University of Oregon 2019 Annual Financial Report slide image

University of Oregon 2019 Annual Financial Report

Notes to the Financial Statements For the Year Ended June 30, 2019 (dollars in thousands) Valuation Date Measurement Date Experience Study Report Actuarial Cost Method Asset Valuation Method Actuarial Assumptions: Inflation Rate December 31, 2016 June 30, 2018 2016, published July 26, 2017 Entry Age Normal Market value of assets 2.50 percent Long-term Expected Rate of Return 7.20 percent 7.20 percent 3.50 percent Discount Rate Projected Salary Increases Cost of Living Adjustments (COLA) Mortality: Healthy retirees and beneficiaries: Blend of 2.00% COLA and graded COLA (1.25%/0.15%) in accordance with Moro decision; blend based on service. RP-2014 Healthy Annuitant, sex distinct, generational with Unisex, Social Security Data Scale with collar adjustments and set-backs as described in valuation. Active members: RP-2014 Employees, sex distinct, generational with Unisex, Social Security Data Scale with collar adjustments and set-backs as described in valuation. Disabled retirees: RP-2014 Disabled retirees, sex distinct, generational with Unisex, Social Security Data Scale. Actuarial Methods and Assumptions Actuarial valuations of an ongoing plan involve estimates of the value of projected benefits and assumptions about the probability of events far into the future. Actuarially- determined amounts are subject to continual revision as actual results are compared to past expectations and new estimates are made about the future. Experience studies are performed as of December 31 of even numbered years. The methods and assumptions shown above are based on the 2016 experience study, which reviewed experience for the four-year period ending on December 31, 2016. An actuarial valuation of the system is performed to determine the level of employer contributions. The most recently completed valuation was performed as of December 31, 2016. The valuation included projected payroll growth at 3.50 percent. The pension benefit obligation is a standardized disclosure measure of the present value of pension benefits. It is adjusted for the effects of projected salary increases estimated to be payable in the future as a result of employee service to date. Pension Plan Liability The components of the Plan's collective net pension liability as of the measurement dates: As of June 30, Total Pension Liability Plan Fiduciary Net Position Plan Net Pension Liability 2018 2017 $ 84,476,100 $ 79,851,700 69,327,500 66,371,700 $ 15,148,600 $ 13,480,000 Discount Rate The PERS Board reviews the discount rate in odd- numbered years. The discount rate used to measure the total pension liability was 7.20 percent for the defined benefit pension plan. The projection of cash flows used to determine the discount rate assumed that contributions from plan members and those of the contributing employers are made at the contractually required rates, as actuarially determined. Based on those assumptions, the pension plan's fiduciary net position was projected to be available to make all projected future benefit payments of current plan members. Therefore, the long-term expected rate of return on pension plan investments for the defined benefit pension plan was applied to all periods of projected benefit payments to determine the total pension liability. Sensitivity of the UO's Proportionate Share of the Net Pension Liability to Changes in the Discount Rate The sensitivity analysis shows the sensitivity of the UO's proportionate share of the net pension liability to changes in the discount rate. The following presents the UO's proportionate share of the net pension liability calculated using the discount rate of 7.20 percent, as well as what the UO's proportionate share of the net pension liability would be if it were calculated using a discount rate that is one percentage point lower or one percentage point higher than the current rate: 38 University of Oregon
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