Proposed Rule2022-22304

Actuarial Assumptions for Determining an Employer's Withdrawal Liability

Primary source

Metadata and text below are from the Federal Register, a public-domain U.S. government work. Always verify the official published version before relying on it for any legal matter.

Published
October 14, 2022

Issuing agencies

Pension Benefit Guaranty Corporation

Abstract

The Pension Benefit Guaranty Corporation is proposing to provide interest rate assumptions that may be used by a plan actuary in determining a withdrawing employer's liability under a multiemployer plan.

Full Text

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<title>Federal Register, Volume 87 Issue 198 (Friday, October 14, 2022)</title>
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[Federal Register Volume 87, Number 198 (Friday, October 14, 2022)]
[Proposed Rules]
[Pages 62316-62322]
From the Federal Register Online via the Government Publishing Office [<a href="http://www.gpo.gov">www.gpo.gov</a>]
[FR Doc No: 2022-22304]


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PENSION BENEFIT GUARANTY CORPORATION

29 CFR Part 4213

RIN 1212-AB54


Actuarial Assumptions for Determining an Employer's Withdrawal 
Liability

AGENCY: Pension Benefit Guaranty Corporation.

ACTION: Proposed rule.

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SUMMARY: The Pension Benefit Guaranty Corporation is proposing to 
provide interest rate assumptions that may be used by a plan actuary in 
determining a withdrawing employer's liability under a multiemployer 
plan.

DATES: Comments must be received by November 14, 2022 to be assured of 
consideration.

ADDRESSES: Comments may be submitted by any of the following methods:
    <bullet> Federal eRulemaking Portal: <a href="https://www.regulations.gov">https://www.regulations.gov</a>. 
Follow the online instructions for submitting comments.
    <bullet> Email: <a href="/cdn-cgi/l/email-protection#6c1e090b420f0301010902181f2c1c0e0b0f420b031a"><span class="__cf_email__" data-cfemail="d3a1b6b4fdb0bcbebeb6bda7a093a3b1b4b0fdb4bca5">[email&#160;protected]</span></a> with subject line ``4213 
proposed rule.''
    <bullet> Mail or Hand Delivery: Regulatory Affairs Division, Office 
of the General Counsel, Pension Benefit Guaranty Corporation, 445 12th 
Street SW, Washington, DC 20024-2101.
    Commenters are strongly encouraged to submit comments 
electronically. PBGC expects to have limited personnel available to 
process comments submitted on paper by mail or hand delivery. Until 
further notice, any comments submitted on paper will be considered to 
the extent practicable.
    All submissions received must include the agency's name (Pension 
Benefit Guaranty Corporation, or PBGC) and refer to the 4213 proposed 
rule. All comments received will be posted without change to PBGC's 
website, <a href="http://www.pbgc.gov">www.pbgc.gov</a>, including any personal information provided. Do 
not submit comments that include any personally identifiable 
information or confidential business information.
    Copies of comments may also be obtained by writing to Disclosure 
Division, Office of the General Counsel, Pension Benefit Guaranty 
Corporation, 445 12th Street SW, Washington, DC 20024-2101, or calling 
202-326-4040 during normal business hours. If you are deaf or hard of 
hearing, or have a speech disability, please dial 7-1-1 to access 
telecommunications relay services.

FOR FURTHER INFORMATION CONTACT: John Ginsberg 
(<a href="/cdn-cgi/l/email-protection#f2959b9c8190978095dc989d9a9cb282909591dc959d84"><span class="__cf_email__" data-cfemail="8deae4e3feefe8ffeaa3e7e2e5e3cdfdefeaeea3eae2fb">[email&#160;protected]</span></a>), Assistant General Counsel, Multiemployer Law 
Division, Office of the General Counsel, at 202-229-3714, or Gregory 
Katz (<a href="/cdn-cgi/l/email-protection#5833392c22763f2a3d3f372a2118283a3f3b763f372e"><span class="__cf_email__" data-cfemail="c6ada7b2bce8a1b4a3a1a9b4bf86b6a4a1a5e8a1a9b0">[email&#160;protected]</span></a>), Attorney, Regulatory Affairs Division, 
Office of the General Counsel, at 202-227-8918. If you are deaf or hard 
of hearing, or have a speech disability, please dial 7-1-1 to access 
telecommunications relay services.

SUPPLEMENTARY INFORMATION: 

Executive Summary

    The Pension Benefit Guaranty Corporation (PBGC) is proposing to 
provide interest rate assumptions that may be used by a plan actuary in 
determining a withdrawing employer's liability under a multiemployer 
plan.
    PBGC's legal authority for this rulemaking comes from section 4213 
of the Employee Retirement Income Security Act of 1974 (ERISA), which 
authorizes PBGC to prescribe actuarial assumptions and methods for 
purposes of determining an employer's withdrawal liability, and from 
section 4002(b)(3) of ERISA, which authorizes PBGC to issue regulations 
to carry out the purposes of title IV of ERISA.

