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HomeMy WebLinkAbout2008/05/01 Item 2 CITY COUNCIL AGENDA STATEMENT ;$\ljf::. CllY OF - CHULA VISTA MA Y 1,2008, ltemL SUBMITTED BY: REVIEWED BY: POST EMPLOYMENT BENEFITS OTHER THAN PENSIONS AND THE GOVERNMENTAL ACCOUNTlNG STANDARDS BOARD STATEMENT NO. 45 DIRECTOR OF FlNANCE/TREASURE~ CITY MANAGER 4/5THS VOTE: YES i ! NO I Xi ITEM TITLE: SlJM1\1ARY In June 2004. the Governmental Accounting Standards Board (GASB) issued Statement 45, "Accounting and Financial Reporting by Employers for Post-Employment Benefits Other Than Pensions," which requires public agencies to rep0l1 their costs and obligations pertaining to health and other benefits of current and future retired employees much like they now report pension plan obligations. This is a significant change in accounting, reporting and disclosure for Other Post Employment Benefits (OPEB), which is currently accounted for on a pay-as-you-go basis. The most common types of post-employment benefits include health care insurance, life insurance, long-tenn care and dental insurance for retirees. ENVIRONMENTAL REVIEW Not Applicable RECOMMENDATION Council accepts the report. BOARDS/COMMISSION RECOMMENDATION Not Applicable DISCUSSION The City of Chula Vista is required to disclose their OPEB liability in the financial statements ending June 30, 2008. This new accounting requirement is based on a rule that has been applied to the private sector for about ten years. Governmental entities that offer OPEBs will be required to disclose the financial liabilities in their annual financial statements resulting from these 2-1 MAY L 2008, Item~ Page 2 of 5 benefits similar to those of pension plan obligations. Actuarial reports will be required to detelmine unfunded liabilities. The City of Chula Vista does not directly pay for post employment benefits but does subsidize the health care insurance premiums paid by retirees who opt to continue to participate in the City's retiree health care program. The costs associated with the retirees are pooled with the active members; this pooling creates an artificially low rate for the retirees. GASB believes that retirees who are allowed to pay the same health care benefit rate as active employees are being subsidized and the indirect cost of this "implicit rate subsidy" needs to be recognized as an OPEB liability by the governmental entity. 1 Estimated Unfunded OPEB Liabilitv and Annual Required Contribution (ARC) The city's actuary John Bartel of Bartel Associates, LLC has detennined that the unfunded liability or the Unfunded Actuarial Accrued Liability (UAA.L) created by the implicit subsidy is approximately $8.6 million. The atmual book accrual (called Annual OPEB Cost) using the pay- as-you-go method would require an estimated atlliual required cash contribution amount of $1.149 million. To consider a retiree healthcare plan funded for GASB 45 purposes, assets must be set-aside in a trust that Catlliot legally be used for any purpose other than to pay retiree healthcare benefits. Thus the City" s retiree healthcare plat1 is not currently funded. A copy of the Executive Summary - Retiree Health Plan prepared by our actuary is included as an attacllli1ent to this memo. GASB 45 doesn't require an agency make up any shortfall (UAA.L) inm1ediately. Instead. the difference is amortized over time. An agency's Annual Required Contribution (ARC) is the CutTent employer Normal Cost, plus the atllortized UAAL. Simply put, this contribution is the value of benefits earned during the year by active employees plus the atnount contributed toward paying down the unfunded liability (UAAL). For the City's valuation Bartel Associates calculated the 2007/08 ARC as the Normal Cost plus a 30-year amoliization of the UAAL. Calculation of Amiual Required Contribution i Assumed Rate of Return Nonnal Cost (FUl1ded Part of Plan) UAAL Amortization (Unfunded Liability) 2007-08 Annual Required Contribution Nol're- Funding (payasYouGo) 4.50% $795,000 $354,000 $1,149,000 I're- Funding 7.75%' $490,000 $407,000 $897,000 Over the long telm, the failure to address the outstanding OPEB unfunded liabilities could have an adverse effect on the agencies credit standing. As stated in Standat'ds & Poors OPEB Report "S & P expects most state and local governments to eventually come up >vith workable strategies I Government Finance RevieVl;- August 2006 1 Implied subsidy "benefits" paid from the City's General Fund is assumed to earn a 4.5% long term rate ofretum 3 Contributions made to an irrevocable trust through CalPERS "dth diversified assets, which are assumed to eam a 7.75% long-tenn rate ofretun1. 