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Proposal - Lepton Consulting October 23, 2020 Lepton Proposal RFP FY 20/21-FIN ACTUARIAL CONSULTING AND TECHNOLOGY SERVICES City of La Quinta Lepton Proposal P a g e | 1 October 23, 2020 Claudia Martinez 78495 Calle Tampico Second Floor La Quinta, CA 92253 (760) 777 – 7055 cmartinez@LaQuintaCA.gov finance@LaQuintaCA.gov Dear Mrs. Martinez, Lepton Actuarial & Consulting, LLC (“Lepton Consulting”) is pleased to submit this proposal in response to the solicitation from the City of LaQuinta (“City”) for a qualified firm to conduct actuarial valuation in compliance with GASB 68 and 75. Lepton Consulting is committed to offering high quality services to our clients. We can provide exceptional value to the City because we have the right team with the right experience ready to offer the highest quality of services at reasonable rates. Lepton Consulting has an extensive actuarial expertise and superior data analytic team for the services envisaged in this solicitation. The team proposed for this engagement includes (6) high-skilled professionals consisting of credentialed (4) actuaries and (2) PhD holders, all qualified and properly licensed. Our experts have over 100 years of relevant experience. We will deliver to the City quality results in a timely fashion. Our peer review mechanism involves sensitivity testing of key assumptions and thorough peer review process performed by an actuary with extensive experience in the application of GASB standards to postemployment benefits programs. We thank you for the opportunity to present our qualifications and look forward to a positive working relationship. If you have any questions, please feel free to contact me. Sincerely, George O. Omondi, FCA, ASA, MAAA CEO/Principal | Lepton Actuarial & Consulting, LLC PO Box 99, Tuckahoe, NY 10707 P: +1 (646) 314-1744 | M: +1 (720) 291-9704 Lepton Proposal P a g e | 2 Contents 1. Company and References ............................................................................................................................................................. 3 Overview ........................................................................................................................................................................................... 3 References ........................................................................................................................................................................................ 3 2. Fee Schedule ....................................................................................................................................................................................... 3 3. Project Approach/Services Offered .......................................................................................................................................... 4 Scope of work ................................................................................................................................................................................. 4 Actuarial Control Cycle ............................................................................................................................................................... 5 City of La Quinta ............................................................................................................................................................................ 6 Tasks and Timeline ....................................................................................................................................................................... 6 Our Approach to Designing Solution .................................................................................................................................. 7 Initial meeting ................................................................................................................................................................................. 7 Data Collection ............................................................................................................................................................................... 8 Actuarial Analytics ......................................................................................................................................................................... 8 Final Report .................................................................................................................................................................................... 15 Audit.................................................................................................................................................................................................. 15 4. Attachments ....................................................................................................................................................................................... 16 Attachment A: Acknowledgment of Insurance Requirements ................................................................................ 16 Attachment B: Non-Collusion Affidavit ............................................................................................................................. 