Background

Withdrawal Liability

    PBGC administers two independent insurance programs for private-
sector defined benefit pension plans under title IV of ERISA--one for 
single-employer defined benefit pension plans and one for multiemployer 
defined benefit pension plans (multiemployer plans). In general, a 
multiemployer plan is a collectively bargained plan involving two or 
more unrelated employers. The multiemployer program protects benefits 
of approximately 10.9 million workers and retirees in approximately 
1,360 plans.\1\ This proposed rule applies only to multiemployer plans.
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    \1\ See PBGC FY 2021 Annual Report, page 3 at <a href="https://www.pbgc.gov/sites/default/files/documents/pbgc-annual-report-2021.pdf">https://www.pbgc.gov/sites/default/files/documents/pbgc-annual-report-2021.pdf</a>.
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    Under ERISA, an employer that withdraws from a multiemployer plan 
may be liable to the plan for withdrawal liability, which generally 
represents the employer's share of any unfunded vested benefits (UVBs) 
that the plan may have at the end of the plan year immediately 
preceding the plan year in which the employer withdraws. UVBs are the 
amount by which the present value of nonforfeitable benefits under the 
plan as of the valuation date exceeds the value of plan assets as of 
that date. The plan actuary determines the present value of all of the 
plan's nonforfeitable benefits using actuarial assumptions and methods. 
The assumptions include

[[Page 62317]]

the interest rate--sometimes called the ``discount rate''--that is used 
to discount future benefit payments to their present value and the 
mortality tables used to determine the probability that each benefit 
payment will be made. Assuming a higher interest rate results in lower 
UVBs, whereas a lower rate leads to higher UVBs. Disputes between plans 
and employers about the value of UVBs are resolved through mandatory 
arbitration, and then, if necessary, litigation.
    For plans terminated by mass withdrawal, PBGC's regulation on 
Duties of Plan Sponsor Following Mass Withdrawal (29 CFR part 4281) 
specifies actuarial assumptions for valuing benefits, including 
interest rates described in Appendix B to PBGC's regulation on 
Allocation of Assets in Single-Employer Plans (29 CFR part 4044).\2\ 
These interest rates are based on the average market price of a life 
annuity, which PBGC determines from a quarterly survey of insurance 
companies and can be used to approximate the cost of purchasing 
annuities to cover benefits. Annuity prices are derived in part from 
yields on high-quality corporate bonds.
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    \2\ See 29 CFR 4281.13.
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    For ongoing plans, section 4213(a) of ERISA provides--

    The corporation may prescribe by regulation actuarial 
assumptions which may be used by a plan actuary in determining the 
unfunded vested benefits of a plan for purposes of determining an 
employer's withdrawal liability under this part. Withdrawal 
liability under this part shall be determined by each plan on the 
basis of--
    (1) actuarial assumptions and methods which, in the aggregate, 
are reasonable (taking into account the experience of the plan and 
reasonable expectations) and which, in combination, offer the 
actuary's best estimate of anticipated experience under the plan, or
    (2) actuarial assumptions and methods set forth in the 
corporation's regulations for purposes of determining an employer's 
withdrawal liability.

    Because PBGC has not issued regulations under section 4213(a)(2), 
withdrawal liability determinations governed by section 4213(a) have 
heretofore been made under section 4213(a)(1).

Actuarial Variety in Selection of Assumptions

    Plans have used a variety of approaches to determine withdrawal 
liability; three common approaches are described in the following 
paragraphs.
    One approach uses the same interest rate assumption that is used to 
determine minimum funding requirements, based on the expected average 
return on plan assets over the long term. This approach applies the 
interest rate assumption used under section 431(b)(6) of the Internal 
Revenue Code (Code) and section 304(b)(6) of ERISA (funding interest 
rate assumption) to satisfy both standards under section 4213(a)(1)--
that the actuarial assumptions and methods used to determine withdrawal 
liability are in the aggregate reasonable (taking into account the 
experience of the plan and reasonable expectations) and in combination 
offer the actuary's best estimate of anticipated experience.
    Another approach focuses on the contrast between contributing 
employers and withdrawing employers. This approach identifies 
contributing employers as continuing to participate in the plan's 
investment portfolio and share in future gains and losses, including 
the risk of increased contributions if plan investments do not earn as 
much as the assumed funding interest rate. This approach considers that 
a withdrawing employer ceases to participate in the plan's investment 
experience because the employer is settling its liabilities once and 
for all and bears no risk of future losses. This approach therefore 
considers the use of settlement interest rate assumptions prescribed by 
PBGC under section 4044 of ERISA (4044 rates) to be appropriate to 
determine the amount sufficient to release a withdrawing employer from 
any future financial obligations to the plan. Those interest rate 
assumptions can be used to approximate the market price of purchasing 
annuities to cover the withdrawing employer's share of the plan's 
benefit liabilities, which are generally paid in the form of life 
annuities. From this perspective, the plan trustees' investment risk 
appetite, asset allocation choices, or the actuary's best estimate of 
the plan's future investment returns following the withdrawal are not 
relevant to the withdrawal liability assessment.
    A third approach uses an interest rate assumption that employs both 
funding and settlement interest rate assumptions. For example, the 
actuary might value unfunded benefits using the funding interest rate 
assumption, and value funded benefits using a settlement interest rate 
assumption like PBGC's 4044 rates.