2-2 MAY 1,2008, ItemL Page 3 of 5 for other post employment benefits without adversely affecting their credit quality. While near term fiscal stress is unlikely. there could be some intermediate-term credit pressures." Two-Tier Post Employment Health Benefit In order to prevent the liability from growing to a level that would impact the City's financial condition, effective July I, 2008, any new hire will not be allowed to paliicipate in the subsidized post employment health program. In other words, anyone hired after this date will have to pay 100% of the unsubsidized cost of pa11icipating in the City's health program when they retire from the City. Employee funded Health Savings Plans are offered through our deferred contribution providers, Nationwide alld ICMA. City staff is cUlTently working with our providers to identify progranls that employees can use to save for post employment health care costs on an ongoing basis. These plans provide employees some options to consider which will help alleviate the long-tenn financial challenges related to health care coverage. Subsidized Health Premiums - Current Retirees As discussed previously, the City of Chula Vista does not directly pay for post employment benefits but does subsidize the health care insurance premiums paid by retirees who opt in to the City's retiree health care program. Based on the most recent calculations provided by our health care broker Bal'11ey & Barney, the al1l1ual cost of the subsidy is estimated at $387,983. That translates to an annual "discount'" of approximately $4311 per retiree (monthly discount of $359). There are culTently 90 retirees. including 5 surviving spouses, who participate in the post employment health insurance program at an average out of pocket cost of $479 per month. Retiree Health Plan Data Blended Unblended Retiree Health Plan Enrollment Rate Rate Subsid ,Kaiser-Early Retirees 43 $231,648 $449.230 $217,582 IpacifiCare HMO-Early Retirees 45 $264,9961 $435,3971 $170,401: IPacifiCare PPO-Earlv Retirees 2 $20,620 $20.6201 $0' Totals 90 $517.264 $905,247 $387.983 Avera $5,7471 510,058 54.311 IAveraqe Monthlv Payment er Retiree $479 5838 5359 Note: Does not include data for retirees age 65 and older because their health plan is not subsidized. Reducing the Liability The policy decision on whether the City should continue offering post employment benefits to current and future retirees will continue to be reviewed. Some of the options to be fmiher analyzed and discussed include the following: . The City could continue to subsidize the health insurance premiums for all current retirees and future retirees (employees hired prior to July L 2008). Due to anticipated increases in 2-3 MAY 1. 2008, Item 2- . - Page 4 of 5 health care premiums, the unfunded liability would continue to grow over time but eventually phase out as retirees reach age 65 and become eligible for Medicare. . The City could consider continuing to subsidize the current retirees and future retirees (employees hired prior to July I, 2008) but at a lower rate. The following chart provides some examples, which could be considered during the 2009 review of the City's health premiums. (The figures reflected below are estimates based on the 2008 health care premiums and are provided for comparison purposes only. Further analysis ""ill be done when the 2009 premiums are determined) Retiree Health Plan (Under A e 65 Kaiser-Early Retirees PacifiCare HMO-Early Retirees PacifiCare PPO-Ear]y Retirees Tota]s IAveraO"e Subsidy er Retiree iMollthlv Estimated Illcrease to Retiree lVlontIIlyPremium'lVl()llthly P~eI11iumslVlonthly pr~mium6 (100% Subsid ) (75% Subsid 50% Subsid ) $2]7,5821 $]63,1871 $108,926j $170,4011 $127,8011 $85.201 $0 $01 $0 $387,983j $290.9881 $194,127 , , $4,3 II $3,233 $2,1561 $0 $90' $1801 . The City could consider not subsidizing the retiree health insurance premiums immediately for all CUlTent and future retirees with the exception of those retirees that accepted the early retirement program, which expires in December 2009. Based on CUlTent health insurance premium rates, the average monthly out of pocket cost to existing retirees would increase from $479 per month to $838 per month. Funding Options If the policy decision is to continue to subsidize the health insurance premiums for all current and retired employees hired prior to July 1,2008, some options in addressing the requirements of GASB 45 will include the following: . Continue on a pay-as-you go basis and only record the OPEB liability. The new standard does not require advance funding but if the benefits are not funded, the liability will continue to grow due to health care cost inflation and the impending retirement of baby boomers. Not funding the liability could lead to a downgrading of credit ratings depending on the materiality of the liability and the approach taken by the City to mitigate the fiscal impacts. . Undertake a funding program using an ilTevocable OPEB trust. The advantage of this is that higher investment return assumptions can be used to calculate the OPEB liability, ~ Assumes City would continue funding the retiree health at the blended (subsidized) rate. 5 Assumes the retiree paid health care premium subsidy will decrease by 25%. The City would continue to paJ.1ially subsidize (75%) the health care premium. 