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HomeMy WebLinkAbout2018 Milliman FP and OPEB UpdateMilliman Financial Reporting Valuation Issued May 1, 2019 City of Renton Firefighters’ Pension Fund and Retiree Medical and Long-Term Care Benefits for LEOFF 1 Employees GASB 67, 68 and 75 Disclosures Fiscal Year: January 1, 2018 to December 31, 2018 Prepared by: Daniel R. Wade FSA, EA, MAAA Jessica M. Gardner ASA, MAAA Milliman, Inc. 1301 Fifth Avenue, Suite 3800 Seattle WA 98101-2605 Tel +1 206 624 7940 milliman.com Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 i City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Table of Contents Certification ................................................................................................................................................. 1 Executive Summary .................................................................................................................................... 3 GASB Statement No. 67 Schedule of Employer Contributions .............................................................. 4 GASB Statement No. 67 Money-Weighted Rate of Return .................................................................... 5 GASB Statement No. 67 Long-Term Expected Rate of Return ............................................................. 6 GASB Statement No. 67 Calculation of the Discount Rate .................................................................... 7 GASB Statement No. 67 Net Pension Liability ....................................................................................... 8 GASB Statement No. 67 Changes in Net Pension Liability ................................................................... 9 GASB Statement No. 67 Schedule of Changes in Net Pension Liability and Related Ratios.............. 10 GASB Statement No. 68 Pension Expense ......................................................................................... 11 GASB Statement No. 68 Schedule of Deferred Inflows and Outflows of Resources ........................... 12 Overview of GASB 75 ............................................................................................................................... 13 GASB Statement No. 75 Calculation of the Discount Rate .................................................................. 14 GASB Statement No. 75 Total OPEB Liability ..................................................................................... 15 GASB Statement No. 75 Changes in Total OPEB Liability .................................................................. 16 GASB Statement No. 75 Schedule of Changes in Total OPEB Liability and Related Ratios .............. 17 GASB Statement No. 75 OPEB Expense ............................................................................................ 18 GASB Statement No. 75 Schedule of Deferred Inflows and Outflows of Resources ........................... 19 Glossary ..................................................................................................................................................... 20 Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 1 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Certification Actuarial computations presented in this report under Statements Nos. 67, 68 and 75 of the Governmental Accounting Standards Board are for purposes of assisting the City in fulfilling its financial accounting requirements. No attempt is being made to offer any accounting opinion or advice. This report is for fiscal year January 1, 2018 to December 31, 2018. The reporting date for determining plan assets and obligations is December 31, 2018. The calculations enclosed in this report have been made on a basis consistent with our understanding of the plan provisions. Determinations for purposes other than meeting financial reporting requirements may be significantly different than the results contained in this report. Accordingly, additional determinations may be needed for other purposes, such as judging benefit security or meeting employer funding requirements. In preparing this report, we relied, without audit, on information as of January 1, 2017, December 31, 2017 and December 31, 2018 furnished by the City. This information includes, but is not limited to, statutory provisions, member census data, and financial information. Please see Milliman's actuarial valuation reports dated March 31, 2017 (pension) and July 7, 2017 (OPEB) for plan membership and other information on the plan's participant group as of January 1, 2017 as well as summaries of the plan provisions and summaries of the actuarial methods and assumptions used for the January 1, 2017 valuations. We performed a limited review of the census and financial information used directly in our analysis and have found them to be reasonably consistent and comparable with information used for other purposes. The valuation results depend on the integrity of this information. If any of this information is inaccurate or incomplete, our results may be different and our calculations may need to be revised. We hereby certify that, to the best of our knowledge, this report, including all costs and liabilities based on actuarial assumptions and methods, is complete and accurate and determined in conformance