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Dear Actuary: Interest rate assumption

25 March 2022

This report, titled “Dear Actuary,” is organized as a response to a question posed by a hypothetical plan sponsor who asks why their town uses a lower interest-rate assumption compared with that of a municipality nearby. The explanation covers the factors affecting the interest rate assumption, and discusses the following:

  • Public pension funding sources
  • Impact of investment returns
  • Hypothetical asset allocation
  • Distribution of expected returns over time

About the Author(s)

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