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HomeMy WebLinkAboutResolution - 2018-R0373 - Actuarial Audit Report - 10/25/2018Resolution No. 2018-RO373 Item No. 6.3 October 25, 2018 RESOLUTION WHEREAS, the City Council has reviewed the Actuarial Audit Report of the Lubbock Fire Pension Fund and finds that it complies with the actuarial audit requirements of Section 802,1012 of the Texas Government Code; NOW THEREFORE; BE IT RESOLVED BY THE CITY COUNCIL OF THE CITY OF LUBBOCK: THAT the Actuarial Audit Report of the Lubbock Fire Pension Fund BE and is hereby accepted for the City of Lubbock, Texas. Said Report is attached hereto and incorporated in this Resolution as if fully set forth herein and shall be included in the minutes of the City Council. Passed by the City Council on the _.25th day of _ _October , 2018. DANIEL M. POPE, MAYOR ATTEST: qe4 ecca Garza, City Secre ry APPROVED AS TO CONTENT: D. Blu Kost ich, Chief Financial Officer APPROVED AS TO FORM: A y eputy i torney RES.Accept Audit Report LFPF for 2018 (10-11-18) :clj0 9mrri:an Slid. Al"e.r Suit, S0+1 952-;`6_:`..111 Eslnomin m�i, AtA i3.1; 1 wv, ,,aie c an l SA Gallagher Insurance I Risk Management i Consulting October 8, 2018 Ms. Linda Cuellar Director of Accounting City of Lubbock, TX 79401 Re: Actuarial Audit — Lubbock Fire Pension Fund Dear Ms. Cuellar: Gallagher Benefit Services, Inc. is pleased to provide the enclosed documents which collectively represent the final report of the Actuarial Audit of the Lubbock Fire Pension Fund. Report Contents The following documents are enclosed: The Preliminary Draft Actuarial Audit Report. The enclosed report is unchanged from the report provided to the City on September 51h. The report includes (1) a Plan Liability Audit to verify the accuracy of the Fund's actuarial valuation, (2) an Actuarial Assumption & Cost Method Review to provide a thorough analysis of the economic and demographic assumptions and the actuarial cost methods used to determine the results presented by the Fund's actuary, and (3) a Summary of Findings & Recommendations to restate the significant findings of the audit. ■ The Fund's response to the Preliminary Draft Actuarial Audit Report. The Fund's response consists of a letter dated September 24th from John M. Crider, Jr., the Fund's actuary. ■ Copies of emails verifying the above delivery dates. Purpose of the Report This report is in response to the actuarial audit requirements of Government Code Chapter 802.1012. The law requires an actuarial audit of the actuarial valuations, studies, and reports for the five year period from January 1, 2012 through December 31, 2016. This report attempts to meet the requirements of the law as well as provide the City with other information that we believe is important to fully understand the current status and future of the Fund. ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND The process to convert liability estimates into contribution requirements involves several steps as described on the previous page. The following chart demonstrates the process: Present Value of Benefits Actuarial Accrued Liability — — — — — ' Value of Assets Unfunded i Liability i Required Contribution = 4 Present Value of Future i Normal Costs i — — — J aau�x � ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND A summary of the liabilities presented in the December 31, 2016 Actuarial Valuation and those calculated by GBS are shown below: Present Value of Benefits Crider GBS Difference Comments The Plan Liability Audit indicates that the liability and normal cost estimates by GBS are in the aggregate reasonably close to estimates by the Fund's actuary. Differences less than 5% are generally considered to be a reasonable match. GBS's liability and normal cost estimates are both within 3% of the amounts determined by the Fund's actuary. Larger differences in the Normal Cost components are noteworthy, but of less concern due to the small difference of the total result. Differences in Normal Cost components may be the result of a difference in classification of liabilities. For example, benefits due to death after termination may be allocated as either a vested termination benefit or a death benefit. Larger percentage differences appear in the Unfunded Actuarial Accrued Liability and Funding Period due to the leveraging effect of taking differences to calculate these values. ■ Active Members $ 185,115,076 $ 183,508,854 -0.9% ■ Service retired 143,408,963 142,946,094 -0.3% ■ Disability retired 1,788,200 1,788,170 0.0% ■ Terminated 796,851 820,003 2.9% ■ Spouse beneficiaries 9,353,427 9,353,445 0.0% ■ Child beneficiaries 228,104 228,138 0.0% Total Present Value of Benefits $ 340,690,621 $ 338,644,704 -0.6% Normal Cost for Active Members ■ Service retired $ 5,348,773 $ 5,492,801 2.7% • Death in active service 175,628 186,037 5.9% ■ Disability 659,869 638,302 -3.3% ■ Termination 588,384 487,884 -17.1% Total Normal Cost $ 6,772,654 $ 6,805,024 0.5% Actuarial Accrued Liability ■ Active Members $ 112,441,833 $ 106,619,840 -5.2% • Service retired 143,408,963 142,946,094 -0.3% • Disability retired 1,788,200 1,788,170 0.0% • Terminated 796,851 820,003 2.9% ■ Spouse beneficiaries 9,353,427 9,353,445 0.0% ■ Child beneficiaries 228,104 228,138 0.0% Total Actuarial Accrued Liability $ 268,017,378 $ 261,755,690 -2.3% Actuarial Value of Assets 194,664,263 194,664,263 0.0% Unfunded Actuarial Accrued Liability $ 73,353,115 $ 67,091,427 -8.5% Projected Pay for 2017 $ 30,503,469 $ 30,503,469 0.0% Total Contribution (% of Payroll) 34.24% 34.24% 0.0% Total Contribution 10,444,388 10,444,388 0.0% Funding Period (Years) 33.5 29.0 -13.4% ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND Section Two — Actuarial Assumption & Cost Method Review In the Plan Liability Audit section of this report, the assumptions and methods used by the Fund's actuary to calculate liabilities were applied to determine the accuracy of the estimated liabilities. In the Actuarial Assumption & Cost Method Review section, the assumptions and methods are examined for reasonableness, and the impact of changes to the assumptions and methods is also explored. The key assumptions and methods consist of economic assumptions regarding investment returns, salary increases and loads, and inflation adjustments and demographic assumptions related primarily to individual participant expectations for turnover, disability, retirement, and death. From time to time, assumption changes are warranted. The most effective way to study and update assumptions is to perform an experience study to evaluate actual plan experience versus expectations. Experience studies are common for public sector plans and are typically done in five-year intervals. The results of the most recent Lubbock Fire Pension Fund Experience Study prepared by John M. Crider, Jr. were included in the December 31, 2016 Actuarial Valuation report. The study generally covered the period from December 31, 2007 through December 31, 2016. The Fund's actuary determines the value of liabilities and assets using actuarial cost methods. An actuarial cost method is used to separate the total liability into past service and future service components and convert current liability estimates into recommended funding requirements. An Actuarial Asset Value is used to determine how asset values should be determined each year. Other cost methods are used to determine how assumptions should be applied to value liabilities. The key assumptions and cost methods used by the Fund's actuary, along with analysis regarding the reasonableness of each assumption and method are discussed in this section. ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND Actuarial Valuation Assumption GBS Analysis Investment Return: I Investment Return: I 7.75% per annum, compounded annually The experience study cited both historical Fund returns, as well as returns for TLFFRA calendar year plans. The five- year average market value rates of returns for the Fund were 5.52%, compared to 6.53% for TLFFRA plans. The Fund's average rate of return since January 1, 1995 was 7.55%. The most recent TLFFRA Pension Report published by the Texas Pension Review Board in February 2018 shows that the median and average assumed rates of return for FYE 2016 were 7.75% and 7.70% respectively. Missing from the above comparison is how the Fund's asset allocation compares to the other plans. According to the Fund's Investment Policy Statement, the target allocation is 55% equity, 25% fixed income, 15% real estate, and 5% low volatility. By comparison, the TLFFRA Pension Report shows the average allocation was 50.57% equities, 20.58% fixed income, 3.64% real estate, 7.87% alternative investments, 3.61 % cash, and 13.72% mutual funds. The Fund appears to have a similar portfolio as their peers (although it is difficult to assess the make-up of "mutual funds" for TLFFRA systems). The other key influence on the assumption should