2012 AM Paper - Q6C

Hi all,

2012 paper absolutely killed me - currently reviewing it but it’s not pretty.

It’s a while back so i think some of the Qs aren’t relevant or talk to a LOS which is no longer examinable. For example, i can’t find anyhting in the curriculum on Q6C to do with “funding shortfall” in the institutional investor IPS section.

I’ve "CTRL + F"d to death but cannot find anything relating to this in the books - can anyone see anything similar in the books?

Thanks

if L greater than A, funding shortfall

opposite of a surplus

Sorry, should have been more specific.

I get what a funding shortfall is, the question I’m referring to is asking for discussion of reasons for why an AO asset allocation may lead to a funding shortfall (for a 70% equity 30% bond allocation).

The reasons in the answer guidelines make sense and i’ll remember them (i.e. E® may NOT be = realised R & debt-like liabilities being funded by equities) but i cant find any discussion in the curriculum on this, or an LOS assigned to it.

The previous 2012 LOS that the question was addressing was “compare funding shortfall and asset/liability mismatch as sources of risk faced by pension plan sponsors”

I think you are over-thinking it and this is a case of Level 3 where you get the marks for stating the bleeding obvious which is if returns don’t turn out as you’d hoped then you ill be in a shortfall. The other mark was for saying equities are volatile and I can’t imagine it’s possible to get to level 3 without figuring that out too!

Haha - fair. I gave myself half marks because i didn’t talk about expected return may not equal realised returns…but yes, thankfully mentioned equities are volatile!