Recent Disputes

    There has been increasing litigation over withdrawal liability 
determinations, centered on the interest rate assumption used to 
discount liabilities of ongoing plans. In five cases since 2018 (and an 
unknown number of arbitrations), a withdrawing employer has challenged 
its withdrawal liability assessment by arguing that the interest 
assumption that the plan actuary used to value nonforfeitable benefits 
failed to satisfy section 4213(a)(1) of ERISA because it was lower than 
the actuary's best estimate of anticipated average returns on plan 
investments. Court decisions have varied \3\ and some have noted PBGC's 
unused authority to issue a regulation prescribing assumptions that may 
be used under section 4213(a)(2).\4\
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    \3\ See United Mine Workers of Am. 1974 Pension Plan v. Energy 
W. Mining Co., No. 20-7054, 2022 WL 2568025 (D.C. Cir. July 8, 2022) 
(re 4044 rates); Sofco Erectors, Inc. v. Trs. of Ohio, Operating 
Eng'rs, Pension Fund, 15 F. 4th 407 (6th Cir. 2021) (re blend of 
4044 rates and funding interest rate assumption); GCIU Employer 
Retirement Fund v. MNG Enterprises, Inc., No. 2:21-cv-00061, 2021 WL 
3260079 (C.D. Cal., July 8, 2021) (re 4044 rates), appeals filed, 
Nos. 21-55864, 21-55923; Manhattan Ford Lincoln, Inc. v. UAW Local 
259 Pension Fund, 331 F. Supp. 3d 365 (D.N.J. 2018) (re blended 
rates), appeal voluntarily dismissed; New York Times Co. v. 
Newspaper and Mail Deliverers'-Publishers' Pension Fund, 303 F. 
Supp. 3d 236 (S.D.N.Y. 2018) (re blended rates), appeals voluntarily 
dismissed. In the cross-appeals of the New York Times decision, PBGC 
participated as amicus curiae.
    \4\ See United Mine Workers, 2022 WL 2568025, at *2; Sofco 
Erectors, 15 F. 4th at 420; Manhattan Ford Lincoln, 331 F. Supp. 3d 
at 393.
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Special Financial Assistance Interim Final Rule

    On July 12, 2021 (at 86 FR 36598), PBGC published an interim final 
rule on special financial assistance (SFA) under new section 4262 of 
ERISA.\5\ In footnote 18 of that rule's preamble, PBGC indicated that 
it intends to propose a separate rule of general applicability under 
section 4213(a) of ERISA to prescribe actuarial assumptions that may be 
used by a plan actuary in determining an employer's withdrawal 
liability. This proposed rule carries out PBGC's stated intention.
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    \5\ The final rule on SFA was published July 8, 2022, at 87 FR 
40968.
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Overview of Regulation

    Section 4213(a)(2) of ERISA authorizes PBGC to set forth in its 
regulations actuarial assumptions and methods that may be used by a 
plan actuary for the purpose of determining an employer's withdrawal 
liability as an alternative to the assumptions and methods used under 
section 4213(a)(1). This rule is being proposed under section 
4213(a)(2) to make clear that use of 4044 rates, either as a standalone 
assumption or combined with funding interest assumptions represents a 
valid approach to selecting an interest rate assumption to determine 
withdrawal liability in all circumstances. Withdrawing employers will 
not be

[[Page 62318]]

making future plan contributions, and ERISA accounts for this by 
requiring an employer to settle its share of the plan's unfunded 
liabilities. In the event of worse than expected investment performance 
or other actuarial experience following an employer's withdrawal, the 
plan cannot seek additional funds from that employer. Thus, a 
withdrawing employer shifts its share of investment risk and other 
risks to the plan and its remaining employers. If a party promising a 
pension, as an employer participating in a multiemployer plan 
indirectly does, were to shift all investment risk, mortality risk, and 
other asset and liability risks to an annuity provider, that party must 
pay the premium amount necessary to fund the promised pension 
liability. Accordingly, it is reasonable to base the amount needed to 
settle the employer's share of the liability on the market price of 
settling pension liabilities by purchasing annuities from private 
insurers.
    The use of actuarial assumptions and methods prescribed by PBGC 
under section 4213(a)(2) would not be subject to the requirements of 
section 4213(a)(1), and accordingly, the plan's actuary would be 
permitted to determine withdrawal liability under the proposed rule 
without regard to section 4213(a)(1).
    The proposed rule would specifically permit the use of an interest 
rate anywhere in the spectrum from 4044 rates alone to funding rates 
alone.\6\ In the case of an interest assumption that involves two or 
more rates to value a plan's liabilities, such as a yield curve or the 
use of separate interest rates for benefits expected to be covered by 
current assets and for other benefits, this proposed rule would apply 
to the single interest rate that would result in the same liability 
measure as the multiple rates. PBGC requests comments on whether the 
final rule should restrict the allowable options to a narrower range of 
interest rates or to only specific methodologies for determining 
interest rates. In particular, should the top of the range of permitted 
interest rates under section 4213(a)(2) be lower than the typical 
funding interest rate assumption (which represents the expected return 
on a portfolio with a significant allocation to return-seeking assets)? 
PBGC also requests comments on what should be the relationship, if any, 
between (a) the estimated date of plan insolvency, expected investment 
mix, and/or funded ratio, and (b) permitted withdrawal liability 
assumptions.
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    \6\ The proposed rule would not override other statutory or 
regulatory provisions requiring the use of specific rates such as 
PBGC's regulation on Duties of Plan Sponsor Following Mass 
Withdrawal (29 CFR part 4281) which specifies actuarial assumptions 
for valuing benefits.
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    Under Sec.  4213.11(c) of the proposed rule, each assumption and 
method used, other than the interest assumption, would have to be 
reasonable (taking into account the experience of the plan and 
reasonable expectations). Additionally, the assumptions and methods 
other than the interest assumption would, in combination, have to offer 
the actuary's best estimate of anticipated experience under the plan. 
Note that the standards under proposed Sec.  4213.11(c) echo the 
current standard for selecting actuarial assumptions for multiemployer 
funding under section 431(c)(3) of the Code and section 304(c)(3) of 
ERISA, which has been updated since the enactment of ERISA.\7\ As with 
assumptions adopted under those sections, assumptions used under Sec.  
4213.11(c) would reflect the actuary's judgment as an independent 
professional generally bound by actuarial standards of practice. The 
standards in proposed Sec.  4213.11(c) would apply to assumptions and 
methods other than interest assumptions. As discussed earlier in this 
preamble, consideration of the anticipated experience of the plan in 
selecting withdrawal liability interest assumptions is not necessarily 
appropriate in light of a withdrawing employer's lack of continued 
shared investment experience.
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    \7\ See section 9307(b) of the Omnibus Budget Reconciliation Act 
of 1987 (OBRA '87) (Pub. L. 100-203).
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    PBGC requests comments on whether the final rule should specify 
assumptions or methods other than interest assumptions. Also, if PBGC 
were to specify assumptions under section 4213(a) of ERISA that 
included demographic assumptions, such as mortality assumptions, that 
differed from plans' demographic assumptions, would plans be unlikely 
to use the PBGC assumptions because of those differences? If so, why? 
Although PBGC is specifically requesting comments on the issues 
discussed earlier in this preamble, PBGC also invites comment on any 
other issue relating to section 4213 withdrawal liability assumptions.

