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October 2008

Cover:Outward Bound?

Illustration By Chris Buzelli
"The brothel is not yet open, but there is a line of sailors around the block." That's one unnamed observer's comment on the growing number of financial entities—investment banks, private equity firms, insurance companies, and hedge funds—that are looking to position themselves for the next great opportunity in defined benefit investment management: risk transfer.

"The brothel is not yet open, but there is a line of sailors around the block." That's one unnamed observer's comment on the growing number of financial entities—investment banks, private equity firms, insurance companies, and hedge funds—that are looking to position themselves for the next great opportunity in defined benefit investment management: risk transfer.

However, a recent Treasury Department ruling underlines that the grand prize will remain elusive a little longer—Treasury has reiterated that current law prevents financial firms from taking over frozen plans, but it also left the door open for legislation to allow it.

In fact, Treasury's input likely will stoke the fires, as it indicates that legislation may be in the making. Certainly, some prominent pension players in Washington are indicating an open mind. Asked if it potentially could be a good idea to let financial companies take over sponsorship of some frozen pension plans from employers, Pension Benefit Guaranty Corp. (PBGC) Director Charles Millard says, "You use the right word, which is 'potentially.'"

It would work if set up to ensure that "pension beneficiaries are more secure, and the pension-insurance system is also more secure," Millard says. That means making sure that only companies with a strong enough balance sheet, a willingness to fully assume a plan's liabilities, and a credit rating superior to the previous sponsor could do buyouts.

"You want a large company that is very well-funded," Millard says. "You certainly want to improve the level of security for employees and pension beneficiaries."

The concept has precedent in Europe. Citigroup agreed to take over the frozen pension fund of Thomson Regional Newspapers, becoming the first bank in Britain to buy out a company's retirement plan. A clutch of specialist firms in the U.K. is talking about similar deals, although on-the-ground action remains a rarity.

In the U.S., the usual suspects are doing the rounds—JPMorgan, Goldman Sachs, and Morgan Stanley—but insurance companies, specifically Prudential and MetLife, and more focused groups like Duff Capital also have made their ambitions evident.

However, these ambitions first must clear two relatively high hurdles: The first is a function of present law; the second is that all of these "solutions" are expensive, even if less expensive than the terminal annuities now available.

Many who had been concerned about the possibility took heart when, in August, the Treasury Department and the Internal Revenue Service issued  Revenue Ruling 2008-45 , stating unequivocally that current law prohibits the transfer of a tax-qualified pension plan from an employer to an unrelated taxpayer unless it is connected with a transfer of "significant business assets, operations, or employees."

The agencies said that a deal like that violates federal law that plans must be managed for the exclusive benefit of participants, says Kathryn Ricard, Vice President, Retirement Policy, at The ERISA Industry Committee in Washington.

However, at the same time, the feds released a framework of six principles to guide development of legislation that would permit these transactions: plan participants, their representatives, and ERISA regulators must get advance notice of a transfer, and regulators must receive enough information to review and approve a proposed deal; only "financially strong entities in well-regulated sectors" could acquire a plan; any deal must lessen risks to participants' benefits and the pension-insurance system, and be in the best interests of participants and beneficiaries; limitations on transfers must be imposed "to limit undue concentration of risk"; a new sponsor would assume full responsibility for a transferred plan's liabilities, as well as comply with reporting and fiduciary requirements; and subsequent transfer transactions would be subject to the same rules as original transfer transactions.

"That was pretty unusual," Ricard says. "It is very interesting that they did that: It shows some interest on their end, but their hands are tied."

So far, no one in Congress has started leading the effort to pass legislation. Representative Earl Pomeroy, a North Dakota Democrat and influential voice on retirement issues as a member of the House Ways and Means Committee, has been quoted by The Washington Post as saying, "My initial take on all of this is: This has a lot more to do with taking care of CEOs than taking care of workers. CEOs could look at this as a very useful way to get the uncertainties of pension funding and liability off their books."

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