Pensions and Other Postretirement Benefits Chapter 17 PowerPoint Authors: Susan Coomer Galbreath, Ph.D., CPA Charles W. Caldwell, D.B.A., CMA Jon A. Booker, Ph.D., CPA, CIA Cynthia J. Rooney, Ph.D., CPA Copyright © 2013 by The McGraw-Hill Companies, Inc. All rights reserved. 17-2 Nature of Pension Plans 1. Pension plans provide income to individuals during their retirement years. 2. This is accomplished by setting aside funds during an employee’s working years so that at retirement, the accumulated funds plus earnings from investing those funds are available to replace wages. 17-3 Nature of Pension Plans For a pension plan to qualify for special tax treatment it must meet the following requirements: 1. Cover at least 70% of employees. 2. Cannot discriminate in favor of highly compensated employees. 3. Must be funded in advance of retirement through an irrevocable trust fund. 4. Benefits must vest after a specified period of service. 5. Complies with timing and amount of contributions. 17-4 Nature of Pension Plans 17-5 Defined Contribution Pension Plans Plan Characteristics Contributions are defined by agreement. Employer deposits an agreed-upon amount into an employeedirected investment fund. Employee bears all risk of pension fund performance. 17-6 Defined Contribution Pension Plans Let’s assume that the annual contribution is to be 3% of an employee’s salary. If an employee earned $110,000 during the year, the company would make the following entry: Pension expense Cash 3,300 3,300 The employee’s retirement benefits are totally dependent upon how well investments perform. 17-7 Defined Benefit Pension Plans Plan Characteristics Employer is committed to specified retirement benefits. Retirement benefits are based on a formula that considers years of service, compensation level, and age. Employer bears all risk of pension fund performance. 17-8 Defined Benefit Pension Plan A pension formula might define annual retirement benefits as: 1 1/2 % x Years of service x Final year’s salary By this formula, the annual benefits to an employee who retires after 30 years of service, with a final salary of $100,000, would be: 1 1/2 % x 30 years x $100,000 = $45,000 17-9 Defined Benefit Pension Plan An actuary assesses the various uncertainties (employee turnover, salary levels, mortality, etc.) and estimates the company’s obligation to employees in connection with its pension plan. The key elements of a defined benefit pension plan are: 1. The employer’s obligation to pay retirement benefits in the future. 2. The plan assets set aside by the employer from which to pay the retirement benefits in the future. 3. The periodic expense of having a pension plan. 17-10 Pension Expense—An Overview The annual pension expense reflects changes in both the pension obligation and the plan assets. 17-11 The Pension Obligation 1. Accumulated benefit obligation (ABO) The actuary’s estimate of the total retirement benefits (at their discounted present value) earned so far by employees, applying the pension formula using existing compensation levels. 2. Vested benefit obligation (VBO) The portion of the accumulated benefit obligation that plan participants are entitled to receive regardless of their continued employment. 3. Projected benefit obligation (PBO) The actuary’s estimate of the total retirement benefit (at their discounted present value) earned so far by employees, applying the pension formula using estimated future compensation levels. (If the pension formula does not include future compensation levels, the PBO and the ABO are the same.) 17-12 The Pension Obligation 17-13 Projected Benefit Obligation The PBO is a more meaningful measurement because it includes a projection of what the salary might be at retirement. Jessica Farrow was hired by Global Communications in 2002. She is eligible to participate in the company's defined benefit pension plan. The benefit formula is: Annual salary in year of retirement × Number of years of service × 1.5% Annual retirement benefits Farrow is expected to retire in 2041 after 40 years of service. Her retirement period is expected to be 20 years. At the end of 2011, 10 years after being hired, her salary is $100,000. The interest rate is 6%. The company’s actuary projects Farrow’s salary to be $400,000 at retirement. 17-14 Projected Benefit Obligation Step 1. Use the pension formula to determine the retirement benefits earned to date. $400,000 × 10 × 1.5% $ 60,000 per year Step 2. Find the present value of the retirement benefits as of the retirement date. The present value (n=20, i=6%) of the retirement annuity at the retirement date is $688,195 ($60,000 × 11.46992). Step 3. Find the present value of the retirement benefits as of the current date. The present value (n=30, i=6%) of the retirement benefits at 2011 is $119,822 ($688,195 × .17411). This is the PBO. 17-15 Projected Benefit Obligation If the actuary’s estimate of the final salary hasn’t changed, the PBO a year later at the end of 2012 would be $139,715. Step 1. Use the pension formula to determine the retirement benefits earned to date. $400,000 × 11 × 1.5% $ 66,000 per year Step 2. Find the present value of the retirement benefits as of the retirement date. The present value (n=20, i=6%) of the retirement annuity at the retirement date is $757,015 ($66,000 × 11.46992). Step 3. Find the present value of the retirement benefits as of the current date. The present value (n=29, i=6%) of the retirement benefits at 2012 is $139,715 ($757,015 × .18456). This is the PBO. 17-16 Projected Benefit Obligation 17-17 Projected Benefit Obligation Service cost is the increase in the PBO attributable to employee service performed during the period. 