Applicability

    The changes in this proposed rule would apply to the determination 
of withdrawal liability for employer withdrawals from multiemployer 
plans that occur on or after the effective date of the final rule. The 
proposed rule does not preclude the use of an interest rate assumption 
described in proposed Sec.  4213.11(b) to determine unfunded vested 
benefits before the effective date of the final rule.

Regulatory Impact Analysis

(1) Relevant Executive Orders for Regulatory Impact Analysis

    Under Executive Order (E.O.) 12866, Office of Management and Budget 
(OMB) reviews any regulation determined to be a ``significant 
regulatory action.'' Section 3(f) of E.O. 12866 defines a ``significant 
regulatory action'' as an action that is likely to result in a rule 
that: (1) has an annual effect on the economy of $100 million or more, 
or adversely affects in a material way a sector of the economy, 
productivity, competition, jobs, the environment, public health or 
safety, or State, local, or tribal governments or communities (also 
referred to as economically significant); (2) creates serious 
inconsistency or otherwise interferes with an action taken or planned 
by another agency; (3) materially alters the budgetary impacts of 
entitlement grants, user fees, or loan programs, or the rights and 
obligations of recipients thereof; or (4) raises novel legal or policy 
issues arising out of legal mandates, the President's priorities, or 
the principles set forth in the E.O.
    OMB has determined that this proposed rule is economically 
significant under section 3(f)(1) and has therefore reviewed this rule 
under E.O. 12866.
    E.O. 13563 supplements and reaffirms the principles, structures, 
and definitions governing contemporary regulatory review that were 
established in E.O. 12866, emphasizing the importance of quantifying 
both costs and benefits, reducing costs, harmonizing rules, and 
promoting flexibility. It directs agencies to assess the costs and 
benefits of available regulatory alternatives and, if regulation is 
necessary, to select regulatory approaches that maximize net benefits 
(including potential economic, environmental, and public health and 
safety effects, distributive impacts, and equity).
    PBGC has provided an assessment of the potential benefits, costs, 
and distributive impacts associated with this proposed rule.

(2) Introduction and Need for Regulation

    Benefit levels in a multiemployer plan are typically set by 
trustees representing contributing employers and unions. As discussed 
earlier in this preamble, withdrawal liability generally represents an 
employer's share of the plan's unfunded vested benefits (UVBs) that

[[Page 62319]]

the plan may have at the end of the plan year immediately preceding the 
plan year in which the employer withdraws. Withdrawal liability is the 
portion of the UVBs allocable to the withdrawing employer and 
represents a plan's only opportunity to require a withdrawing employer 
to pay its allocated share of the unfunded liabilities. When a plan 
does not collect an adequate amount of withdrawal liability from a 
withdrawing employer or collects an amount that is less than a 
withdrawing employer's allocated share of the plan's UVBs, that burden 
is shifted to the remaining contributing employers in the plan. There 
is a higher likelihood that the plan will not be able to pay full 
accrued benefits, and ultimately, there is an increased likelihood that 
it would not have resources to pay basic (PBGC-guaranteed) benefits. In 
that case, a plan may have to cut benefits to the PBGC guarantee level 
and apply to PBGC for financial assistance, which shifts costs to plan 
participants and to others in the multiemployer insurance system who 
fund PBGC via annual premiums.
    This proposed rule is needed to clarify that a plan actuary's use 
of 4044 rates represents a valid approach to selecting an interest rate 
assumption to determine withdrawal liability in all circumstances. The 
proposed rule would thereby reduce or eliminate the cost-shifting 
effects of impediments to actuaries' use of 4044 rates:
    <bullet> As noted earlier in the preamble discussion, several 
recent court decisions (and an unknown number of arbitration decisions) 
have required plans to re-assess withdrawal liability using interest 
assumptions based on anticipated investment returns rather than 4044 
rates (or a blend using such rates), resulting in lower withdrawal 
liability assessments.
    <bullet> The delay, expense, and risk of adverse judgment involved 
with arbitration and litigation may provide an incentive for plans to 
settle withdrawal liability claims for less than the amount of 
withdrawal liability determined by the plan actuary, even in cases 
where the withdrawal liability dispute is not arbitrated or litigated.
    <bullet> Recent court decisions may deter actuaries from using 4044 
rates (or a blend incorporating such rates) instead of interest rate 
assumptions based solely on anticipated plan investment returns.