6 Assumes the retiree paid health care premium subsidy win decrease by 50%. The City would continue to partially subsidize (:50%) the health care premium. 2-4 MAY I,2008,Item~ Page 5 of 5 which would result in lower .A..1mual Required Contributions. For example, CalPERS offers the California Employers' Retiree Benefit Trust (CERBT) Fund that has an assumed rate of return of 7.75%. . Issuance of OPEB obligation bonds (similar to Pension Obligation Bonds) IS being marketed to governmental agencies as a way to fund the unfunded liability. DECISION MAKER CONFLICT Staff has reviewed the decision contemplated by this action and has detelmined that it is not site specific and consequently the 500 foot rule found in California Code of Regulations section 1 8704.2(a)(1 ) is not applicable to this decision. FISCAL IMPACT The net fiscal impact of recording the liability in the City's financial records will reduce total Governmental Activities Net Assets from $910.6 million to $902.0 million, which equates to a reduction of 0.994% as of June 30, 2007 (City of Chula Vista CAFR dated June 30, 2007, Page 17). Recording of the liability does not affect cash or reserves of the City's Governmental Funds. ATTACHMENTS 1. Bartel and Associates, Executive Summary - Retiree Healthcare Plan 2. Standard and POOl'S Report, OPEB Liabilities Pose Some Risk/or State and Local Governments Prepared b)': filaria Kachadoorial1, Director of Finance-Treasurer, Finance Department 2-5 D 1[)T.l=! Ue-! L-, 1- L 1 -, ('1(-;:\! E (~ L L\_ A~c}-,'('r)e.nt- ( ~ 'It.- ~Lb:~ ~~~~ ---- OW OF CHULA VISfA Retiree Healthcare Plan June 30, 2007 Actuarial Valuation Executive Summary October 2007 2-6 o:\cJients\city of chula vista\opeb\6-30-07\reports\ba 08~04.23 chula vista opeb exec summary.doc 2-7 Executive Summary City of Chula Vista Retiree Healthcare Plan June 30, 2007 Actuarial Valuation On June 21, 2004, the Govemmental Accounting Standards Board approved Statement No. 45 (GASB 45), Accounting Standards for Other (than pensions) Post Employment Benefits (OPEB). This report is based on the financial reporting standards established under GASB 45, and assumes the City will implement GASB 45 for its 2007/08 fiscal year. The City allows retirees to purchase healthcare coverage under the City's medical plan. Retirees pay 100% of the premiums. Retirees not eligible for Medicare pay the same healthcare premiums as active employees, even though retiree's healthcare costs are greater than that of active employee's. This results in an implied subsidy of retiree's healthcare costs by the City. GASB 45 will require the City account for this implied subsidy on an accrual basis (as benefits are eamed). STUDY RES{]L TS Funded Status: The plan funded status is equal to the Actuarial Accrued Liability (see definitions and assumptions section below) less plan assets. When assets equal liabilities, a plan is considered on track for funding. To consider a retiree healthcare plan funded for GASB 45 purposes, assets must be set aside in a trust that cannot legally be used for any purpose other than to pay retiree healthcare benefits. The City's retiree healthcare plan is not currently funded. This has important implications on the discount rate assumption used to calculate plan liabilities (see definitions and assumptions section below). We have prepared valuation results under 2 scenarios: II No Pre-Funding - Implied subsidy "benefits" paid ll'om the City's general fund which is assumed to eam a 4.50% long term rate of return. II Pre-Funding - Contributions made to an iITevocable trust through CalPERS with diversified assets which are assumed to earn a 7.75% long term retull1. The following table summarizes the plan's June 30, 2007 funded status (OOOs omitted): No Pre-Funding Pre-Funding 4.50% 7.75% II Actuarial Accrued Liability (AAL) . Actives S 6.584 S 4,868 . Retirees 2.002 1.669 . Total S 8,586 S 6,537 II Plan Assets ~ ~ II Unfunded AAL (UAAL) S 8,586 S 6,537 ~ \D"1 ) ~l~ - - ~ October 9, 2007 2-8 CrTYOf CHUlA VISrA Executive Summary City of Chula Vista Retiree Healthcare Plan June 30, 2007 Actuarial Valuation Page 2 Annual Required Contrihution (ARC): GASB 45 doesn't require an agency make up any shortfall (unfunded liability) immediately, nor does it allow an immediate credit for any excess assets, Instead, the difference is amortized over time, An agency's AlUmal Required Contribution is nothing more than the CU1Tent employer Normal Cost, plus the amortized unfunded liability or less tbe amortized excess assets. Simply put, this contribution is tbe value of benefits earned during tbe year plus something to move tbe plan toward being on track for funding. For the City's valuation we calculated tbe 2007/08 ARC as the Normal Cost plus a 30-year1 amortization (as a level percent of pay) of the Unfunded Actuarial Accrued Liability (OOOs omitted): No Pre-Funding Pre-Funding 4,50% 7,75% . Normal Cost $ 795 $ 490 . UAAL Amortization 354 407 . 