16 Attachment C: Acknowledgement of Addenda ............................................................................................................ 16 Lepton Proposal P a g e | 3 1. Company and References Overview Lepton Consulting is a New York based firm offering actuarial & consulting services to private and public entities. References Client and Project Contact Person Email and Telephone Alabama Department of Insurance: Actuarial Examinations of Insurers 2020/2021 Reyn Norman Reyn.Norman@insurance.ala bama.gov (334) 241-4119 United Shareholders Company Limited Actuarial Valuation of Insurance Carrier Nigel Salina nigelsalina@gmail.com (868) 315-6369 PCALIC, LLC Loss Ratio Analysis of new product line Brian Barrick brian@pcalic.com (800) 673-2558 ext. 115 Deloitte (Mentor Protégé Program) Actuarial Valuation for Retirement Plans Jolene Roe joroe@deloitte.com +1 612 659 2523 2. Fee Schedule Our fixed feed for GASB 75 services: Description Price for FY 2020/20 Price for FY 2021/22 Price for FY 2022/23 Price for FY 2023/24 Price for FY 2024/25 Full Valuation $5,000 $5,000 $5,000 Biennial (Roll forward) Valuation $2,000 $2,000 Our fixed feed for GASB 68 services: Description Price for RY 2020/21 Price for FY 2021/22 Price for FY 2022/23 Price for FY 2023/24 Price for FY 2024/25 Accounting Valuation Report $20,000 $20,000 $20,000 $20,000 $20,000 Hourly rates for additional actuarial analysis agreed upon separately are shown in this table. Name Qualification Role Hourly Rate George Omondi ASA, MAAA, FCA Supervising Actuary $250 Ira Kastrinsky EA, FSA, FCA, MAAA Peer Reviewer $225 Zhihua Liu EA, MAAA, MSPA Consulting Actuary $200 Lepton Proposal P a g e | 4 Peter Brot ASA, MAAA, FLMI, ACS Consulting Actuary $200 Bruno Kamdem PhD Data Science Specialist $175 Naom Mainye MS (Actuarial Science) Senior Actuarial Analyst $150 3. Project Approach/Services Offered The City offers a post-employment health benefit plan and is required to have an actuary determine its OPEB liability associated with the plan and related disclosures. Scope of work The City is seeking a proposal to assist the City in developing a plan for compliance with, and implementation of disclosures under Statements Number 68 and Number 75, issued by the Governmental Accounting Standards Board (GASB) to address and provide information for accounting, financial reporting, and funding of post- employment benefits other than pension benefits by employers and plans or the entities that administer them with the following objectives: 1. Ensuring compliance with the reporting requirements of all applicable GASB statements, including, but not limited to, GASB Statements 68 and 75 and any future GASB pronouncements and governmental accounting reporting. 2. Deliver OPED related valuations and/or biennial updates from fiscal year ending on June 30, 2021 through June 30, 2025. 3. Prepare necessary information for inclusion in the City’s Comprehensive Annual Financial Report. 4. Assistance in implementing any new GASB statements and other financial pronouncements related to Pension and OPEB obligations. 5. Provide ongoing professional consultation, analysis, and training related to Pension and OPEB obligations. Lepton Consulting understands that the actuarial report sought in this solicitation should be a comprehensive report on the City’s programs of postemployment benefits other than pensions, and the application of the GASB standard to these programs. We will specifically address each item of the required activity on the following basis: 1. Review. We will ascertain a thorough review of the post-employment benefit programs other than pension plans sponsored by the City, and a determination of the applicability of the latest applicable GASB standards to these programs. 2. Analysis. We will provide a complete review and analysis of all information needed for the preparation of an actuarial valuation of the programs in accordance with the requirements of the GASB standard in so far as the Lepton Proposal P a g e | 5 programs will require accounting under the GASB standard. We will elaborate on the assumptions made to correct for missing or bad data and any other assumptions used to produce valuation results. 3. Preparation. We will prepare actuarial valuation, including calculation of all amounts required to be disclosed by the plans and by the City, as employer- sponsor of the plans, under the GASB standards. 4. Formulation. We will develop and formulate a written report covering the actuarial valuation and associated required disclosures for the covered plans. We will ascertain that the format of the report incorporates all information required to be disclosed under the GASB standard. We will ascertain that the report is written in language comprehensible to an intelligent layman; contain a table of contents, a glossary of technical terms, an executive summary, a recommended course of action for implementing results, and any charts, tables, and graphs as necessary. 5. Detail. We will include an appendix within the report detailing the claims data collected and projected claims experience used in the valuation in case, claims data specific to the City is collected and used. We will prepare the report in accordance with all relevant Standards of Practice of the American Academy of Actuaries. 