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Good Pension Design

Peter Diamond
March 1, 2016

Purposes of a pension system
• The primary objective of pensions is
economic security in old age.
• Achieving that objective requires:
– consumption smoothing across a person’s
lifetime,
– insurance against low income and wealth in
old age,
– poverty relief.
2

Primary objective of pension design
• Optimizing old-age security, including the
cost of providing it; recognizing:
– incentives concerning labor supply and labor
mobility,
– effects from the way the financing of pensions
is organized,
– the presence of opportunities for better risk
sharing
– diversities in labor market experience and
family structure
3

Sweden
• 1913

First national pension system

• 1946

Basic Pension

• 1959

ATP pension

• 1994 “There are compelling reasons
for carrying out a thorough-going reform
today that will provide a new modernized
pension system.” (Parliamentary bill
1993/94:250)
4

Sweden
Name

Type of pension

Inkomstpension
(16%)

Notional defined
contribution

Premium
pension
(2.5%)

Funded defined
contribution

Guaranteed
pension

Minimum pension
guarantee
5

Transition 1
•

Persons born in or after 1954
are wholly covered by the new old-age
pension.

• Persons born in or before 1937
have their pension calculated according
to earlier rules. But with some changes.
6

Transition 2
• Persons born between 1938 and 1953
are covered by the new system
• A fraction of their income-based pension
calculated according to earlier rules.
– Persons born in 1938 have 16/20 from the old
system;
– those born in 1953 have 1/20 from the old
system.

.
7

Funding in Sweden
• Premium Pension: full funding
• Inkomstpension: buffer stock to smooth
the ability to pay benefits

8

Chile
• 1924

Start: Workers’ Insurance

• By 1979, over 100 different social
security schemes
• 1981

Individual accounts (AFP)

• 2008

Solidarity Pillar (PBS, APS)
9

Chile
Name

Type of pension

1981: Individual
account (AFP)

Funded defined
contribution

2008: Basic
Solidarity Pension
(PBS)

Non-contributory
pension for people
without a pension

2008: Solidarity
Pension
Contribution (APS)

Non-contributory
pension complements
contributory pensions
10

Transition
• Mandatory for employees joining the
workforce for the first time from January
1983
• Voluntary for those who were already
members of the Old System
• Voluntary for self-employed workers
11

Cost of the transition
• Present value of 136% of the GDP in
1981.
• From:
– recognition bonds,
– operational deficit, and
– state-guaranteed minimum pension
12

Cost of the transition
• Almost 5% of GDP in 1984.
• 1.6% of GDP in 2012.
• The total cost will not disappear until
2050, taking 70 years to pay off, in
contrast to original projections
13

Comparison of administration costs (in HKD) per
account and member
Country
Cost per account
Hong Kong
400
Australia
1,500
Mexico
80
Chile
300

Cost per member
1,000
3,800
80
325

The cost comparison does not take into account the differences in cost of
living of the reference systems.
Source: Managing the changing landscape of retirement savings, Report on a
study of administrative costs in the Hong Kong Mandatory Provident Fund
system, November 2012
14

The demonstration effect of Chile
• Peru (1993), Argentina (1994), Colombia
(1994), Uruguay (1996), Bolivia (1997), Mexico
(1997), El Salvador (1998), Ecuador (2001),
Costa Rica (2001), the Dominican Republic
(2003–05), and Panama (2005–07)
• Hungary (1998), Poland (1999), Latvia (2001),
Bulgaria (2002), Estonia (2002), Lithuania
(2004), Slovakia (2005) and Romania (2008).
• China (1998) and Hong Kong (2000).
15

Retreat from individual accounts
• Estonia, Latvia, Lithuania, Poland and
Romania changed the balance of
contributions: less to individual accounts and
more to finance Pay-As-You-Go (PAYG)
benefits.
• Hungary and Argentina abandoned individual
accounts altogether and transferred both the
flow of contributions and the stock of assets to
the PAYG system.
16

Many Asian countries (for instance
China, Thailand and the Philippines)
have experienced difficulties in
implementing individual retirement
accounts, whether mandatory or on
voluntary basis. Developing robust
annuities markets, particularly
important for defined contribution
pension systems, has been especially
difficult for many Asian countries.
Lessons for Asian Countries from Pension
Reforms in Chile, By Prof. Mukul G.Asher
and Deepa Vasudevan, June 2008

Chile
Name

Type of pension

1981: Individual
account (AFP)

Funded defined
contribution

2008: Basic
Solidarity Pension
(PBS)

Non-contributory
pension for people
without a pension

2008: Solidarity
Pension
Contribution (APS)

Non-contributory
pension complements
contributory pensions
18

Funding in Chile
• AFP full funding
• Solidarity pension system
– Pension Reserve Fund (PRF) receives
payments from the government:
• 0.2% of the previous year’s gross domestic
product (GDP).
• If the actual fiscal surplus exceeds 0.2% of GDP,
the PRF receives the surplus, up to a maximum
of 0.5% of GDP.

– Actuarial evaluation every three years.
19

Proportion of contributors as a percentage of affiliates
December 2014 (AIOS, Boletin, 27)

•
•
•
•
•
•
•
•
•

Chile
Colombia
Costa Rica
El Salvador
Mexico
Panama
Peru
R. Dominicana
Uruguay

56.2
42.0
62.1
25.0
29.9
54.0
44.0
47.9
62.1
20

Asian countries such as India, Indonesia
and China, which have substantial levels
of informal sector employment, must
address the additional challenge of
poverty prevention in their large unskilled
and semi-skilled, highly mobile force that
works outside the formal system.
Lessons for Asian Countries from Pension
Reforms in Chile, Prof. Mukul G.Asher and
Deepa Vasudevan, June 2008

Canada
Name

Type of pension

Canada Pension Partially funded defined
benefit
Plan (CPP)
Citizen’s pension
Old Age
Security (OAS).
Minimum income
Guaranteed
guarantee
Income
Supplement
22

Funding the Canada Pension Plan
• The CPP Investment Board is governed
independently from the CPP.
• Employer and employee contributions are
projected to cover 75–80% of future CPP
benefits, with investment returns covering
20–25%.

23

CPP Actuarial Report
• Every three years, the Chief Actuary of
Canada reviews the contribution rate
required to sustain the CPP over the next
75 years.
• If the system is not financially sustainable
there is a semi-automatic adjustment that
freezes benefits and increases the
contribution rate until the next triennial
evaluation.
24

Pension Reform in China:
Issues, Options and
Recommendations
Nicholas Barr and Peter Diamond
February 2010

25

A key test of a decent society is the living
standards of its older people, particularly the
poorer among them.
Nicholas Stern

Pension Reform A Short Guide, Nicholas Barr and
Peter Diamond, Oxford University Press, 2010, p. vii.