2007/08 AlUmal Required Contribution $ 1.149 $ 897 . Annual Required Contribution as a percentage of estimated 2007/08 Payroll l.4~o 1.1% . Estimated 2007/08 Payroll $ 82,]44 $ 82, ]44 Net OPEB Obligation (NOO): An agency's Net OPEB Obligation is tbe bistorical difference (from implementation)' between actual contributions made and tbe Annual Required Contributions'. If an agency has always contributed the required contribution, tben tbe Net OPEB Obligation equals zero. HO\veveL an agency has not ;'made" the contribution unless it has been set aside and cannot legally be used for any other purpose. Annual OPEB Cost (AOC): GASB 45 requires tbe Annual OPEB Cost equal tbe Annual Required Contribution, except wben an agency bas a Net OPEB Obligation at the beginning of the year. When tbat bappens an agency's Alliual OPEB Cost will equal the ARC, adjusted for expected interest on the Net OPEB Obligation and reduced by an amortization of tbe Net OPEB Obligation (OOOs omitted): No Pre-Funding Pre-Funding 4.50% 7.75% 1/1 2007/08 Annual Required Contribution $ 1.149 $ 897 II Interest on Net OPEB Obligation 0 0 II Amortization of Net OPEB Obligation -----2 ---.J2 1/1 Total 2007/08 Annual OPEB Cost $ 1,149 $ 897 Maximum amortization period allowed under GASB 45. GASB 45 specifies the initial Net OPEB Obligation (at implementation) be set to zero. Benefits paid for current retirees are considered contributions. ~ ~.D-1 ) ~!I?- - - - October 9, 2007 2-9 mY 0' CHULA VISfA Executive Summary City of Chula Vista Retiree Healthcare Plan Jnne 30. 2007 Actuarial Valnation Page 3 The following illustrates the City's June 30, 2007 Net OPEB Obligation if the City adopts GASB 45 for the 2007/08 fiscal year (OOOs omitted): No Pre-Funding 4,50% Pre-Funding 7.75% . June 30, 2007 Net OPEB Obligation . 2007/08 AIIDual OPEB Cost . 2007/08 Contributions . June 30, 2008 Net OPEB Obligation $ 0 $ 0 1,149 897 (367)' ..ffi2l) 5 $ 782 $ 0 The City's actual June 30,2008 Net OPEB Obligation may differ slightly from the above because actual implied subsidy benefit payments may be different from estimated. Projected Benefit Payments: Following are 10-year open group benefit payout projections, assuming the number of active City employees remains constant (OOO's omitted): Implied Subsidy Implied Subsidy Year Benefit Pavment Year Benefit PaYment 2007/08 $ 367 2012/13 $ 547 2008/09 355 2013/14 593 2009/1 0 395 2014/15 671 2010/11 440 2015/16 760 2011/12 492 2016/17 842 Sensitivity: The above results are based on a 30-year amonization of the unfunded liability. Following illustrates the impact of changing the amonization to 20 years (OOOs omitted): No Pre-Funding - Pre-Funding 4.50% 7.75% . 20-year amortization . Total 2007/08 ARC $ $ 1,297 $ 1.003 . Total 2007/08 ARC % 1.6% 1.2% II 30-year amortization . Total 2007/08 ARC $ $ 1,149 $ 897 . Total 2007/08 ARC % 1.4% 1.1% Estimated 2007/08 implied subsidy benefit payments. Assumes full ARC is contributed. (&0' . t"/ I H J October 9, 2007 2-10 ~!f? -n- "'--- CIlYOF CHUIA VISTA Executive Summary Cit)' of Cbula Vista Retiree Healtbcare Plan June 30, 2007 Actuarial Valuation Page 4 EARLY RETIRE.l\1ENT WINDOW STUDY RESULTS Eligibility: The early retirement window being considered would be offered to employees of all City departments and bargaining groups who are eligible to retire, with a 90-day opt-in window. Benefit: The City would pay the single premium through December 31, 2009 for those who retire prior to January 1. 2008, and through December 31. 2008 for those who retire during 2008. Scenarios: Estimating the impact of an Early Retirement Window on the City.s GASB 45 liability requires an assumption of how many employees will opt into the window. We calculated results under two retirement assumption scenarios as follo\vs: . Scenario 1 - An additional 10% of eligible employees over those already expected to retire will opt to retire prior to 2008 and an additional 2.5% of eligible employees over those already expected to retire will opt to retire during 20086 . Scenario 2 - An additional 20% of eligible employees over those already expected to retire will opt to retire prior to 2008 and an additional 5.0% of eligible employees over those already expected to retire will opt to retire during 2008.7 The follO\ving table summarizes results under the two scenarios. based on a 4.500/0 discount rate ($OOOs omitted): Scenario 1 10% / 2.5% Scenario 2 20% / 5% . Funded Status . Actuarial Accrued Liability (AAL) ;;... Actives ~ Retirees ~ Total . Plan Assets $ 7,606 $ 8.198 2.002 2.002 $ 9.608 $ 10,200 ---1! ~ $ 9,608 $ 10.200 . Unfunded AAL (UAAL) . 2007/08 Annual Required Contribution (ARC) . Normal Cost $ 967 $ 1,042 . UAAL Amortization 396 421 . 