be investment consultant expectations. Presumably this is addressed in survey information as one would hope that all plans in the survey set their own assumption without simply responding to what everyone else is doing. There was no detail provided regarding investment consultant expectations for the Fund, which should be considered based on the Fund's specific investment policy and future outlook. In summary, the Fund's current 7.75% assumption does not seem unreasonable on the basis of the investment allocation and comparisons to its peer group. The Fund's adoption of a 7.75% assumption is close to the average investment return assumption of 7.70% for the TLFFRA Pension Report, and the most common TLFFRA assumption is 7.75%. Given how the Fund's asset allocation compares to others, use of a similar assumption is defensible. The Fund's investment consultant should project a long-term rate of return and consideration should be given to their future expectations. ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND Actuarial Valuation Assumption GBS Analysis Salary Increase Rate: Salary Increase Rate: Compensation increase rates (SS Table 1613) are shown on The salary increase rates decrease as years of service increase, which is a common the table below. assumption format. It is noted that based on the plan's average entry age of 27, a member's compensation increases will average 5.89% per year over their career. Years of Annual Rate of Years of Annual Rate of Service Increase Service Increase 0 11.28% 20 4.00% 1 11.28% 21 4.00% 2 11.28% 22 4.00% 3 11.28% 23 4.00% 4 11.28% 24 4.00% 5 6.08% 25 4.00% 6 6.08% 26 4.00% 7 6.08% 27 4.00% 8 6.08% 28 4.00% 9 6.08% 29 4.00% 10 5.04% 30 4.00% 11 5.04% 31 4.00% 12 5.04% 32 4.00% 13 5.04% 33 4.00% 14 5.04% 34 4.00% 15 4.00% 35 4.00% 16 4.00% 36 4.00% 17 4.00% 37 4.00% 18 4.00% 38 4.00% 19 1 4.00% 39 1 4.00% The experience study shows that average individual salary increase rates have been lower than expected. Over the past two and five years expected increases have been 6.2% and 5.8% respectively, compared to actual increases of 5.1 % and 4.6%. However, the expected average over the past ten years has been closer to actual experience, 5.5% compared to 5.3%. Considering the long-term nature of the salary increase assumption, it seems reasonable to not give undue weight to the more recent experience. The above described approach is a good combination of objective analysis and subjective reasoning. The recommended assumption should not be viewed as being unreasonable when developed on this basis. If recent lower than average increases are expected to continue in the near -term, it may be prudent to consider using a Select and Ultimate approach, where increases vary by period from the measurement date. For example, increases of 1 % less than the current table over the next few years, reverting back to the current table thereafter could help smooth gains or losses. 8 ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND Economic1. . Actuarial Valuation Assumption GBS Analysis Total Payroll Growth Rate: Total Payroll Growth Rate: 4.00% per year, compounded annually The total payroll growth assumption is used to determine the Unfunded Actuarial Accrued Liability (UAAL) amortization period. A decrease in the total payroll growth assumption increases the UAAL amortization period. Similar to individual salary increase rates, average payroll growth has been lower than expected in the most recent experience study. Average payroll growth over the past ten years was 2.8% compared to the 4.0% expected. The Fund's actuary could analyze the validity of this assumption by performing an open group valuation with the turnover and individual salary increase assumptions. The experience study did not indicate whether this analysis was done. Inflation Rate: Inflation Rate: 3.00% per year The inflation assumption should reflect long-term future expected inflation. The inflation assumption is only implicitly used in the actuarial valuation as a component of the investment, salary increase, and payroll growth assumptions. The Consumer Price Index for All Urban Consumers (CPI-U) when measured over the past 10, 20, and 30 years has averaged 1.8%, 2.1 %, and 2.6% respectively. The 2017 OASDI Trustees Report used a range of 2.0% to 3.2% for the inflation rates in their projections. The 3.00% assumption may be slightly aggressive when compared to these sources. ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND 10 a ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND iemograpw Assumptions (continuea), Actuarial Valuation Assumption GBS Analysis Termination Rates: Termination Rates: Termination rates are shown on the table below: The recent experience study did not directly analyze termination rates, noting Attained Age Term Rate Attained Age Term Rate Attained Age Term Rate 18 0.055000 19 0.055000 20 0.055000 35 0.024866 50 0.000000 21 0.054723 136 0.022354 51 0.000000 22 0.054010 37 0.019922 52 0.000000 23 0.052906 38 0.017586 53 0.000000 24 0.051456 39 0.015367 54 0.000000 25 0.049706 40 0.013283 55 0.000000 26 0.047700 41 0.011378 56 0.000000 27 0.045486 42 0.009700 57 0.000000 28 0.043105 43 0.008269 58 0.000000 29 0.040600 44 0.007107 59 0.000000 30 0.038011 45 0.006233 60 0.000000 31 0.035373 46 0.005660 61 0.000000 32 0.032715 47 0.005397 62 0.000000 33 0.030064 48 0.005454 63 0.000000 34 0.027441 49 0.005822 64 0.000000 that this assumption is based on published rates adjusted to conform to the plan's experience. A gain/loss analysis was shown for the entire accrued liability; for the past 3 valuations the overall gains and losses have been relatively small (each less than 0.5%). The termination assumption appears to be reasonable based on the results of this analysis, as well as compared to assumptions used by other Public Safety pension plans. ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND u. .. Actuarial Valuation Assumption GBS Analysis Disability Rates: Disability Rates: Disability rates are shown on the table below: The recent experience study did not directly analyze disability rates, noting that Attained Age Disability Rate Attained Age Disability Rate Attained Age Disability Rate 18 0.00075 19 0.00080 20 0.00085 35 0.00152 50 0.00533 21 0.00090 36 0,00162 51 0.00586 22 0.00096 37 0.00173 52 0.00645 23 0.00101 38 0.00187 53 0.00710 24 0.00106 39 0.00203 54 0.00780 25 0.00111 40 0.00221 55 0.00858 26 0.00112 41 0.00239 56 0.00943 27 0.00113 42 0.00259 57 0.01036 28 0.00114 43 0.00281 58 0.01137 29 0.00118 44 0.00307 59 0.01247 30 0.00122 45 0.00335 60 0.01367 31 0.00125 46 0.00367 61 0.01497 32 0.00130 47 0.00402 62 0.01638 33 0.00136 48 0.00441 63 0.01779 34 0.00143 49 0,00485 64 0.01920 this assumption is based on published rates adjusted to conform to the plan's experience. A gain/loss analysis was shown for the entire accrued liability; for the past 3 valuations the overall gains and losses have been relatively small (each less than 0.5%). The disability assumption appears to be reasonable based on the results of this analysis, as well as compared to assumptions used by other Public Safety pension plans. 12 ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND Demographic Assumptions (continu:. Actuarial Valuation Assumption GBS Analysis Mortality Rates: Mortality Rates: Employee and Healthy Annuitant The recent experience study did not directly analyze mortality rates, noting that this assumption is based on Combined Rates from the RP-2000 published rates adjusted to reflect future improvements. The RP-2000 table is a commonly used table for Mortality Table, projected to 2024 using public pension plans, and this family of tables was used for IRS funding requirements and lump sum Scale AA, with separate rates for males payments for private sector plans through 2017. The use of projected improvements adds a degree of and females conservatism to the mortality assumption, and is recommended by Actuarial Standards of Practice. DROP Election: DROP Election: Members eligible for the Retro DROP are This assumption may be somewhat conservative, as all members likely won't make the "more valuable" assumed to elect either straight service choice. However, this shouldn't have a material impact on the valuation results. retirement benefits or the full Retro DROP, whichever is more valuable. Other members are assumed to receive straight service retirement benefits. Marriage & Spouse Age: Marriage & Spouse Age: 100% of Members are assumed to be The normal form of payment for the plan is a life annuity, with 2/3 continuation to the member's surviving married. spouse. The marriage assumption is somewhat conservative, as all members likely won't be married at Actual age differences are used for retirement. However, because of the factor adjustment for members who elect a single life annuity (+6.6%) married members. Unmarried members this shouldn't have a material impact on valuation results. are assumed to be married at retirement. Males are assumed to be three years The spouse age difference appears reasonable based on current retiree data, as well as compared to older than their spouses. assumptions used by other plans. 