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Monday, 17 December 2012

What happened to the disappeared billions of Dutch pension funds? Was it the biggest legal robbery in Dutch history?


A large number of pension funds in The Netherlands has currently difficulties with their coverage ratios. That is no secret.

It is also no secret that the Dutch government and the Dutch national bank DNB played Jedi mind tricks to artificially increase the coverage ratio of the pension funds, by abolishing the risk-free swap rate and changing it to an ultimate forward rate (ufr) of 4.2%.

However, what fewer people know is how the Dutch government and some Dutch multinationals systematically ‘snatched’  money from the pension funds in the nineties: some large employers and the government refunded (litterally) billions of money from the pension funds that they had been obliged to pay earlier.

They did so, ‘because the money was splashing to the ceiling’ at the pensionfunds and the coverage ratios were skyhigh at the time. These ratios were well in excess of 200% at the time: this meant that the pension funds could pay all future obligations twice, as a consequence of fantastic results at the stock exchanges.

The parties responsible for the refunds thought that the remainder of the money would be enough to fund all pensions until eternity. They were proven wrong by the credit crisis and by the diminishing results at the stock exchanges.

When the coverage ratio of the pension funds became at a critical level last year, all parties that had been involved in this ‘great robbery’, refused to repay their share of the pension money: empty pockets! Now the pension funds must reduce their pension payments to current and future retirees, as a consequence of this ‘robbery'.

The Dutch, award-winning documentary series Zembla (i.e. Dutch Sixty Minutes) has made a documentary on this topic last year. I print here some snips of Zembla’s written documentation concerning the events with the pension funds’ money.


What caused the problems of the Dutch pension funds?

Pension reserves have been scooped out, in combination with too risky investment portfolios. Especially in the nineties things went wrong. In 1990, the coverage ratio was 230% (financial means vs. current and future obligations) in average and in 1999, it was 198%. A coverage ratio of 198% is absolutely not bad, but it should have been 320%. The nineties have been the best investment years ever. The AEX Amsterdam stock exchange multiplied sevenfold in that decade. Pension funds scored excellent yields. In 1990, the pension funds had a total capital of €170 bln; this should have been €720 bln at the end of 1999. In reality, they had only €450 bln in cash, leaving a deficit of €272 bln.

This deficit has been caused by large-scale refunds of pension money to the employers that established the fund. Also premiums that didn’t cover the costs, premium-free pensions and ‘royal’ arrangements for early retirement did the job.

Did the government not try to prevent this from happening?

No, the government actually started scooping out the pension funds itself. Companies were encouraged to skim the pension reserves and forward it to their own cash accounts. When they didn’t do so, the government would use the reserves for the coverage of the budget deficit. Summarized, pension funds have been abused in those days. The government thought that the sky was the limit, after the euphorical nineties. This was a common thought in those days, but the government and supervisors should have urged the pension funds to reckon with existing, common risks. They didn’t do this. To the contrary, they pushed the pension funds in the wrong direction. On top of that, the government directly scooped €15 bln out of ABP, the largest pension fund in The Netherlands, and it also used ABP’s money for the very costly early retirement plan (VUT). The government was herewith directly responsible for this process.

Didn’t the supervisor warn for too risky investments?

In the beginning of the nineties, the pension funds had very little stock in their portfolio. At the end of the nineties, the portfolio consisted of 50% stock. The funds initially profited from this strategy, but what goes up, must come down eventually. The pension funds took a heavy blow during the dot.com crisis (2001-2002) and in 2008 the credit crisis came on top of this. Not only the government and the supervisors did not see this coming, but also the advisors who decided about the contents of investment portfolios through mathematical and actuarial models. These portfolios had been put together with too much stock. If the asset mix would have been invested in fixed interest bonds, the coverage ratio would have been 114% in 2009.

What has been the role of the labor unions and employers?

Labor unions and large employers have battled for premiums that were much too low for covering future obligations. Both didn’t look at the interests of future generations, but instead made a party with the pension premiums of the participants in the pension funds (i.e. the workers). Pension money has been used for labor market policies.

[…]

What did we learn from this pension crisis?

If we knew in those days what we know now, the solutions would have been easy. Most important thing is that we learn what went wrong in order to get better performance in the future. The current situation is the result of a collective failure. However, the DNB and the Dutch government bear more guilt in the current, desperate situation of the pension funds than any other party. The government acted as a ‘robbing’ party itself and further stimulated companies to scoop out the pension funds. DNB made flawed assumptions towards the asset mix (too static and too risky) and underestimated the risk factor. These parties should have guided the funds, but instead sent them into a cliff.