(3) Regulatory Action

    Under this proposed rule, actuaries would be able to determine an 
employer's withdrawal liability on the basis of interest rate 
assumptions ranging from plan funding rates to 4044 rates, provided 
that the other assumptions and methods selected meet certain specified 
requirements.
    Because PBGC expects the proposed rule will reduce the litigation 
risk for plans associated with selection of the interest assumption, 
PBGC believes that more plans will use 4044 rates, which would tend to 
increase withdrawal liability and a plan's collection of withdrawal 
liability assessments. PBGC also believes that increasing plans' 
withdrawal liability income would have an overall positive effect on 
the multiemployer system and PBGC's multiemployer program. It is also 
consistent with PBGC's mission to enhance the retirement security of 
workers and retirees.

(4) Estimated Impact of Regulatory Action

    For the reasons discussed earlier, this proposed rule would tend to 
increase the amount of withdrawal liability that multiemployer plans 
assess and collect.
    The aggregate economic impact of this proposed rule is best 
measured by the amount of additional withdrawal liability that 
multiemployer plans are expected to receive from withdrawing employers. 
PBGC estimates that, in the 20 years following the final rule's 
effective date, there will be a nominal increase in cumulative 
withdrawal liability payments ranging between $804 million and $2.98 
billion. A 20-year time horizon was chosen to show the impact on 
withdrawal liability payments which, depending on the circumstances of 
the withdrawal, can last as long as 20 years, and to capture the impact 
on plans receiving SFA (which must calculate withdrawal liability using 
4044 rates for at least 10 years). However, because the assumptions 
underlying this analysis become more speculative as projections reach 
further into the future, PBGC cannot reasonably estimate the impact 
after 20 years. While PBGC expects that the proposed rule will deter 
employer withdrawals, it will do so only at the margin, and this impact 
is difficult to estimate. Accordingly, this analysis does not model any 
change to the rate of employer withdrawals or decrease in contributions 
due to improved plan funding attributable to these changes because 
doing so would be too speculative.
    Currently, the aggregate amount of withdrawal liability paid into 
the multiemployer plan system each year (taking into account the result 
of any dispute resolution process) is approximately $1.3 billion, based 
on a PBGC analysis of attachments to 2018 and 2019 Form 5500 Schedules 
MB.\8\ As discussed later in this Regulatory Impact Analysis, because 
the increase in withdrawal liability paid to a plan (and the mechanics 
of how such increase would come about) would depend on how it currently 
calculates withdrawal liability, PBGC makes assumptions in this 
analysis about how plans currently calculate withdrawal liability. For 
the purpose of this analysis, in the absence of reliable data, current 
withdrawal liability calculations are assumed as follows: (a) plans for 
which the Schedule MB was signed by an actuary from the firm associated 
with the largest number of plans use a blend of funding interest rates 
and 4044 rates and (b) for remaining plans, 80 percent use funding 
interest rates and 20 percent use 4044 rates. Further, to simplify the 
analysis, 4044 rates are assumed to be 3 percent, an approximation of 
current 4044 rates.
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    \8\ The 2019 Form 5500 instructions provide that all employer 
and employee contributions for the plan year must be shown on line 3 
of the Schedule MB. If any of the contributions reported include 
amounts owed for withdrawal liability, a list of withdrawal 
liability payments and the dates such amounts were contributed must 
be attached.
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    PBGC's measurement of the increase in annual withdrawal liability 
paid attributable to this proposed rule depends on two primary 
assumptions: (1) the number and size of plans that change withdrawal 
liability assumptions because of this rulemaking (switching 
assumption), and (2) the value of reductions in withdrawal liability 
either directly resulting from the order of an arbitrator or judge 
interpreting section 4213(a)(1) of ERISA or agreed to by plans in 
recognition of the risk of similar arbitration and litigation outcomes 
that would occur if this proposed rule is not finalized (dispute 
resolution assumption). Due to a lack of reliable data upon which to 
base these assumptions and because the effect of the proposed rule 
could vary widely because it allows for a range of approaches, this 
analysis shows impacts when these assumptions are set at three 
different levels.
    Because the impact is expected to be substantially lower in the 
first 10 years after the effective date of the final rule than in the 
period thereafter, PBGC is separating the impact into two separate time 
periods: the first 10 years after the effective date of the final rule 
and the time period thereafter. The reasons for this are as follows: 
(1) after the final rule's effective date, the number of withdrawal 
liability payments that would be affected would start at zero and 
increase over time (before leveling off when substantially all 
withdrawal liability payments are for withdrawals

[[Page 62320]]

