Suggestions for Class Activities
1. Real World Scenario
A Financial Times article reported the following:
Pension funds may act over inflated returns
By Julie Earle in New York
US pension funds are considering a crackdown on companies that inflate their earnings by using
too high pension fund return assumptions.
Calpers, the number one pension fund, and its sister fund Calstrs, are weighing up whether to
assess high-return assumptions on other companies’ pension funds, as part of their investing
strategy.
Companies like Weyerhaeuser, the forest products group, Delta Airlines, General Motors and
Ford have stuck with their high pension fund return assumptions, in spite of the sinking stock
market.
If companies do not make their assumed pension fund returns, they would then need to make up
the difference. Any earnings revisions are likely to harm companies’ share prices.
“In many corporations in America, pension income has been a substantial part of revenue growth
in the past three years,” said Kathleen Connell, California’s state controller and a board member
of Calpers and Calstrs.
“If you subtract pension earnings, you end up with an entirely different value for share prices.
These are phantom earnings,” she said.
A 2002 study of 50 of the largest pension plans by Millima USA, a Seattle-based actuarial firm,
shows the average rate of return on assets for 2001 was 9.3 per cent, producing an expected
return of $54bn. The actual returns, however, were a negative $36bn, a loss of more than $90bn.
Ms Connell wants Calpers and Calstrs to assess too high pension fund return assumptions as part
of their investing strategy. Both funds have said they will discuss the issue, but the process is
likely to be a lengthy one.
The funds are already assessing an overhaul of stock option accounting and whether to ban
investing in companies that relocate to offshore tax havens.
Ms Connell said pension fund investors, hit hard by losses on accounting scandals like
WorldCom and Enron, did not need any more pain.
In some cases, companies’ pension income accounted for more than 50 per cent of corporate net
income, she said. General Motors and IBM both assume they can earn 10 per cent a year on their
pension reserves. In GM’s case, 60 per cent of the pension fund is invested in equities.
Warren Buffet, the investment guru, has warned for some time that fund managers’ long-term
return assumptions for equities are “delusional.”
Ms Connell said pension fund return earnings would not be reason alone for investing or
divesting in a company’s stock, but part of the funds’ due diligence in reviewing companies.
Suggestions:
Ask students to discuss how companies “inflate their earnings by using too high pension fund
return assumptions.”