Tuesday, January 4, 2011

The Next Train Wreck

From Joshua Rua's Are State Public Pensions Sustainable?
Based on September 2009 asset values, if state pension fund asset returns have an average return of 8% going forward (the states’ typical assumption), states in aggregate will run out of funds in 2028. If average returns are 10% through 2045, the funds in aggregate will be roughly sufficient to cover liabilities to existing workers under the states’ actuarial assumptions. If average returns are only 6%, state funds in aggr gate will run out in 2024. This analysis assumes that state inflation forecasts, which average 3%, are met. If inflation is greater holding the investment outcomes fixed, then even under the higher asset returns the funds will run out sooner, as many state systems provide inflation-linked cost of living adjustments (COLAs) to beneficiaries.

Illinois, Connecticut, New Jersey, and Indiana are worst, whereas New York(!), Florida, North Carolina, Nevada and Alaska are best. He estimates the present value of the shortfall at $3T.

This is merely state pensions, mind you. The US social security system has about $13-17T in unfunded obligations, and $30T or so for Medicare (old folk free medical). The Federal deficit is about $1-2T, on GDP of around $14T.

I think our only hope is the Mayan apocalypse. Or inflation.

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