occurring after the final rule's effective date) and (2) plans 
receiving SFA under section 4262 of ERISA are required to use 4044 
rates for withdrawal liability calculations for at least the first 10 
years after receiving SFA, and as a result, this rule would have no 
impact on withdrawal liability received by such plans in connection 
with approximately 10 years of withdrawals.
    Within each time period, three sets of assumptions are shown in 
three tables under the ``Estimated Impact of Increase in Withdrawal 
Liability Received'' heading with respect to the switching assumption 
and the dispute resolution assumption. Row (a), the switching 
assumption, represents the assumed percentage of plans for which the 
plan is assumed to change from using funding interest rate assumptions 
to 4044 rates as a result of this proposed rule. The percentages 
represent what PBGC believes to be a reasonable range of the percentage 
of plans assumed to be using funding interest rates for withdrawal 
liability purposes that would switch to 4044 rates. Row (b), the 
dispute resolution assumption, represents, for plans currently using 
4044 rates or a blend using such rates, in the absence of this rule, 
the assumed reduction in withdrawal liability payments received by 
plans due to litigation outcomes, or similar reductions done 
voluntarily as a result of the threat of litigation. This reduction is 
measured as the percent reduction in the difference between the 
expected value of withdrawal liability payments calculated using 4044 
rates and the expected value of withdrawal liability payments 
calculated using funding rates. In calculating the estimated annual 
increase in withdrawal liability payments, it is assumed that after the 
rule is effective, plans using 4044 rates or a blend using such rates 
will receive the expected value of withdrawal liability payments for a 
given assessment without a reduction due to settlements. The dispute 
resolution assumption assumes that no plans currently using 4044 rates 
would, in the absence of this proposed rule, switch from using 4044 
rates to funding rates. Assuming that some plans would switch would 
increase the annual economic impact to some extent.
    The following tables summarize the estimated annual increases to 
withdrawal liability payments received by multiemployer pension plans 
and the present value of those increases at 3 percent and 7 percent 
discount rates:

                          Estimated Impact of Increase in Withdrawal Liability Received
----------------------------------------------------------------------------------------------------------------
 
----------------------------------------------------------------------------------------------------------------
                                    Estimated Impact Years 1-10 ($ Millions)
----------------------------------------------------------------------------------------------------------------
(a) % of Plans Switching to 4044 Rates..........................              5%             10%             20%
(b) % of Dispute Resolutions for Plans Using 4044 Rates.........              2%              5%             10%
----------------------------------------------------------------------------------------------------------------
Year                                                                      Impact          Impact          Impact
----------------------------------------------------------------------------------------------------------------
1...............................................................             $22             $44             $89
2...............................................................              23              46              92
3...............................................................              25              48              96
4...............................................................              26              50              99
5...............................................................              27              52             103
6...............................................................              28              54             106
7...............................................................              29              55             109
8...............................................................              30              57             113
9...............................................................              31              59             117
10..............................................................              32              61             120
PV of Impact in First 10 Years (3% Interest)....................             233             451             898
PV of Impact in First 10 Years (7% Interest)....................             193             374             746
----------------------------------------------------------------------------------------------------------------
                                    Estimated Impact Years 11-20 ($ Millions)
----------------------------------------------------------------------------------------------------------------
(a) % of Plans Switching to 4044 Rates..........................              5%             10%             20%
(b) % of Dispute Resolutions for Plans Using 4044 Rates.........              2%              5%             10%
----------------------------------------------------------------------------------------------------------------
Year                                                                      Impact          Impact          Impact
----------------------------------------------------------------------------------------------------------------
11..............................................................             $47             $89            $174
12..............................................................              48              91             178
13..............................................................              49              93             183
14..............................................................              51              96             187
15..............................................................              52              99             191
16..............................................................              54             101             195
17..............................................................              56             104             200
18..............................................................              57             107             205
19..............................................................              59             109             209
20..............................................................              60             112             214
PV of Impact in Years 11-20 (3% Interest).......................             340             640           1,240
PV of Impact in Years 11-20 (7% Interest).......................             193             364             706
----------------------------------------------------------------------------------------------------------------
                             Estimated Present Value Impact Years 1-20 ($ Millions)
----------------------------------------------------------------------------------------------------------------
(a) % of Plans Switching to 4044 Rates..........................              5%             10%             20%
(b) % of Dispute Resolutions for Plans Using 4044 Rates.........              2%              5%             10%
Nominal Value of Impact in Years 1-20...........................            $804          $1,526          $2,981
PV of Impact in Years 1-20 (3% Interest)........................            $573          $1,091          $2,138
PV of Impact in Years 1-20 (7% Interest)........................            $386            $738          $1,452
----------------------------------------------------------------------------------------------------------------


[[Page 62321]]

    Separate from the distributive impacts, because this rule would 
provide increased certainty in withdrawal liability determinations, 
plans and withdrawing employers would see substantial cost savings in 
the form of reduced arbitration and litigation costs.
    The major expenses associated with a withdrawal liability dispute 
are attorney fees, arbitration fees (including fees to initiate 
arbitration and fees charged by an arbitrator), and fees charged by 
expert witnesses. Though costs will vary greatly from plan to plan 
based on the plan's benefit formula, size of the plan, attorney and 
expert witness rates, and other factors, PBGC estimates that a 
withdrawal liability arbitration, measuring from a request for plan 
sponsor review of a withdrawal liability determination through the end 
of arbitration would range from $82,500 to $222,000. For lengthy 
litigation, costs can be over $1 million. Assuming some arbitrations 
and litigation would be avoided entirely, and others would be less 
complex because they would not include disputes over interest 
assumptions, PBGC estimates that this proposed rule would result in an 
annual savings of $500,000 to $1 million, split evenly between plans 
and employers.