2007/08 ARC $ 1,363 $ 1.463 . ARC as a % of estimated 2007/08 payroll 1,7% 1.8% 6 Scenario 1 anticipates ;::.57 retirements before January 1,2008 and ::::38 retirements during 2008. 7 Scenario:2 anticipates;::.81 retirements before January 1,2008 and :::45 retirements during 2008. (iQ)n , j.-O, j L}"-i October 9. 2007 2-11 ~If?. -~- - CTlYOf CHULA VISTA Executive Summary City of Chula Vista Retiree Healthcare Plan June 30, 2007 Actuarial Valuation Page 5 BASIC DEFINITIONS AND AsSUMFTIONS Present Value of Benefits: When an actuary prepares an actuarial valuation, (s)he first gathers participant data (including active employees, former employees not in payment status, participants and beneficiaries in payment status) at the valuation date (for example June 30, 2007). Using this data and actuarial assumptions. (s)he projects future benefit payments. (The assumptions predict, among other things, when people will retire, tenninate, die or become disabled, as well as what salary increases, general (and healthcare) inflation and investment return might be.) Those future benefit payments are discounted, using expected future investment retum, back to the valuation date. This discounted present value is the plan's present value of benefits. It represents the amount the plan needs as of the valuation date to pay all future benefits - if all assumptions are met and no future contributions (employee or employer) are made. The City's June 30, 2007 retiree heaJthcare Present Value of Benefits is $18 million using a 4.50% discount rate ($10.8 million using a 7.75% discount rate). with $2 million of this for fonner employees who have already retired ($1.7 million using a 7.75% discount rate). Actuarial Accrued Liability: This represents the portion of the present value of benefits that participants have earned (on an actuarial, not actual, basis) through the valuation date. The City..s June 30. 2007 retiree healthcare Actuarial Accrued Liability is $8.6 million using a 4.50% discount rate ($6.5 million using a 7.75% discount rate), with $2 miliion of this for fonner employees who have already retired ($1.7 million using a 7.75% discount rate). Normal Cost: The Normal Cost represents the portion of the present value of benefits expected to be earned (on an actuarial, not actual, basis) in the coming year. The City's 2007/08 retiree healthcare Nom1al Cost is SO.8 million (1.0% of base payroll) using a 4.50% discount rate and SO.5 million using a 7.75% discount rate (0.6% of base payroll). Actuarial Cost Method: This detennines the method in which benefits are actuarially earned (allocated) to each year of service. lt has no effect on the Present Value of Benefits, but has significant effect on the Actuarial Accrued Liability and Normal Cost. The City's June 30, 2007 retiree healthcare valuation was prepared using the Entry Age Normal cost method. Implied Subsidy: GASB 45 requires that the implied subsidy for retirees be included in the AAL and the ARC for plans that are not community rated. An implied subsidy exists when the premium for a group of employees is determined by aggregating the experience of the group. For example. assume the premium for actives and non-Medicare eligible retirees is $600 per month. The underlying medical cost varies by age and gender and might actually be $300 per month for a 40 year-old active employee and $900 per month for a 60 year-old retiree. In this case, the premium for the younger employee is subsidizing $300 of the older retiree's cost. We have valued the implied subsidy for the City's retiree healthcare plan. There is no cash subsidy because the retirees pay 100% oftheir medical premiums. Actuarial Assumptions: Under GASB 45, an actuary must follow cunent actuarial standards of practice~ \vhich generally call for explicit assumptions - meaning each individual assumption represents the actuary's best estimate. C"'\ ~. \~:'--_.~ ) October 9, 2007 2-12 ~!~ - CnYOF CHUlA V1SfA Executive Summary City of Chula Vista Retiree Healthcare Plan June 30, 2007 Actuarial Valuation Page 6 GASB 45 requires that the discount rate is based on the source of funds used to pay benefits. This means the underlying expected Jong-tenn rate of return on plan assets for funded plans. Furthennore, since the source of funds for an unfunded plan is usually the general fund and California law restricts agencies' investment vehicles. this valuation uses a relatively low, 4.50%, discount rate. If the City sets up a Trust (that could only be used to pay plan benefits), using CalPERS Section 115 Trust then the discount rate would be based on the Trust's expected long-tenn investment return (established by CalPERS at 7.75%). Another key assumption is future healthcare inflation rates. Actual premiums for 2007 and 2008 were used. The inflation rate for HMO's starts at 9.7% (the increase in 2009 premiums over 2008) and grades down to 4.5% (2017 premiums over 2016) and remains at 4.5% into the future. The inflation rate for PPO's starts at 10.5% (the increase in 2009 premiums over 2008) and grades down to 4.5% (2017 premiums over 2016) and remains at 4.5% into the future. This assumption means healthcare is assumed to increase. on the average, 7.1 % for HMO's and 7.5% for PPO's a year for the next 9 years after 2008. Furthermore, since the valuation's general inflation assumption is 3%, it also means health care is assumed to level off at 1.5% over general inflation. o ~. _C\_\ ) ~l!?