset allocation has a lower expected investment volatility that will result in
better risk characteristics than an equivalent margin for adverse deviation. The current asset allocation has an
expected standard deviation of 12.45 percent while the newly adopted asset allocation has a lower expected
standard deviation of 11.76 percent.
The investment return for fiscal year 2013 -14 was announced July 14, 2014. The investment return in fiscal
year 2013 -14 is 18.42 percent before administrative expenses. This year, there will be no adjustment for real
estate and private equities. For purposes of projecting future employer rates, we are assuming a 18.0 percent
investment return for fiscal year 2013 -14.
The investment return realized during a fiscal year first affects the contribution rate for the fiscal year 2 years
later. Specifically, the investment return for 2013 -14 will first be reflected in the June 30, 2014 actuarial
valuation that will be used to set the 2016 -17 employer contribution rates, the 2014 -15 investment return will
first be reflected in the June 30, 2015 actuarial valuation that will be used to set the 2017 -18 employer
contribution rates and so forth.
Based on a 18.0 percent investment return for fiscal year 2013 -14, the April 17, 2013 CalPERS Board- approved
amortization and rate smoothing method change, the February 18, 2014 new demographic assumptions
including 20 -year mortality improvement using Scale BB and assuming that all other actuarial assumptions will
be realized, and that no further changes to assumptions, contributions, benefits, or funding will occur between
now and the beginning of the fiscal year 2016 -17, the effect on the 2016 -17 Employer Rate is as follows:
Estimated 2016 -17 Estimated Increase in
Employer Contribution Employer Contribution between
2015 -16 and 2016 -17
Normal Cost W 21.3% 1.1%
UAL $ $ 3,402,670 $ 345,947
Rate Plan belonging to the Safety Risk Pool Page 18 V
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
Below is an estimate of the financial position of your plan if you had terminated your contract with CalPERS
as of June 30, 2013 using the discount rates shown below. Your plan liability on a termination basis is
calculated differently compared to the plan's ongoing funding liability. For this hypothetical termination
liability both compensation and service is frozen as of the valuation date and no future pay increases or
sgwice accruals are included. In December 2012, the CalPERS Board adopted a more conservative
investment policy and asset allocation strategy for the Terminated Agency Pool. Since the Terminated
Agency Pool has limited funding sources, expected benefit payments are secured by risk -free assets. With
this change, CalPERS increased benefit security for members while limiting its funding risk. This asset
allocation has a lower expected rate of return than the PERF. Consequently, the lower discount rate for the
Terminated Agency pool results in higher liabilities for terminated plans.
In order to terminate your plan, you must first contact our Retirement Services Contract Unit to initiate a
Resolution of Intent to Terminate. The completed Resolution will allow your plan actuary to give you a
preliminary termination valuation with a more up- to-date estimate of your plan liabilities. CalPERS advises
you to consult with your plan actuary before beginning this process.
Valuation Hypothetical
Market Value Unfunded Termination Termination
Date Termination
of Assets Termination Funded Liability
Liability'
(MVA) Liability Ratio Discount
Rate'
06/30/2011 $ 215,149,475 $ 94,068,210 $ 121,081,265 43.7% $ 4.82%
06/30/2012 289,656,302 92,263,961 197,392,341 31.9% 2.98%
06/30/2013 263,263,781 100,909,667 162,354,114 ✓ 38.3% 3.72%
' The hypothetical liabilities calculated above include a 7 percent mortality load contingency in accordance
with Board policy. Other actuarial assumptions, such as wage and inflation assumptions, can be found in
appendix A.
Z The discount rate assumption used for termination valuations is a weighted average of the 10 and 30 -year
US Treasury yields in effect on the valuation date that equal the duration of the pension liabilities. For
purposes of this hypothetical termination liability estimate, the discount rate used, is the yield on the 30-
year US Treasury Separate Trading of Registered Interest and Principal of Securities (STRIPS). Note that as
of June 30, 2014 the 30 -year STRIPS rate is 3.55 percent.
Rate Plan belonging to the Safety Risk Pool Page 20
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
'
ft'Wer for Compfia G ; r,' No.
Disclosure under GASS 27 follows. However, note that effective for financial statements for
fiscal years beginning after June 15, 2014, GASB 68 replaces GASS 27. Disclosure required
up.der GASB 68 will require additional reporting. CalPERS is intending to provide GASB 68
disclosure information upon request for an additional fee. We urge you to start discussions
with your auditors on how to implement GASB 68.