13 ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND MethodsIll. Cost Actuarial Valuation Assumption GBS Analysis Actuarial Cost Method: Actuarial Cost Method. Entry age normal actuarial cost method. The Entry Age Normal cost method is the cost method permitted by GASB 67/68 and is the most commonly used in large public sector pension valuations. We support continued use of this cost method. Actuarial Asset Method. Actuarial Asset Method. MV - (4/5) x G/(L), - (3/5) x G/(L)2 This assumption smooths potential volatility in future funding requirements. It does not affect long-term - (2/5) x G/(L)s - (1/5) x G/(L)4 funding of the plan. Any smoothing method is reasonable provided that it is consistently used and is not created with the intent to bias results. This method is reasonable. With a maximum value of 120% of MV and a minimum value of 80% of MV. MV = market value of assets as of the valuation date G/(L); = asset gain or (loss) for the i-th year preceding the valuation date 14 AfZ �H A ACTUARIAL AUDIT OF THE LUBBOCK FIRE PENSION FUND Section Three — Summary of Findings & Recommendations The following summarizes our significant findings and recommendations that the City may consider: Finding Recommendations Participant Data There were no issues obtaining participant data from the Confirm status change has no impact on valuation Fund's actuary or loading that data into GBS's software results. system. The data was reviewed for reasonableness, and no significant outliers were found that would materially impact results. One small status inconsistency was discovered, but it doesn't appear that this difference is affecting the Fund's liability or contribution results. Liability Audit Results GBS's estimates of the total Actuarial Accrued Liability and The plan liability audit is not a required component Normal Cost are both within 3% of the amounts determined by of the actuarial audit, but we feel it is the most the Fund's actuary. However, the difference in the amortization efficient method to determine the reasonableness of period is over 4 years. liabilities. Our results also demonstrate how sensitive the amortization period can be when liability results are off by a small percentage (i.e. a less than 3% difference in liabilities resulted in a 13% difference in the amortization period). Assumptions & Methods Based on our review of the Fund's actuarial valuation and The Fund's investment consultant should project a experience study, the assumptions and methods used are not long-term rate of return and consideration should be unreasonable. However, the economic assumptions may be given to their future expectations. slightly optimistic compared to recent changes by other public sector pension plans. The Fund could consider using a Select and Ultimate approach if recent salary increase For example, the most recent TMRS valuation uses 2.50% experience is expected to continue in the near -term. general inflation, 6.75% investment return, and 3.00% payroll growth assumptions. Similarly a recent NASRA public fund study shows the median investment return assumption has dropped to 7.50%. Conservative vs. Aggressive The Fund's assumption set does not appear to be particularly No immediate action is required. The only Assumptions conservative or aggressive in the aggregate. Some individual recommendation is the Fund should carefully assumptions may be somewhat aggressive (e.g., investment consider when setting future assumptions whether return) while others may be somewhat conservative (e.g., assumptions are either individually or collectively salary increases). conservative or aggressive. 