6. Tallying. We certify that our report will forecast the specific number of new retirees, deaths and the running tally of retirees receiving OPEB for each year in the future. 7. Meeting. We understand that we will meet with City officials for the purpose of presenting the report and answering questions concerning its contents. Actuarial Control Cycle Our common approach to service delivery can be described in the context of the actuarial control cycle, which involved the following steps:  Definition of the problem  Design of a solution  Monitoring of the results All these activities conducted within an environment of actuarial professionalism and external forces that influence decision-making. Each work product is undertaken with consideration of the client’s unique needs and data available, but consistent with our following high standards:  Comprehensibility of deliverables  Accuracy of results  Appropriateness of findings and recommendations Lepton Proposal P a g e | 6  Quality and consistency of data  Peer review City of La Quinta The City of La Quinta is a city located in Riverside county in the U.S. state of California. The Mission of the City of La Quinta is to support the public service mission of the City through the responsive and effective procurement of goods and services in a manner which maintains the reputation of integrity and Public Trust. Tasks and Timeline The following table shows our proposed timeline for the tasks we intend to perform under this engagement: Lepton Proposed Timeline from date that the valuation begins Week Number>> 0 1-2 2-3 3-4 5 Initial Meeting & Preparations Data Collection and review Draft Report (Preliminary Findings) Final Report Lepton Consulting is committed to delivering required report to the City’s staff by the appointed date and time. Based on proven approach and methodology outlined in the next section, we shall assist the City to accomplish the following key tasks:  Undertake a thorough review of the post-employment benefit programs other than pension plans sponsored by the City, and a determination of the applicability of the latest applicable GASB standards to these programs.  Provide a complete review and analysis of all information needed for the preparation of an actuarial valuation of the programs in accordance with the requirements of the GASB standard in so far as the programs will require accounting under the GASB standard. We will elaborate on the assumptions made to correct for missing or bad data and any other assumptions used to produce valuation results.  Prepare actuarial valuation, including calculation of all amounts required to be disclosed by the plans and by the City, as employer-sponsor of the plans, under the GASB standards.  Develop and formulate a written report covering the actuarial valuation and associated required disclosures for the covered plans. We will ascertain that the Lepton Proposal P a g e | 7 format of the report incorporates all information required to be disclosed under the GASB standard. We will ascertain that the report is written in language comprehensible to an intelligent layman; contain a table of contents, a glossary of technical terms, an executive summary, a recommended course of action for implementing results, and any charts, tables, and graphs as necessary.  Include an appendix within the report detailing the claims data collected and projected claims experience used in the valuation in case, claims data specific to the City is collected and used. We will prepare the report in accordance with all relevant Standards of Practice of the American Academy of Actuaries.  Certify that our report will forecast the specific number of new retirees, deaths and the running tally of retirees receiving OPEB for each year in the future. We understand that a meeting with City officials for the purpose of presenting the report and answering questions concerning its contents will be required. Our Approach to Designing Solution Lepton Consulting will provide the City with actuarial analysis reports, prepared in accordance with retiree health care benefits guidelines. Lepton Consulting will assist the City in developing and formulating a written report covering the actuarial valuation and associated required disclosures for the covered plans. Our approach to any assignment shall generally follow a simple 4 step approach depicted below: Initial meeting Prior to the start of the valuation, Lepton Consulting will arrange to attend an initial on-site visit (or videoconferencing) and additional periodical visits during the contract. We will use these opportunities to establish and grow strong collaborative working relationships with the City’s administrative staff and to deepen our Lepton Proposal P a g e | 8 understanding of your business needs. We believe these visits will enable us to design and deliver highest quality solutions fit for you. We will use these meetings to address any issues pertinent to the valuation process such as: timing, data requirement, plan provisions, assumptions, and any other issue the City would like to be considered during the valuation. Data Collection Our valuations will be based upon data, furnished by the City’s administrative staff. Lepton Consulting will collect