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Vested liability calculation

U.S. qualified, U.S. public, universal and Canadian registered pension modes

ProVal computes the following vested liabilities:

No vested liability normal cost is calculated.

Inclusion of benefits in vested liability

For each Benefit Definition initiated by a decrement Contingency (retirement, termination, death and disability), a check box indicates whether to include it in vested liabilities. (Benefits included in vested liabilities are referred to as "vested benefits" in the remainder of this article.)  Any number of benefits (from none to all) may be designated as vested benefits and, for any decrement cause, you may designate multiple benefits as vested.  However, to calculate vested liabilities, at least one benefit initiated by the termination contingency must be designated as vested when the benefit applies to actives. If the benefit applies only to "Vested valued through active" participants, a benefit initiated by termination is not required unless you wish to value an alternate vested benefit.

Benefits designated as payable upon death from active status may be considered vested benefits. This accommodates return of employee contribution benefits as well as other death benefits, which some actuaries value as vested and others do not.

Although disability benefits may be specified as vested benefits, this might be undesirable, especially in the U.S. qualified mode, and will significantly increase the time to process vested liabilities. If no disability benefits are designated as vested, ProVal will consider whether the participant is eligible for a vested retirement or termination benefit upon disablement and, if so, compute a vested liability for disablement (as discussed below).   

Vesting Eligibility

Eligibility for vested benefits is based on current service and either current or decrement age:

The parameters that indicate these selections (current vs. decrement age, valuation date vs. six months later if decrement timing is midyear) are found in the vested liability section of the Liability MethodologyCurrent Liability or Liability Methods - Accounting topic, depending on the type of liability computed.

Note that:

If the participant is not eligible for any vested retirement benefits, retirement rates are "added to" the termination rates. That is, retirement rates are applied to value the termination benefit, not the retirement benefit. (Note:  valuing the termination benefit instead of the retirement benefit will produce a vested liability not equal to the accrued benefit liability value, if these benefits are not actuarially equivalent on the valuation assumption mortality and interest bases, as is often the case when the retirement benefit is reduced for early commencement and the termination benefit is deferred to normal retirement age.)

The phrase "added to" is in quotes because the value of benefits paid on annuity payment forms because of these retirements will incorporate the mortality table associated with retirement rates, not the mortality table associated with termination rates (if different). However, if the termination Benefit Definition’s Payment Form is a lump sum type, then the value of the underlying payment form of a lump sum factor Benefit Formula Component used in the Benefit formula of the Benefit Definition is based on the mortality basis applicable to active members after termination, not retirement, has occurred. This methodology is followed because, with the latter coding, the lump sum present value of the annuity is part of the benefit amount paid upon decrement, not part of the Benefit Definition’s payment form.

If the participant is not eligible for any vested disability benefits, disability rates will be "added to" retirement rates if the participant is eligible for a vested retirement benefit and "added to" termination rates otherwise. That is, disability rates are applied to value the retirement benefit or the termination benefit, respectively.  

Again, the phrase "added to" is in quotes because the value of benefits paid on annuity payment forms because of these disablements will incorporate the mortality table associated with disability rates, not the mortality table associated with retirement or termination rates (so the rates can’t actually be simply added together). However, if the retirement or termination Benefit Definition’s Payment Form is a lump sum type, then the value of the underlying payment form of a lump sum factor Benefit Formula Component used in the Benefit formula of the Benefit Definition is based on the mortality basis applicable to active members after retirement or termination (respectively), not disablement, has occurred. This methodology is followed because, with the latter coding, the lump sum present value of the annuity is part of the benefit amount paid upon decrement, not part of the Benefit Definition’s payment form.

If retirement rates are defined as "<rates by benefit>" and a participant is eligible for at least one retirement benefit, but not all retirement benefits, the retirement rates applicable to any benefits for which the participant is not eligible will be "added to" the retirement rates for the benefit(s) for which the participant is eligible. That is, retirement rates for the benefit the participant is not eligible for (e.g., Benefit 1) are applied, to value the benefit(s) he/she is eligible for (e.g., Benefit 2), at decrement ages when the participant would have been eligible for Benefit 1 if still in active service. If the participant is eligible simultaneously for multiple benefits with different retirement rate tables, the retirement rates applicable to any benefits for which the participant is not eligible will be split evenly across the benefits for which the participant is eligible.

If the participant is not eligible for any vested benefit, the vested liability will be zero.

Vested accrued benefits

Vested liabilities are always based on the accrued benefit value, with interest to the decrement date for cash balance components, regardless of how the unit credit benefits are attributed – i.e., vested liability is calculated using the accrual rate proration attribution method, reflecting any custom attribution rates specified for unit credit (except that Benefit Formula Components of the table type that have a service dimension, e.g., a graded vesting schedule, receive special treatment). This is consistent with ASC 715, which defines the vested benefit obligation as “the actuarial present value of vested benefits”. Vested benefits, in turn, are defined as "benefits for which the employee's right to receive a present or future pension benefit is no longer contingent on remaining in the service of the employer".  

As (discussed above) for eligibility, under beginning of year decrement timing, the accrued benefit is always determined as of the valuation date.  Under middle of year decrement timing, if the Under MOY decrements, current age and service determined at vesting eligiblity parameter is set to "BOY", then the accrued benefit is determined as of the valuation date.  If it is set to "MOY", then the accrued benefit is as of the valuation date plus half a year, with salary and service frozen at the valuation date. Thus, the midyear accrued benefit will differ from the valuation date accrued benefit if the Benefit formula contains components whose value depends on age, such as age-based tables and lump sum factors.

Service will be frozen for evaluating all ProVal Benefit Formula Components, including table components, provided that the Lookup table values using projected age & service, except: parameter (accessed via the Advanced button) is set to the Freeze service for vested liabilities option. Thus, if early retirement reduction or vesting schedules, both of which are specified in ProVal as table components, are service-related, the vested liability calculation will reflect only the age-based values associated with service as of the valuation date. There will be no "freezing", however, of service for "look up" from decrement rate reference tables that are service-related.