17-18 Projected Benefit Obligation Interest cost is the interest on the PBO during the period. 17-19 Projected Benefit Obligation Prior service cost is the increase in the PBO due to a plan change that provides credit for employee service rendered in prior years. 17-20 Projected Benefit Obligation Loss or gain on PBO results from revising estimates used to determine the PBO. 17-21 Projected Benefit Obligation Retiree benefits paid reduce the PBO. 17-22 Projected Benefit Obligation *Of course, these expanded amounts are not simply the amounts for Jessica Farrow multiplied by 2,000 employees because her years of service, expected retirement date, and salary are not necessarily representative of other employees. Also, the expanded amounts take into account expected employee turnover and current retirees. †Includes the prior service cost that increased the PBO when the plan was amended in 2012. 17-23 Pension Plan Assets The pension plan assets are not reported separately in the balance sheet but are netted together with the PBO to report either a net pension asset (debit balance) or a net pension liability (credit balance). The higher the expected return on plan assets, the less the employer must actually contribute. On the other hand, a relatively low expected return means the difference must be made up by higher contributions. 17-24 Pension Plan Assets Global Communications funds its defined benefit pension plan by contributing the year’s service cost plus a portion of the prior service cost each year. Cash of $48 million was contributed to the pension fund in 2013. Plan assets at the beginning of 2013 were valued at $300 million. The expected rate of return on the investment of those assets was 9%, but the actual return in 2011 was 10%. Retirement benefits of $38 million were paid at the end of 2013 to retired employees. The plan assets at the end of 2013 will be: 17-25 Funded Status of the Pension Plan OVERFUNDED Market value of plan assets exceeds the actuarial present value of all benefits earned by participants. UNDERFUNDED Market value of plan assets is below the actuarial present value of all benefits earned by participants. Reporting the Funded Status of Pension Plan Projected Benefit Obligation (PBO) - Plan Assets at Fair Value Underfunded / Overfunded Status This amount is reported in the balance sheet as a Pension Liability or Pension Asset. 17-26 The Relationship Between Pension Expense and Changes in the PBO and Plan Assets 17-27 17-28 Service Cost Actuaries have determined that Global Communications has service cost of $41 million in 2013. Global's 2013 Pension Expense Service cost Interest cost Expected return on the plan assets Amortization of prior service cost Amortization of net loss Pension expense ($ in millions) $ 41 17-29 Interest Cost Interest cost is calculated as: PBOBeg × Discount rate Global had PBO of $400 million on 1/1/13. The actuary uses a discount rate of 6%. Global's 2013 Pension Expense Service cost Interest cost Expected return on the plan assets Amortization of prior service cost Amortization of net loss Pension expense ($ in millions) $ 41 24 2013 Interest Cost PBO 1/1/13 $400,000,000 × 6% = $24,000,000 17-30 Return on Plan Assets The plan trustee reports that plan assets were $300 million on 1/1/13. The trustee uses an expected return of 9% and the actual return is 10%. Global's 2013 Pension Expense Service cost Interest cost Expected return on the plan assets Amortization of prior service cost Amortization of net loss Pension expense ($ in millions) $ 41 24 (27) 17-31 Amortization of Prior Service Cost In 2012, Global Communications amended the pension plan, increasing the PBO at that time. For all plan participants, the prior service cost was $60 million at 1/1/12. The average remaining service life of the active employee group is 15 years. $60 million PSC ÷ 15 = $4 million per year Global's 2013 Pension Expense Service cost Interest cost Expected return on the plan assets Amortization of prior service cost Amortization of net loss Pension expense ($ in millions) $ 41 24 (27) 4 17-32 Gains and Losses Projected Benefits Return on Plan Obligation Assets Higher than Expected Low er than Expected Loss Gain Gain Loss Only if a net gain or net loss exceeds the “corridor” is a charge to pension expense allowed. 17-33 Corridor Amount The corridor amount is 10% of the greater of PBO at the beginning of the period. Or Fair value of plan assets at the beginning of the period. 17-34 Gains and Losses If the beginning net unrecognized gain or loss exceeds the corridor amount, amortization is recognized using the following formula . . . Net unrecognized gain or loss Corridor ־ at beginning of year amount Average remaining service period of active employees expected to receive benefits under the plan 17-35 Gains and Losses 2013 Net Loss Amortization ($ in millions) PBO $ Fair value of plan assets Net loss for 2013 Average service life Net loss Corridor amount ($400 x 10%) Excess at the beginning of the year $ $ $15 million ÷ 15 years = $1 million 400 300 55 15 55 40 15 17-36 Determining Pension Expense Global's 2013 Pension Expense Service cost Interest cost Expected return on the plan assets Amortization of prior service cost Amortization of net loss Pension expense ($ in millions) $ 41 24 (27) 4 1 $ 43 17-37 Recording Gains and Losses For 2013, the actual return on plan assets exceeded the