Everybody who speaks Dutch or who is able to use Google Translate should read this confusing report and be amazed about the stupidity and ignorance of the governments that took part in and further encouraged this legal robbery. That the government has scooped out the pension funds and also encouraged private companies to do the same is bad by itself.

Worse is, however, that they don’t want to fill the void that has evolved out of this past policy, now that the pension funds do need the money desperately in order to meet their future obligations. Perhaps this has indeed been the biggest legal robbery in Dutch history.

I am not the only person that is worried about the consequences of these past events; no way. Besides the Zembla documentary team and the newspapers, there is also one prominent politician who cares about these events: Pieter Omtzigt of the Christian-Democrat party CDA. For this attention alone, Omtzigt deserves my full endorsement.

Although the current state secretary of Social Affairs Jetta Klijnsma seems to deny that these events actually took place in the past, Omtzigt doesn’t stop his investigation yet.

Here are some snips of a news bulletin that he put on the CDA homepage (www.cda.nl):


Participants in pension funds have the right to know whether their employer skimmed the common funds of their pension fund.

Pieter Omtzigt has been investigating for more than a year, how many billions have been refunded during the last twenty years, from the pension funds to the employers who established these funds. Two proposals from his hand, in which he requested a summary of these refunds from Minister Henk Kamp [the former minister of Social Affairs - EL] have been denied for various reasons.

Omtzigt: The supervisor in the pension industry, De Nederlandsche Bank (i.e. Dutch national bank DNB), points to its obligation for secrecy, which prohibits the bank to disclose information on individual funds.

At the time, pension funds didn’t have an obligation to show these data in their annual reports, which is weird in hindsight. Besides that, many pension funds don’t exist anymore. However, for the funds that still exist it should not be too hard to get these data above water.

In the eighties and nineties, many people supposed that there were surplusses in the pension funds. In a number of cases, these surplusses have been refunded to the employers one-sidedly. Omtzigt: ’It is weird that when you invest €5 in an investment fund, you can read a one inch thick brochure with risks and information. However, when you are obliged to invest thousands of euro’s in a pension fund, this money should be used for pensions alone. The minister should offer full disclosure in this matter, especially now that funds have too little cash-at-hand to meet their future obligations.

I have nothing to add to that. However, I’m afraid that Pieter Omtzigt will have to fight a long and lonely battle with an unwilling minister and state secretary of Social Affairs. If the minister would make a confession on these actions in the past, this could lead to all kinds of claims by the current and future pensioners.

The CDA mentions the following names of large companies that skimmed their pension funds through a series of refunds:

Phillips
Thomassen & Drijver/Verblifa *
Koninklijke Econosto N.V *
HBG 
Robeco  
Unisys

Both companies marked with an asterisk don’t exist anymore as a independent company.

The Dutch newspaper Trouw shares some more information on Pieter Omtzigt request for information:


Pension funds should explain to their participants, what has happened with the billions of euro’s that have been refunded to the employers in the nineties. CDA Member of Parliament Pieter Omtzigt asked state secretary Jetta Klijnsma to make an agreement with the pension industry, in order to get more clarity on the skimming of the common funds that many employers did at their very successfull pension funds. Omtzigt wants to know how these refunds took place, how much money was involved and at which pension funds these refunds happened. “The pension funds refuse to give full disclosure until now”.

Companies that are commonly known for having received refunds from their pension funds are: Philips, Unilever, ABN Amro and Unisys. Omtzigt: this money has been used for dividends for the shareholders and bonuses for the management’.  An investigation has been held at five large pension funds – who all want to remain anonymous – whether these refunds took indeed place there in the period between 1985 and 2011. According to a PWC report, at these funds alone there had been refunds to the tune of €1 bln.

The arrangements on these refunds have not always been documented properly and were not always recorded correctly in the annual reports of the 1000 pension funds that existed in the nineties. In the meantime, these funds have merged to over 300 funds in 2012. These mergers didn’t make the bookkeeping of the pension funds more transparent. Bookkeeping documents need to be archived for seven years; this term is often already exceeded. PWC wrote: ‘Based on the available data from the pension funds, it is not realistic to expect that a useful summary can be produced of all refunds that took place’.

State secretary Klijnsma is reluctant to start an investigation, as ‘this could cost in excess of €10 mln’. Besides that, Klijnsma suggested, what does such an investigation bring?! From the pilot investigation, there was no evidence that the contracts concerning refunds between the labor unions and the employers had been unlawful.

And that is that. Omtzigt is clearly frustrated about these answers by the state secretary as billions of euro’s have probably disappeared, but he is yet empty-handed.  Thus one of the largest robberies is covered up by an unwilling government that fears damage claims.

To be continued…

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