required data for our analysis and perform a thorough review of the data guided by ASOP No. 23: “Data quality” promulgated by the Actuarial Standards Body (ASB). We will coordinate with the MDOT MTA to identify and compile information including (i) census data for both active employees and current retirees of the City (ii) Summary Plan Descriptions (iii) benefits covered (iv) cost history for each benefit plan (v) claim experience for each benefit plan (vi) year of hire for individual employee (vii) contribution structure for each benefit plan Lepton Consulting will ensure that data supplied only includes necessary sensitive information and overall data confidentiality is maintained. Even though we do not audit the data, Lepton Consulting will conduct due diligence to ensure that data received for actuarial valuation are reasonable and of good quality by, for example, comparing it to: • relevant and readily available external data and information known to us • data used in prior analysis where consistency can be reasonable expected We will share summary results from our data review to the City’s administrative staff for their comments. This will ensure accuracy in the assumptions developed thereafter and the subsequent calculations performed during valuation processes. For purpose of disclosure in the final report, we will document  Sources of data  Review of data  Significant biases resulting from data  Adjustments or corrections made to the data  Extent of reliance on data supplied by the City Actuarial Analytics The actuarial methods and assumptions used in the pension and OPEB reports must comply with GASB 68 and GASB 75 respectively, and the actuarial standards of practice promulgated by the Actuarial Standards Board. Lepton Proposal P a g e | 9 Valuation Steps for Pension and Post-Retirement Benefit Plans When valuating plan obligations, we generally follow the following steps: 1. Identify plan, benefits promised and eligibility criteria 2. Collect demographic data i.e. current retirees, future retirees, spouses, dependents 3. Select appropriate actuarial and economic assumptions 4. Project future expected benefit payments (or cash flows) 5. Discount expected payments to yield actuarial present value of future benefits 6. Allocate present values to the appropriate period of employment 7. Develop annual expense and financial statement items We shall design appropriate solutions requested for each task item. We briefly discuss our actuarial methods and assumptions when designing our solutions for Pension and Post- Retirement Benefit Plans separately as follows. Pension Plans GASB Statement No. 68, Accounting and Financial Reporting for Pensions, requires employers participating in state and local government pension plans to report expanded information concerning pensions in their financial statements, as well as their proportionate share of the Net Pension Liability effective for fiscal years beginning after June 15, 2014. It replaced GASB Statement No. 27 and Statement No. 50 as the reporting standards for employers. Employers preparing financial statements in accordance with Generally Accepted Accounting Principles (GAAP) are expected to comply with GASB Statement No. 68. This Statement establishes standards for measuring and recognizing liabilities, deferred outflows of resources, deferred inflows of resources, and expense/expenditures. GASB classifies 3 categories of employers as follows: Lepton Proposal P a g e | 10 Frequency Actuarial valuations of the total pension liability are required to be performed at least every two years, with more frequent valuations encouraged. If a valuation is not performed as of the measurement date, the total pension liability is required to be based on update procedures to roll forward amounts from an earlier actuarial valuation. Methodology To perform a valuation of defined benefit pensions, actuaries project benefit payments, discount projected benefit payments to their actuarial present value, and attribute that present value to periods of employee service. GASB statement and relevant ASOPs guides actuaries in selecting appropriate methods and assumptions that should be used. Step 1: Projections of benefit payments: • based on benefit terms and legal agreements as of measurement date • incorporate the effects of projected salary changes and service credits • reflect projected postemployment benefit changes (automatic or ad hoc) e.g. cost-of-living-adjustments (COLAs) Step 2: Discount projected benefit payments to their actuarial present value using a single rate: 1Single employers •Pension plans in which pensions are provided to the employees of only one employer 2Agent employers •Pension plans in which plan assets are pooled for investment purposes but separate accounts are maintained for each individual employer so that each employer’s share of the pooled assets is legally available to pay the benefits of only its employees 3Cost-sharing employers •Pension plans in which the pension obligations to the employees of more than one employer are pooled and plan assets can be used to pay the benefits of the employees of any employer that provides pensions through the pension plan Lepton Proposal P a g e | 11 Actuary determines whether plan’s fiduciary net position is