expected return by $3 million. In addition, there was a $23 million loss from changes made by the actuary when it revised its estimate of future salary levels causing its PBO estimate to increase. Global would make the following journal entry to record the gain and loss: Loss—OCI PBO Plan assets Gain—OCI ($ in millions) 23 23 3 OCI = Other comprehensive income 3 17-38 Record Pension Expense ($ in millions) Pension expense (calculated below) Plan assets ($27 expected return on assets) PBO ($41 service cost + $24 interest cost) Prior service cost–AOCI Net loss–AOCI 43 27 65 4 1 OCI = Other comprehensive income Service cost and interest cost add to Global’s PBO. The return on plan assets adds to the plan assets. Amortization of prior service and net loss reduce each account. Global's Pension Expense Service cost Interest cost Expected return on the plan assets Amortization of prior service cost Amortization of net loss Pension expense ($ in millions) $ 41 24 (27) 4 1 $ 43 17-39 Recording the Funding of Plan Assets When Global adds its annual cash investment of $48 million to its plan assets, the value of those plan assets increases by $48 million. ($ in millions) Plan assets 48 Cash (contribution to plan assets) 48 It’s not unusual for the cash contribution to differ from that year’s pension expense. After all, determining the periodic pension expense and the funding of the pension plan are two separate processes. 17-40 Recording the Funding of Plan Assets Global pays $38 million in retirement pension benefits. ($ in millions) PBO 38 Plan assets (payments to retired employees) 38 17-41 U. S. GAAP vs. IFRS Important differences in accounting for actuarial gains and losses using U.S. GAAP and IFRS. Gains and losses are the difference between the actual and expected returns, where the expected return is different from company to company and usually different from the interest rate used to determine the interest cost. Requires that we use the same rate (the rate for “high -grade corporate bonds”) for both the interest cost on the defined benefit obligation (called projected benefit obligation or PBO under GAAP) and the interest revenue on the plan assets. 17-42 U. S. GAAP vs. IFRS Important differences in accounting for actuarial gains and losses using U.S. GAAP and IFRS. Requires that gains and losses are to be (a) included among OCI items in the statement of comprehensive income when they first arise and then (b) gradually amortized or recycled out of OCI and into expense (when the accumulated net gain or net loss exceeds the 10% threshold). Gains and losses are included in OCI when they first arise, but unlike U.S. GAAP those amounts are not subsequently amortized out of OCI and into expense. Instead, under IFRS those amounts remain in the balance sheet as accumulated other comprehensive income. 17-43 Comprehensive Income Comprehensive income is a more expansive view of income than traditional net income. 17-44 Comprehensive Income 17-45 Pension Spreadsheet 17-46 U. S. GAAP vs. IFRS Under IFRS we separately report (a) the service cost component (including past service cost) and (b) the net interest cost/income component in the income statement and (c) remeasurement gains and losses as other comprehensive income. Postretirement Benefits Other Than Pensions Net Cost of Benefits Estimated medical costs in each year of retirement Less: Equals: Retiree share of cost Medicare payments Estimated net cost of benefits Many companies also furnish other postretirement benefits to their retired employees. 17-47 17-48 Postretirement Benefit Obligation 1. Expected Postretirement Benefit Obligation (EPBO) – The actuary's estimate of the total postretirement benefits (at their discounted present value) expected to be received by plan participants. 2. Accumulated Postretirement Benefit Obligation (APBO) – The portion of the EPBO attributed to employee service to date. 17-49 Postretirement Benefit Obligation Assume the actuary estimates the net cost of providing health care benefits to Jessica Farrow during her retirement years to have a present value of $10,842 as of the end of 2011. This is the EPBO. If the benefits (and therefore the costs) relate to an estimated 35 years of service and 10 of those years have been completed, the APBO would be: 2011 $10,842 x EPBO x 2012 1.06 $11,493 EPBO 10/ 35 = fraction attributed $3,098 APBO Assume the obligation increases by the 6%. x 11/ 35 = fraction attributed She now has worked 11 of her estimated 35 years $3,612 APBO 17-50 How the APBO Changed The two elements of the increase in 2012 can be separated as follows: 17-51 Attribution The process of assigning the cost of benefits to the years during which those benefits are assumed to be earned by employees. Accounting for Postretirement Benefit Plans Other Than Pensions Attribute a portion of the accumulated postretirement benefit obligation to each year as the service cost for that year. Measuring Service Cost 17-52 Appendix 17: Service Method of Allocating Prior Service Cost The allocation approach that reflects the declining service pattern of employees is called the service method. The method requires that the total number of service years for all employees be calculated. This calculation is usually done by the actuary. Assume Global Communications has 2,000 employees and the company’s actuary determined that the total number of service years of these employees is 30,000. We would calculate the following amortization fraction: 30,000 2,000 = 15 average service years 17-53 17-54 End of Chapter 17