15 f From: John Crider To: Linda Cuellar Cc: Krista Bailev; Lubbock FPF; Jen Turk Subject: Draft Actuarial Audit of the Lubbock Fire Pension Fund Date: Monday, September 24, 2018 4:56:12 PM Attachments: ResponseToPreliminarvActuarialAudit20l8O924.Ddf 09/24/2018 Linda, Attached is the fund actuary's response to the preliminary actuarial audit of the Lubbock Fire Pension Fund. I believe that the City and the fund can use the actuarial audit as set out in the draft. I appreciated Jeri Turk's discussing the draft report with me earlier today. If you would, please forward a copy of the final report when it becomes available. John JOHN M. CRII)ER, JR. CONSULTING ACTUARY 1701 GATEWAY BOULEVARD, SUITE 461 MCHARDSON, TExAs 75080.3627 P.O. Box 832066 RICHARDSON, TExAs 75083.2066 September 24, 2018 Via E-mail Ms. Linda Cuellar Director of Accounting City of Lubbock P.O. Box 2000 Lubbock, Texas 79457 Re: 2018 Actuarial Audit of the Lubbock Fire Pension Fund Dear Linda: TELEPHONE (9721690-5390 FAX (972) 690-5398 This letter represents the fund actuary's response to the preliminary draft of the actuarial audit of the Lubbock Fire Pension Fund by Gallagher Benefit Services, Inc., dated September 5, 2018. The comments in this letter are based on the preliminary draft and upon a telephone conversation with Ms. Jennifer Turk, EA, FSA, MAAA of Gallagher Benefit Services, Inc. on September 24, 2018. Based on the preliminary audit report and my conversation with Ms. Turk, it is my understanding the actuarial audit finds that the December 31, 2016 valuation results are sufficiently close to the actuarial audit results. The preliminary actuarial audit report provides a thorough examination and discussion of the results of the actuarial position of the fund. In summary, it is my understanding that the firm which performed the actuarial audit has found that the results of the December 31, 2016 valuation of the Lubbock Fire Pension Fund are acceptable. The balance of this letter discusses some of the findings of the actuarial audit. Page Two The benefit of one child included in the non -active lives was coded as a straight life annuity. This is due to the fact that the individual in question is a disabled child. Section 6.05 c. of the plan document provides that the benefit of such an individual is to be paid for as long as a dependent child is disabled. Based on the condition of the individual in question, the board of trustees has determined that benefits will most likely be paid for this individual's lifetime. Ms. Linda Cuellar September 24, 2018 Page Two Page Five The actuarial audit points out that differences between actuaries' results are generally considered to be reasonable if the differences are five percent or less. The report states that, "CBS's liability and normal cost estimates are both within 3% of the amounts determined by the Fund's actuary." The fund's actuary agrees that the larger differences between the normal costs and actuarial accrued liabilities for individual benefits (e.g. death, disability, and termination of employment) are due to differences in the methodologies applied to developing the normal cost and actuarial accrued liability for each individual benefit. The fund's actuary also agrees with the auditing actuarial firm's explanation of the reason for the larger percentage difference between the two firm's unfunded actuarial accrued liabilities and amortization period. It should be noted that the amortization period calculated by the auditing actuarial firm is shorter than that calculated by the fund's actuary. Pages Seven Through Fourteen The actuarial audit sets out a review of the individual assumptions used in the valuation and recognizes the difference in actuaries' opinions which currently exist on various assumptions. It should be noted that inflation, as measured by the Consumer Price Index for All Urban Consumers, has accelerated over the last year and a half. The CPI-U increased at an annual rate of 2.7 percent for the twelve- month period ending in August of 2018. Page Fifteen The table on the final page of the actuarial audit, in the fund actuary's view, accurately summarizes the results of the actuarial audit. Conclusion The fund's actuary believes that the Gallagher Benefit Services, Inc. has provided an actuarial audit which satisfies the requirements of Section 802.1012 of the Texas Government Code and which provides an accurate review of the issues facing the Lubbock Fire Pension Fund, The actuarial audit compares favorably with other such audits the fund's actuary is familiar with. Please provide a copy of the final version of the actuarial audit when it becomes available. Ms. Linda Cuellar September 24, 2018 Page Three If you have questions concerning this letter or if additional information is needed, please feel free to contact me. Sincerely, John M. Crider, Jr., ASA, EA, MAAA cc: Board of Trustees Lubbock Fire Pension Fund Ms. Jennifer Turk, EA, FSA, MAAA Actuarial Consultant Gallagher Benefit Services, Inc. LubbockPpfl2018ActuarialAudit�ResponseToPreliminaryActuaria)Audit20180924.doe