projected to be sufficient to pay benefits and pension plan assets are expected to be invested using a strategy to achieve that return. If yes, then long-term expected rate of return on pension plan investments is used If not, then a tax-exempt, high-quality municipal bond rate is used. Step 3: Attribute actuarial present value of projected benefit payments to periods of employee service • use the entry age actuarial cost method • each period’s service cost is determined as a level percentage of pay Attribution is performed for each employee individually, from the period when the employee first accrues pensions through the period when the employee retires Post-Retirement Benefit (OPEB) Plans GASB 75 prescribes Entry Age Normal method as the actuarial cost method to use. GASB 75 requires biennial valuation. We generally calculate the following items: Accumulated Postretirement Benefit Obligation (APBO), Expected Postretirement Benefit Obligation (EPBO), Service Cost, Interest Cost, Recognition of Gains and Losses and Transition Obligation for presentation in our final report. Is the plan's fiduciary net position projected to be sufficient to pay benefits and pension plan assets? Use of long-term expected rate of return on pension plan investements Use of a tax-exempt, high- quality municipal bond rate YES NO Lepton Proposal P a g e | 12 GASB 45 was revised to GASB 75 effective in 2017. The following is a summary of the key differences between the two. GASB 45 GASB 75 Unfunded Actuarial Accrued Liability (UAAL) UAAL reported in the notes to the financial statements UAAL recognized on the balance sheet as a liability of the employer Frequency of Valuation Every two (2) or three (3) years depending on number of participants Biennial valuations required for all plans Actuarial Cost Method Choice of 6 methods: projected unit credit is most common Allows 1 method: Entry Age Normal as a level percentage of pay Discount rate long-term expected rate of return on OPEB investments long-term expected rate of return on OPEB plan investments or tax-exempt, high-quality municipal bond rate Implicit Rate subsidy Limited exceptions to age adjustment to premiums Age adjustment to premiums required Assumptions Development Lepton Consulting will accord the City’s staff with an option to review all economic, demographic, and other assumptions used PRIOR to the final actuarial valuation calculations being performed. Following is a brief discussion of relevant assumptions: Inflation Purpose Reflects retiree Cost-of-Living Adjustments, Used for wage growth and investment return assumptions Source Consumer Price Index and the Office of the Chief Actuary of the SSA’s inflation forecasts for a 30-year as provided in the Trustees Report Wage growth Purpose Reflects compensation increases, including productivity gains and inflation. Source Historical average wage index published by SSA and wage growth based on State’s data. Real wage growth forecasts for a 30-year period provided by the SSA Salary increases Purpose Reflects future changes in general price levels, productivity, seniority, promotion Lepton Proposal P a g e | 13 Source Plan sponsor’s information i.e. merit salary increase studies, prior reports, and benchmark studies Investment return Purpose Reflects the average rate of earnings expected on the funds invested or to be invested to provide for benefits Source Plan’s actual investment policy based on its asset allocation and investment philosophy Discount rate Purpose Reflects rates at which the defined benefit obligation could be effectively settled. Used for calculating interest cost and service cost components of net benefit cost Source Rates available on corporate bonds as suggested by published indices such as Merrill Lynch US Corporates Aa 15+ years, Merrill Lynch US Corporates Aa/Aaa 10+ years, as well as FTSE’s (formerly Citigroup’s) Pension Liability Index Health Care Cost Trend Rate Purpose Reflects the expected annual rates of change in the cost of health care benefits currently provided by the postretirement benefit plan Source Initial trend rates will be based on claims experience and benchmark rates from the industry. Ultimate trends will be developed to reflect projected growth in per capita gross domestic product (GDP), projected long-term wage inflation, and projected health care expenditures as a percentage of GDP. Claims Cost Purpose This will form the basis of the initial annual benefit costs for estimating the future health care obligations Source Based on credible health plan experience data or premiums and normative databases. Claims experience relied upon will only include net payments. Reserving techniques will be used to complete claims to reflect the difference in level of paid claims for a period and the level of incurred claims for the same period. Age specific cost adjustment will be used. “Age-Curve” Purpose Reflects increase in healthcare cost by age Source Based on plan sponsor’s claims experience or industry data Healthcare Reform Purpose Reflects Impact of regulatory changes on plan e.g. “Cadillac Plan” Tax or Excise Tax levied on the “excess benefit” of applicable employer-sponsored health coverage Source Prescribed by congress at 40% Mortality and mortality improvement Lepton Proposal P a g