Worry Index released: our analysis of the overall health of FTSE 100 and FTSE 350 retail DB schemes

Jointly with Cardano, we have released our latest Worry Index research which looks at the level of risk in FTSE 100 defined benefit (DB) pension schemes in a stress scenario. This year we also looked at FTSE 350 retailers.

The Worry Index, provides a single measure of the overall safety (or not) of DB pension schemes.

It is our analysis of the overall health of FTSE 100 DB pension schemes and their ability to meet their pension promises to members.

We brought together publicly available information on funding, investment strategy and covenant to provide a single measure of the state of FTSE 100 DB pension schemes from an integrated risk management (IRM) perspective.

To date, most published work by the pensions industry focuses on current deficits rather than considering the three fundamental risks of: funding, investment and covenant. This has led to a debate that fails to consider adequately the risk that deficits (and, therefore, funding requirements) can, and will, vary over time. The Worry Index is an example of the practical application of the IRM guidance issued by TPR.

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