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Last modified
8/24/2016 8:40:54 PM
Creation date
11/23/2007 10:58:04 PM
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Template:
DRMS Permit Index
Permit No
M1977376
IBM Index Class Name
General Documents
Doc Name
MEMO IN SUPPORT OF MOTION DATED 3/7/95 OF PENSION BENEFIT GUARANTY CORP OF JUDGMENT
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D
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yourself in a position where you don't have the cash flow to pay <br />benefits." 11/10/92 Tr. at 173 (Grange); see 11/12/92 Tr. at 93- <br />96 (Harris). Significantly, Debtors' financial expert admitted <br />that he had never actually reviewed the Plan's expected payouts. <br />11/12/92 Tr. at 91-92 (Harris); see PBGC Exhibit 14 (CF&I <br />Cashflows). Debtor's actuary admitted that a need for cash to <br />pay out benefits in the near future may "indicate(] that you need <br />a more conservative asset mix [which] in turn would affect <br />(the interest rate assumption]." 11/10/92 Tr. at 174 (Grange). <br />Moreover, Debtors' model produced a 12.3 percent annual <br />rate of return, but the record shows that earnings assumptions of <br />most large corporate plans were far more conservative. 11/30/92 <br />Tr. at 9-10 (Gustafson); PBGC Exhibit 18 at 7 (Wyatt Company <br />survey showing average discount rate of 8.50 percent for <br />industrial companies in fiscal year 1991). Indeed, in its draft <br />actuarial valuation reports for 1990 and 1991, CF&I itself used <br />an 8.5 percent discount rate for benefit obligations. 11/10/92 <br />Tr. at 174-75 (Grange); PBGC Exhibit 2 at I-11; PBGC Exhibit 6 at <br />I-11. <br />Finally, the Court found the financial premises <br />underlying Debtors' "prudent investor" theory to be untenable: <br />• It "assumes <br />inconsistent <br />as guarantor <br />• It "fails to <br />the PBGC for <br />risk." <br />3 risk factor that may be <br />with the PBGC's statutory role <br />of pension funds " <br />provide adequate compensation to <br />the assumption of additional <br />- 11 - <br />
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