e | 14 Purpose Reflects likelihood that people will live or die in the current and future years and longevity improvements Source Based on recent SOA mortality tables adjusted to reflect characteristics of the group (blue collar, occupation, medical coverage) Withdrawal Purpose Reflects termination incidence from service for reasons other than retirement, death, and disablement: rates typically vary by age and/or service Source Based on employer-specific or job-related factors such as occupation, employment policies, work environment, unionization, hazardous conditions, and location of employment and plan provisions, such as early retirement benefits, vesting schedule, or payout options. Disability Purpose Reflects disability incidence, recovery, mortality, and eligibility for Social Security disability benefits Source Based on coverage provided to disabled participants under the retiree group benefits program Marriage, Divorce, and Remarriage Purpose Reflects payment of benefits, the amount or type of benefits, or the continuation of benefit payments Source Based on specific experience by the plan and will be reviewed considering benchmark or industry data Contribution Changes Purpose Reflects rate of change in participant contributions Source Depends on modeled retiree group benefits program Participation and Persistency Purpose The participation assumption models portion of eligible active participants assumed to elect OPEB coverage upon retirement. The persistency assumption models the percentage of current retired participants that continue coverage in future years Source Based on historical experience alongside expected plan benefit levels and expected changes Retirement Rates Purpose Models the age(s) at which active/terminated vested participants commence receipt of benefits Source Based on plan provisions Administrative Expenses Purpose Reflects administrative expenses charged for services such as investment advisory, investment management, or insurance advisory services Lepton Proposal P a g e | 15 Source Plan experience Lepton Consulting will rely on ASOPs such as No. 27, Selection of Economic Assumptions for Measuring Pension Obligations and No. 35, Selection of Demographic and other Noneconomic Assumptions for Measuring Pension Obligations as a guide in selecting assumptions. Generally stated, certain assumptions can be based on a combination of the actuary’s professional judgment, experience, and expected long-term future trends. Assumptions should be individually reasonable and in combination with others, and they should be consistent. Sensitivity Testing We shall carry out sensitivity analysis “for each significant actuarial assumption” showing how the APBO, Service Cost and Interest Cost would have been affected. Our estimate will be based on a reasonable range of likely outcomes e.g. +/-1% change in the discount rate. Aging and Implicit Rate Subsidies The initial per capita costs must consider ages, gender, and other characteristics of OPEB plan members. Since younger individuals generally incur fewer medical costs, and older individuals generally incur higher medical costs, actuarial valuation of OPEB plan must reflect true cost of coverage and avoid techniques where younger subsidize the older. Final Report Lepton Consulting will present the final report to the City on the development of a plan for compliance with, and implementation of disclosures under Statements Number 68 and Number 75, issued by the Governmental Accounting Standards Board (GASB). The actual report will address and provide information for accounting, financial reporting, and funding of post-employment benefits other than pension benefits by employers and plans or the entities that administer them. Audit It is recommended that private institutions obtain independent audits of their plans in accordance with the appropriate professional auditing standards. Lepton Consulting understands that properly performed audits play a vital role on the financial statement quality and help to preserve the integrity of the finance functions. We believe that such reviews, when conducted at least once year, will provide an independent assessment of the reasonableness of the actuarial methods and assumptions in use and the validity of the resulting actuarially computed contributions and liabilities. Lepton Proposal P a g e | 16 As the respondents, we will be prepared to discuss with the auditor or examiner any pertinent issues relevant to the valuation of the City’s retirement benefits such as data used, the source of prescribed assumptions, methods used, basis for assumptions that are not prescribed assumptions and known circumstances that, in our professional judgment, had a significant effect on the valuation. We will be appropriately responsive to the auditor’s or examiner’s reasonable requests for any relevant information such as data, analyses, and sample calculations. 4. Attachments Attachment A: Acknowledgment of Insurance Requirements Attachment B: Non-Collusion Affidavit Attachment C: Acknowledgement of Addenda GEORGE OMONDI LEPTON ACTUARIAL & CONSULTING, LLC CEO LEPTON ACTUARIAL & CONSULTING, LLC GEORGE OMONDI CEO LEPTON ACTUARIAL & CONSULTING, LLC GEORGE OMONDI CEO LEPTON ACTUARIAL & CONSULTING, LLC PO BOX 99, TUCKAHOE NY 10707 1