(5) Regulatory Alternatives Considered

    PBGC considered a number of alternatives before deciding to issue 
this proposed rule. None of the alternatives were as cost-effective as 
the proposed rule.
    One alternative PBGC considered is to not regulate under section 
4213 of ERISA. Without a regulation, PBGC would expect a continuation 
of the recent trend in withdrawal liability dispute resolution toward 
requiring that withdrawal liability be based on funding rates (or rates 
closer to funding rates than to 4044 rates). PBGC believes that the 
adverse effect of employer withdrawals generally contributes to 
financial stress for plans (and their remaining employers and 
participants) that the use of 4044 rates in determining withdrawal 
liability would help alleviate. Inaction would constitute choice of the 
status quo, which could contribute to plan underfunding, benefit losses 
for participants, cost-shifting to remaining employers, and higher 
claims on PBGC's insurance system.
    PBGC also considered issuing a proposed rule that would only 
authorize use of 4044 rates, without addressing the popular practice of 
using 4044 rates for benefits expected to be covered by existing assets 
and funding rates for other benefits. This limited approach would 
address the issue of comparatively low withdrawal liability assessments 
for plans that choose to use 4044 rates but by not providing 
flexibility for other plans, it would limit the effectiveness of the 
regulation.

Regulatory Flexibility Act

    The Regulatory Flexibility Act \9\ imposes certain requirements 
respecting rules that are subject to the notice-and-comment 
requirements of section 553(b) of the Administrative Procedure Act, or 
any other law,\10\ and that are likely to have a significant economic 
impact on a substantial number of small entities. Unless an agency 
certifies that a proposed rule will not, if promulgated, have a 
significant economic impact on a substantial number of small entities, 
section 603 of the Regulatory Flexibility Act requires that the agency 
present an initial regulatory flexibility analysis at the time of the 
publication of the proposed rule describing the impact of the rule on 
small entities and seek public comment on such impact. Small entities 
include small businesses, organizations, and governmental 
jurisdictions.\11\
---------------------------------------------------------------------------

    \9\ 5 U.S.C. 601 et seq.
    \10\ The applicable definition of ``rule'' is found in section 
601 of the Regulatory Flexibility Act. See 5 U.S.C. 601(2).
    \11\ The applicable definitions of ``small business,'' ``small 
organization,'' and ``small governmental jurisdiction'' are found in 
section 601 of the Regulatory Flexibility Act. See 5 U.S.C. 601.
---------------------------------------------------------------------------

Small Entities

    This proposed rule would directly regulate plans by prescribing 
interest assumptions for their use in calculating withdrawal liability. 
For purposes of the Regulatory Flexibility Act requirements with 
respect to this proposed rule, PBGC considers a small entity to be a 
plan with fewer than 100 participants.\12\ This is substantially the 
same criterion PBGC uses in other regulations \13\ and is consistent 
with certain requirements in title I of ERISA \14\ and the Code,\15\ as 
well as the definition of a small entity that PBGC and DOL have used 
for purposes of the Regulatory Flexibility Act.\16\
---------------------------------------------------------------------------

    \12\ PBGC consulted with the Small Business Administration's 
Office of Advocacy before making this determination. Memorandum 
received from the U.S. Small Business Administration, Office of 
Advocacy on March 9, 2021.
    \13\ See, e.g., special rules for small plans under part 4007 
(Payment of Premiums).
    \14\ See, e.g., section 104(a)(2) of ERISA, which permits the 
Secretary of Labor to prescribe simplified annual reports for 
pension plans that cover fewer than 100 participants.
    \15\ See, e.g., section 430(g)(2)(B) of the Code, which permits 
plans with 100 or fewer participants to use valuation dates other 
than the first day of the plan year.
    \16\ See, e.g., PBGC's proposed rule on Reportable Events and 
Certain Other Notification Requirements, 78 FR 20039, 20057 (April 
3, 2013) and DOL's final rule on Prohibited Transaction Exemption 
Procedures, 76 FR 66637, 66644 (Oct. 27, 2011).
---------------------------------------------------------------------------

    Thus, PBGC believes that assessing the impact of the proposed rule 
on small plans is an appropriate substitute for evaluating the effect 
on small entities. The definition of small entity considered 
appropriate for this purpose differs, however, from a definition of 
small business based on size standards promulgated by the Small 
Business Administration \17\ under the Small Business Act. PBGC 
therefore requests comments on the appropriateness of the size standard 
used in evaluating the impact of its proposed rule on small entities.
---------------------------------------------------------------------------

    \17\ See, 13 CFR 121.201.
---------------------------------------------------------------------------

    Based on its definition of small entity, PBGC certifies under 
section 605(b) of the Regulatory Flexibility Act (5 U.S.C. 601 et seq.) 
that the amendments in this proposed rule will not, if promulgated, 
have a significant economic impact on a substantial number of small 
entities. Based on data for recent premium filings, PBGC estimates that 
only 38 of the approximately 1,360 plans covered by PBGC's 
multiemployer program are small plans. Plans would be able, but not 
required, to set assumptions to determine withdrawal liability under 
this proposed rule. As discussed in the Regulatory Impact Analysis, 
because this proposed rule would authorize a wide range of commonly 
used interest assumptions, few plans would switch assumptions. In that 
analysis, PBGC estimated that, for plans currently using funding 
assumptions (which are assumed to be less than 80 percent of all 
plans), from 5 to 20 percent would switch to 4044 rates. Consequently, 
of the 38 small multiemployer plans, PBGC estimates that no more than 6 
would switch assumptions.
    For a plan that does move to 4044 rates as permitted under the 
proposed rule, this proposed rule would tend to have a positive 
economic impact because it would increase the amount of withdrawal 
liability collected, which could improve the plan's ability to remain 
solvent and to continue paying participants' benefits. For the few 
small plans expected to switch assumptions, PBGC estimates that, in the 
20 years following the final rule's effective date, the nominal 
increase in cumulative withdrawal liability payments would not exceed 
$1 million. It could also deter employer withdrawals, however, as 
discussed in the Regulatory Impact Analysis, it will do so only at the 
margin, and this impact is difficult to estimate. There would be a 
higher