Your plan is part of the Safety Risk Pool, a cost - sharing multiple - employer defined benefit plan. Under GASB
27, an employer should recognize annual pension expenditures /expense equal to its contractually required
contributions to the plan. Pension liabilities and assets result from the difference between contributions
required and contributions made. The contractually required contribution for the period July 1, 2015 to June
30, 2016 has been determined by an actuarial valuation of the plan as of June 30, 2013. Your unadjusted
contribution for the indicated period is a normal cost contribution of 20.230 percent of payroll and an
unfunded accrued liability dollar amount of $3,056,723. In order to calculate the dollar value of the
contractually required contributions for inclusion in financial statements prepared as of June 30, 2016, this
normal cost contribution rate, less any employee cost sharing, and as modified by any subsequent financing
changes or contract amendments for the year, would be multiplied by the payroll of covered employees that
was actually paid during the period July 1, 2015 to June 30, 2016 combined with the UAL amount of
$3,056,723. However, if this contribution is fully prepaid in a lump sum, then the dollar value of contractually
required contributions is equal to the lump sum prepayment. The employer and the employer's auditor are
responsible for determining the contractually required contributions. Further, the required contributions in
dollars and the percentage of that amount contributed for the current year and each of the two preceding
years is to be disclosed under GASB 27.
A summary of principal assumptions and methods used to determine the contractually required
contributions is shown below for the cost- sharing multiple - employer defined benefit plan.
Valuation Date
June 30, 2013
Actuarial Cost Method
Entry Age Normal Cost Method
Amortization Method
Level Percent of Payroll
Asset Valuation Method
Market Value
Actuarial Assumptions
Discount Rate
7.50% (net of administrative expenses)
Projected Salary Increases
3.30% to 14.20% depending on Age, Service, and type of employment
Inflation
2.75%
Payroll Growth
3.00%
Individual Salary Growth
A merit scale varying by duration of employment coupled with an
assumed annual inflation growth of 2.75% and an annual production
growth of 0.25 %.
Complete information on assumptions and methods is provided in Appendix A of the Section 2 report.
Appendix B of the Section 2 report contains a description of benefits included in the Risk Pool Actuarial
Valuation.
A Schedule of Funding for the Risk Pool's actuarial value of assets, accrued liability, their relationship, and
the relationship of the unfunded liability (UL) to payroll for the risk pool(s) to which your plan belongs can
be found in Section 2 of the report.
Rate Plan belonging to the Safety Risk Pool
Page 22
CALPERS ACTUARIAL VALUATION - June 30, 2013
SAFETY PLAN OF THE CITY OF SAN LUIS OBISPO
CalPERS ID: 7574628515
The actuarial calculations supplied in this communication are based on a number of assumptions about very
long -term demographic and economic behavior. Unless these assumptions (terminations, deaths,
disabilities, retirements, salary growth, and investment return) are exactly realized each year, there will be
differences on a year - to-year basis. The year -to -year differences between actual experience and the
assumptions are called actuarial gains and losses and.serve to lower or raise the employer's rates from one
year to the next. Therefore, the rates will inevitably fluctuate, especially due to the ups and downs of
investment returns.
Asset Volatility Ratio (AVR)
Plans that have higher asset to payroll ratios produce more volatile employer rates due to investment
return. For example, a plan with an asset to payroll ratio of 8 may experience twice the contribution
volatility due to investment return volatility, than a plan with an asset to payroll ratio of 4. Below we have
shown your asset volatility ratio, a measure of the plan's current rate volatility. It should be noted that this
ratio is a measure of the current situation. It increases over time but generally tends to stabilize as the plan
matures.
Liability Volatility Ratio (LVR)
Plans that have higher liability to payroll ratios produce more volatile employer rates due to investment
return and changes in liability. For example, a plan with a liability to payroll ratio of 8 is expected to have
twice the contribution volatility of a plan with a liability to payroll ratio of 4. The liability volatility ratio is also
included in the table below. It should be noted that this ratio indicates a longer -term potential for
contribution volatility and the asset volatility ratio, described above, will tend to move closer to this ratio as
the plan matures.
Rate Volatility As of June 30, 2013
1. Market Value of Assets
2. Payroll
3. Asset Volatility Ratio (AVR = 1. / 2.)
4. Accrued Liability
5. Liability Volatility Ratio (LVR = 4. / 2.)
Rate Plan belonging to the Safety Risk Pool
100,909,667
9,981,329
10.1
154,745,704
15.5 V
Page 17