- - - - October 9. 2007 2-13 CllYOf CHUIA Vl5fA Executive Summary City of Chula Vista Retiree Healthcare Plan June 30, 2007 Actuarial Valuation Page 7 BENEFIT PROMISE The following table summarizes the City's retiree medical benefits: . Eligibility . Service or disability retire directly from the City . Age 50 & 5 years service under CalPERS . Benefit . Continued participation in City medical plans . Retiree pays 100% of premiwn . Surviving Spouse . Based on retirement plan election Continuation . Same benefit continues to surviving spouse . Dental, Vision & . None Life . Pay-As-You-Go . None Costs , . Possible Early . Eligibility: Retirement . Offered to all City departments/bargaining groups Window . Must be eligible to retire . 90 Day opt-in window II Benefit: . DOR < 111108 - City pays single premium through 12/31/09 I . DOR::: 111108 and DOR < 1/1/09 - City pays single premium through 12/31/08 II Implied Subsidy III Participating retirees paying active rates vs. actual cost . Value implied subsidy only, until age 65 ([{) October 9, 2007 2-14 ~I~ _ fi ClTYOf CHULA VISJA OPEB Liabilities Pose Some Risk For State And Local Governments Primary Credit Analyst: Peter Block, Chicago (1) 312-233-7040; peter_block@standardandpoors,com Secondary Credit Analysts: Robin Prunty. New York (1) 212-438-2081; robin_prunty@standardandpoors.com Marc Sa varia, Boston 11) 617-530-8315: marc_savaria@standardandpoors.com Table Of Contents .__n.n._____.__..._____..._...__.___._._____.______.__...-------...-.----.---------.-.-----------.---.---------.- New Reporting Requirements Highlight Issue OPEB Credit Analysis www.standardandpoors.com/ratingsdirect 1 Standard & Poar's. All rights reserved No reprim or dissemination without S&p7s permission See Terms of Use/Disclaimer on the last page 2 -1 5 OPEB Liabilities Pose Some Risk For State And Local Governments Standard & Poor's Ratings Services expects most state and local governments to eventually come up with workable strategies for other postemployment benefits (OPEB) without adversely affecting their credit quality. While near-term fiscal stress is unlikely, there could be some intermediate-term credit pressures - possibly as soon as three to five years __ as governments grapple with funding solutions amid rising health care costs. If unmitigated, OPEB costs _ which in some cases are projected to be several multiples larger than what governments currently pay to cover retirees -- are likely to strain some" municipal budgets, potentially affecting other spending priorities and the magnitude of reserves. With the deadline for compliance with the new Governmental Accounting Standards Board (GASB) requirement for OPEB looming, all state and many local governments are developing solutions to address the liability. In many instances, state legislative action has been taken and still may be required to provide local governments and school districts a range of options to manage their OPEB liabilities, including authorizing trust funds, reserves, and managing benefit levels. OPEB liabilities are just one of many credit factors Standard & Poor's evaluates during the ratings process. We recognize that the overall effect of the liabilities will be felt over many years. How the OPEB liability is managed by issuers, along with a government's capacity to fund these obligations on an annual basis -- either on a pay-as-you-go or an accrual basis -- will be an important element of the credit review. The framework for evaluating the solution includes three broad areas: finances, management, and debt. New Reporting Requirements Highlight Issue OPEB requirements are not new and have been a part of the cost structure of state and local governments -- as well as not-far-profit organizations -- for a long time. GASB Statement No. 45, "Accounting and Financial Reporting by Employers for Postemployment Benefits Other Than Pensions," established new accounting and reporting practices for OPEB liabilities for governmental entities. This standard affects all governmental entities, including state and local governments, school districts, transportation sector issuers (including transit agencies, airports, and roll roads), utilities, and housing ,agencies. GASB 45 is essentially a new way to account for, and report on, these accrued liabilities. It can also be viewed as a tool to better manage OPEBs in the long term. GASB 45 is being phased in over three years. Governments with annual revenues in excess of $100 million must adopt the standard for fiscal years ending after Dec. 15,2006. Standard & Poor's recently reported on OPEB liabilities for state governments (see "U.S. States Are Quantifying OPEB Liabilities And Developing Funding Strategies As The GASB Deadline Neats,", Nov. 12,2007). Based on our research, of the 40 states that have reported to date, the scope and range of OPEB liabilities -- $400 billion in total and counting __ underscore the enormous challenges that OPEB presents for governmental entities in the future. This is not simply because the absolute size of the liabilities is large, but ongoing costs to cover promised health care benefits are projected to be many multiples larger than what governments currently pay. Not-for-profit entities, primarily health care and higher education, that follow accounting rules established by the Standard & Poor's RatingsDirect I January 30, 2008 2 Standard & poar's, All rights reserved. No reprint or dissemination without S&P?s permission. See Terms 01 Use/Oisclaimer on the last page. 2-16 OPEB Liabilities Pose Some Risk For State And Local Governments Financial Accounting Standards Board (FASB) have been reporting OPEB liabilities for many years under FASB's Statement of Financial Accounting Standard (SFAS) No. 106: "Employees' Accounting for Postretirement Benefits Other Than Pensions." On Sept. 29, 2006, FASB issued its new standard, SFAS No. 158: "Employers' Accounting for Defined-Benefit Pension and Other Postretirement Plans." SFAS 158 amends SFAS 106, requiring employers to recognize the overfunded or underfunded status of their defined-benefit OPEB plans as an asset or liability in their statement of financial position for fiscal years ending after June 15,2007. Under prior accounting standards, the funded status of an employer's OPEB plans was not always recorded in the balance sheet. FASB 158 has had some impact on balance sheets and income statements of many not-for-profit organizations, although to date, Standard & Poor's has not revised ratings solely because of unfunded liabilities. In many of these cases, the new rule caused a weakening of balance sheets following an increase in liabilities and a decrease in equity. Standard & Poor's will continue to monitor the impact of the new rule, especially the strategies used by these organizations to absorb the cost of OPEB. OPEB Credit Analysis OPEB liabilities are just one of many credit factors Standard & Poorls evaluates during the ratings process. We recognize that OPEB liabilities are likely to be more volatile than pension liabilities over time. In addition to variation in actuarial methods and assumptions, OPEB liabilities factor in health care cost inflation assumptions, which have varied over time and continue to increase at double-digit rates. We have already seen wide ranges of liabilities for the same OPEB plan in subsequent actuarial valuations due to changes in assumptions. Nevertheless, once the final OPEB liabilities and the annual required contribution (ARC) are determined, it will be up to management and political leaders to decide how best to handle liabilities. Options include prefunding the liability and paying the ARC, continuing with pay as you go, or some combination thereof. Failure to fund the ARC or at least establish a workable plan to do so in an identifiable time frame may indicate that the OPEB structure is unaffordable. If funding costs go largely unmitigated, OPEB has the potential to slowly crowd out other spending priorities, potentially leading to credit problems. In analyzing the impact of OPEB liabilities on a government's general credit, we focus on how OPEB affects management, finances, and debt. Management Management should be able to clearly discuss the details of OPEB, consequences of restructuring benefits if possible, and demonstrate an understanding of the impacts of the results of GASB 45 actuarial valuations in terms of how conservative (or aggressive) the methods are and the assumptions used to determine the OPEB liabilities. If OPEB liabilities are material, Standard & Poor's is interested in the various alternatives that management is pursuing to soften the impact on the government IS finances. Additionally, it should be clear where the OPEB problem ranks in relation to other planning and spending priorities. If, after the OPEB liability has been agreed upon, the ultimate solution to a governmentls OPEB liability is prefunding, additional challenges will arise, which must also be considered. Finances As part of our financial review, we will analyze the effect of the OPEB liability, together with pension liabilities, on a government's lncome statement and balance sheet. Our analysis will be enhanced when trend information for OPEB becomes available. www.standardandpoors.com/ratingsdirect Standard & Poor's. All rights reserved. No reprint or dissemination without S&P?s permission. See Tenns of Use/Disclaimer