[[Page 62322]]

likelihood that plans that do not use 4044 rates provided by this 
proposed rule would eventually be unable to pay full benefits at 
current accrual rates. Plans would also see administrative savings in 
the form of reduced arbitration and litigation costs because some 
arbitrations and litigation would be avoided entirely, and others would 
be less complex because they would not include disputes over interest 
assumptions. As discussed in the Regulatory Impact Analysis, these 
savings could be as much as $82,500 to $222,000 for reduced arbitration 
costs and $1 million in reduced litigation costs for a plan when an 
arbitration or litigation is avoided. This proposed rule would not have 
negative impacts or costs on small plans because plans could choose 
whether to use interest assumptions prescribed by the regulation. PBGC 
expects the administrative costs, if any, associated with the proposed 
rule would be de minimis. Accordingly, as provided in section 605 of 
the Regulatory Flexibility Act (5 U.S.C. 601 et seq.), sections 603 and 
604 do not apply.
    Though this proposed rule would directly regulate plans, as 
discussed in the Regulatory Impact Analysis, it would indirectly impact 
employers, including small employers. This is because, for plans that 
switch assumptions, it would tend to increase the amount of withdrawal 
liability assessed by plans and withdrawing employers would pay the 
increases if they were to withdraw. The statutory process for 
allocating unfunded vested benefits to a withdrawing employer takes 
into account the employer's contribution history; employers with a 
history of higher contributions are allocated a larger share of UVBs 
while employers with a history of lower contributions are allocated a 
smaller share. Because small employers have small contribution levels, 
they would see smaller dollar increases in withdrawal liability than 
employers with large contribution levels. In addition, as discussed, if 
plans adopt the prescribed assumptions, employers in those plans may be 
less likely to withdraw. This effect, in combination with the higher 
withdrawal liability payments for employers who do withdraw, could 
contribute to the long-term solvency of multiemployer plans. Extended 
plan solvency would help ensure that participants and beneficiaries 
would receive promised benefits, which would enhance their income 
security and benefit the communities, including small businesses within 
those communities, in which they live.
    PBGC considered declining to prescribe assumptions under section 
4213, an alternative that would have less impact on small employers, 
but as discussed in the Regulatory Impact Analysis, doing so would 
contribute to plan underfunding. PBGC also considered issuing a 
proposed rule that would only authorize the use of 4044 rates, an 
alternative that would have resulted in higher withdrawal liability 
under section 4213(a)(2) of ERISA in comparison to the proposed rule, 
and thereby a larger impact on small employers who participate in plans 
that adopt that approach (but would likely have a smaller adoption rate 
than the section 4213(a)(2) assumptions in the proposed rule).

List of Subjects in 29 CFR 4213

    Employee benefit plans, Pension insurance, Pensions.


0
For the reasons set forth in the preamble, PBGC proposes to amend 29 
CFR chapter XL by adding part 4213 to read as follows:

PART 4213--ACTUARIAL ASSUMPTIONS

Sec.
4213.1 Purpose and organization.
4213.2 Definitions.
4213.11 Section 4213(a)(2) assumptions.

    Authority: 29 U.S.C. 1302(b)(3), 1393.


Sec.  4213.1  Purpose and organization.

    This part sets forth actuarial assumptions and methods under 
section 4213(a)(2) of ERISA as an alternative to the assumptions and 
methods under section 4213(a)(1) of ERISA for determining withdrawal 
liability.


Sec.  4213.2  Definitions.

    For the purposes of this part:
    Single effective interest rate means for a given interest 
assumption, the single rate of interest which, if used to determine the 
present value of the plan's liabilities, would result in an amount 
equal to the present value of the plan's liabilities determined using 
the given assumption, holding all other assumptions and methods 
constant.


Sec.  4213.11  Section 4213(a)(2) assumptions.

    (a) In general. Withdrawal liability may be determined using 
actuarial assumptions and methods that satisfy the requirements of this 
section. Such actuarial assumptions and methods need not satisfy any 
other requirement under title IV of ERISA.
    (b) Interest assumption (1) General rule. To satisfy the 
requirements of this section, the single effective interest rate for 
the interest assumption used to determine the present value of the 
plan's liabilities must be the rate in paragraph (b)(2) of this 
section, the rate in paragraph (b)(3) of this section, or a rate 
between those two rates.
    (2) The rate in this paragraph (b)(2) is the single effective 
interest rate for the interest assumption prescribed in Sec.  4044.52 
of this chapter for the date as of which withdrawal liability is 
determined.
    (3) The rate in this paragraph (b)(3) is the single effective 
interest rate for the interest assumption under section 304(b)(6) of 
ERISA for the plan year within which the date in paragraph (b)(2) of 
this section falls.
    (c) Other assumptions. The assumptions and methods (other than the 
interest assumption) satisfy the requirements of this section if--
    (1) Each is reasonable (taking into account the experience of the 
plan and reasonable expectations), and
    (2) In combination, they offer the actuary's best estimate of 
anticipated experience under the plan.

    Signed in Washington, DC.
Gordon Hartogensis,
Director, Pension Benefit Guaranty Corporation.
[FR Doc. 2022-22304 Filed 10-13-22; 8:45 am]
BILLING CODE 7709-02-P


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Indexed from Federal Register on October 14, 2022.

This is legal information, not legal advice. Laws vary by jurisdiction and change frequently. Always verify current law with official sources and consult a licensed attorney in your jurisdiction for advice on your specific situation.