on the last page. 2-17 3 i;7',L\l\l JDU,i} ','. OPEB Liabilities Pose Some Risk For State And Local Governments From an income statement perspective, the annual and projected costs of addressing both pension and OPEB liabilities, along with annual debt service costs, will be analyzed as it relates to the size of the budget, the strength and diversity of the revenue base, and other spending priorities. This analysis is similar to the way in which we have traditionally analyzed the impact of unfunded pension liabilities. Specifically, we will measure the ARC and actual contribution rates, along with funding progress. As with pension funding, OPEB contribution rates can lag and be distorted by investment return assumptions, asset smoothing methodologies, and amortization periods for unfunded actuarial accrued liabilities. Nevertheless, contribution rates and funding ratios are useful for comparison across governmental entities because they shed light on the burden pension and OPEB liabilities and costs have on an issuer1s budget and balance sheet. These metrics may be less significant for issuers who do not actually fund the cost of OPEB but instead allow retirees to participate in their plans by paying for themselves. From a balance sheet perspective, we will focus on the impact of unfunded pension and OPEB liabilities on reserves, the ability to fund capital improvements, and retire debt obligations within a reasonable time frame. Debt Pension and OPEB liabilities are debt-like in nature, although the annual costs to service the obligations differ. Debt costs are traditionallytixed and must be paid on time, whereas ARC payments for pension and OPEB can be deferred or only partially paid. Further, OPEB ARCs are subject to significant variation based on the actuarial methods and assumptions used to calculate the OPEB liability as well as the performance of any fund assets. If pension obligation bonds or OPEB obligation bonds have been issued, we are concerned with the source of funding for these obligations and the additional fixed costs associated with this prefunding solution. (For further information about the risks and benefits of issuing bonds to prefund pension and OPEB liabilities, see "Time May Be Ripe For A POB Revival," dated Jan. 23,2008, and "OPEB Obligation Bond Funding Strategies Offer Risks And Rewards," dated Nov. 19,2007.) Prefunding challenges While there is no requirement under GASB 45 to prefund benefits, significant attention is placed on future funding requirements due mainly to the rapidly escalating costs of health care and the implicit penalty of not prefunding liabilities. Under GASB 45, governments are permitted to use the typically higher discount rate (about 8%) of the OPEB trust fund assets, rather than the government's own rate of return (about 3%), for prefunding purposes. This serves to reduce the government's overall OPEB liability and future cost requirements. If governments try to prefund OPEB liabilities through bonds and achieve funding ratios consistent with or exceeding pension plans, they will face several new challenges related to maintenance of adequate funding ratios. Indeed, the annual process of balancing affordable and predictable contribution rates for the government while maintaining adequate funding ratios for beneficiaries will likely become the government's priority in dealing with the OPEB issue, similar to the situation faced currently with pension plans. As government investment strategies became more diversified (away from fixed-income) in the 19805 toward equity investments, pension funding ratios increased markedly in the latter part of the 1990s. However, as of the early part of this decade, investment returns fell precipitously, depressing pension funding ratios. It is almost inevitable that OPEB trust funds will face similar pressure over time. Therefore, if a government chooses to ]?refund OPEB liabilities, management must be cognizant of the pressure to achieve outsized investment returns to stabilize and reduce contribution rates. For these reasons, Standard & Poor's will also focus on the OPEB fund's structure, Standard & Poor's RatingsDirect I January 30. 2008 4 Standard & Poor's. All rights reserved. No reprint or dissemination without S&P?s permission_ See Terms of Use/Disclaimer on the last page 2-18 OPEB Liabilities Pose Some Risk For State And Local Governments governance, investment allocation, and return assumptions. This analysis is identical to the way in which we view a government's pension plan and its impact on a government's general credit. www.standardandpoors.com/ratingsdirect Standard & Poor's An rights reserved. No reprint or dissemination without S&P?s permission. See Terms of Use/DiSClaimer on the last page. . 2-19 5 :""l3'1G:'mlA!i Copyright@2008, Standard & Poors, a division of The McGraw-Hili Companies, Inc.l?S&P?l. 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