with generally recognized and accepted actuarial principles and practices. We believe that this report is consistent with the Actuarial Standards of Practice promulgated by the Actuarial Standards Board and the applicable Code of Professional Conduct, and supporting Recommendations of the American Academy of Actuaries. This report is only an estimate of the Plan's financial condition as of a single date. It can neither predict the Plan's future condition nor guarantee future financial soundness. Actuarial valuations do not affect the ultimate cost of Plan benefits, only the timing of Plan contributions. While the valuation is based on an array of individually reasonable assumptions, other assumption sets may also be reasonable and valuation results based on those assumptions would be different. No one set of assumptions is uniquely correct. Determining results using alternative assumptions is outside the scope of our engagement. Future actuarial measurements may differ significantly from the current measurements presented in this report due to factors such as, but not limited to, the following: plan experience differing from that anticipated by the economic or demographic assumptions; changes in economic or demographic assumptions; increases or decreases expected as part of the natural operation of the methodology used for these measurements (such as the end of an amortization period or additional cost or contribution requirements based on the Plan’s funded status); and changes in plan provisions or applicable law. Due to the limited scope of the actuarial assignment, we did not perform an analysis of the potential range of such future measurements. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 2 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Milliman’s work is prepared solely for the internal use and benefit of the City of Renton. To the extent that Milliman's work is not subject to disclosure under applicable public records laws, Milliman’s work may not be provided to third parties without Milliman’s prior written consent. Milliman does not intend to benefit or create a legal duty to any third party recipient of its work product. Milliman’s consent to release its work product to any third party may be conditioned on the third party signing a Release, subject to the following exceptions: (a) the Plan Sponsor may provide a copy of Milliman’s work, in its entirety, to the Plan Sponsor's professional service advisors who are subject to a duty of confidentiality and who agree to not use Milliman’s work for any purpose other than to benefit the Fund; and (b) the Plan Sponsor may provide a copy of Milliman's work, in its entirety, to other governmental entities, as required by law. No third party recipient of Milliman's work product should rely upon Milliman's work product. Such recipients should engage qualified professionals for advice appropriate to their specific needs. The consultants who worked on this assignment are retirement actuaries. Milliman's advice is not intended to be a substitute for qualified legal or accounting counsel. The signing actuaries are independent of the Plan Sponsor. We are not aware of any relationship that would impair the objectivity of our work. On the basis of the foregoing, we hereby certify that, to the best of our knowledge and belief, this report is complete and has been prepared in accordance with generally recognized accepted actuarial principles and practices. We are members of the American Academy of Actuaries and meet the Qualification Standards to render the actuarial opinion contained herein. Daniel R. Wade, FSA, EA, MAAA Jessica M. Gardner, ASA, MAAA Consulting Actuary Associate Actuary Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 3 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Executive Summary Relationship Between Valuation Date, Measurement Date, and Reporting Date The Valuation Date is January 1, 2017. This is the date as of which the actuarial valuation is performed. The Measurement Date is December 31, 2018. This is the date as of which the net pension liability under GASB 67 and 68 and total OPEB liability under GASB 75 are determined. The Reporting Date is December 31, 2018. This is the Plan's and/or employer's fiscal year ending date. Actuarially Determined Contribution For this report, the actuarially determined contribution is equal to zero for all years, as the plan assets have been significantly greater than the liabilities. It should be noted that for the fiscal years ending 2007-2013, the reported Annual Required Contribution under GASB 25 and 27 had been negative. Changes of Net Pension Liability and Total OPEB Liability GASB Statement 67 requires a schedule of changes in Net Pension Liability from year to year. Similarly, GASB 75 requires a schedule of changes in the Total OPEB Liability. For this report, both the December 31, 2017 and the December 31, 2018 amounts in this schedule are based on the January 1, 2017 actuarial valuation. The discount rate used for the December 31, 2017 financial reporting was 3.50%. The discount rate used for the December 31, 2018 financial reporting was 4.00%. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 4 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Schedule of Employer Contributions * Employer contributions for pensions are total contributions to the Fund net of disbursements from the Fund for medical expenses under RCW 41.26.150. It includes revenues from fire insurance premium taxes. Prior to 2014, administrative expenses were also subtracted from employer contributions. Fiscal Year Actuarially Actual Contribution Contribution Ending Determined Employer Deficiency Covered as a % of December 31 Contribution Contribution*(Excess)Payroll Covered Payroll 2009 $0 $70,327 ($70,327)$0 N/A 2010 0 107,068 (107,068)0 N/A 2011 0 102,354 (102,354)0 N/A 2012 0 118,775 (118,775)0 N/A 2013 0 124,391 (124,391)0 N/A 2014 0 142,706 (142,706)0 N/A 2015 0 146,358 (146,358)0 N/A 2016 0 148,034 (148,034)0 N/A 2017 0 150,951 (150,951)0 N/A 2018 0 154,275 (154,275)0 N/A Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 5 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Money-Weighted Rate of Return Calculation of Money-Weighted Rate of Return The money-weighted rate of return considers the changing amounts actually invested during a period and weights the amount of pension plan investments by the proportion of time they are available to earn a return during that period. External cash flows are determined on a monthly basis and are assumed to occur at the beginning of each month. External cash inflows are netted with external cash outflows, resulting in a net external cash flow in each month. The money-weighted rate of return is calculated net of investment expenses. Fiscal Year Net Ending Money-Weighted December 31 Rate of Return 2009 N/A 2010 N/A 2011 N/A 2012 N/A 2013 N/A 2014 4.31% 2015 1.42% 2016 1.43% 2017 1.19% 2018 1.26% Net External Net External Periods Period Cash Flows Cash Flows Invested Weight With Interest Beginning Value - January 1, 2018 $9,619,368 12.00 1.00 $9,740,911 Monthly net external cash flows: January (19,633)12.00 1.00 (19,881) February (18,676)11.00 0.92 (18,893) March (17,181)10.00 0.83 (17,361) April (14,300)9.00 0.75 (14,435) May 139,976 8.00 0.67 141,158 June (14,300)7.00 0.58 (14,404) July (15,706)6.00 0.50 (15,805) August (15,706)5.00 0.42 (15,789) September (15,706)4.00 0.33 (15,771) October (15,706)3.00 0.25 (15,755) November (15,706)2.00 0.17 (15,739) December (15,706)1.00 0.08 (15,722) Ending Value - December 31, 2018 9,702,514 9,702,514 Money-Weighted Rate of Return 1.26% Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 6 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Long-Term Expected Rate of Return The long-term expected rate of return is determined by combining expected inflation to expected long-term real returns and reflecting expected volatility and correlation. The capital market assumptions are per Milliman's investment consulting practice as of December 31, 2018. Asset Class Cash BAML 90-Day T-Bills Short-Term Bonds Bloomberg Barclays 1-3 Yr Gvt/Credit Long-Term Bonds Bloomberg Barclays LT Gvt/Credit Assumed Inflation - Mean Long-Term Expected Rate of Return Index Long-Term Expected Real Rate of Return 0.33% 1.46% 2.23% 2.25% 4.00% Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 7 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Calculation of the Discount Rate GASB 67 generally requires that a blended discount rate be used to measure the Total Pension Liability (the Actuarial Accrued Liability calculated using the Individual Entry Age Normal Cost Method). The long-term expected return on plan investments may be used to discount liabilities to the extent that the Plan’s Fiduciary Net Position (fair market value of assets) is projected to cover benefit payments and administrative expenses. A 20-year high quality (AA/Aa or higher) municipal bond rate must be used for periods where the Fiduciary Net Position is not projected to cover benefit payments and administrative expenses. The Bond Buyer General Obligation 20-bond municipal bond index for bonds that mature in 20 years is 3.44% as of December 28, 2017. Rounding this to the nearest 1/4% results in a discount rate of 3.50% as of the December 31, 2017 measurement date. The Bond Buyer General Obligation 20-bond municipal bond index for bonds that mature in 20 years is 4.10% as of December 27, 2018. Rounding this to the nearest 1/4% results in a discount rate of 4.00% as of the December 31, 2018 measurement date. Using 4.00% for both the long-term expected rate of return and the bond index will mean that 4.00% could be used as the single discount rate. This will need to be re-evaluated as of later measurement dates. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 8 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Net Pension Liability Net Pension Liability The total pension liability was determined by an actuarial valuation as of the valuation date, calculated based on the discount rate and actuarial assumptions below, and was then projected forward to the measurement date. There were no significant changes during this period. Any significant changes would need to be reflected as prescribed by GASB 67. Discount Rate Other Key Actuarial Assumptions Valuation Date January 1, 2017 January 1, 2017 Measurement Date December 31, 2017 December 31, 2018 Inflation 2.25% 2.25% Salary increases including inflation 3.25% 3.25% Mortality RP-2000 Mortality Table (combined healthy) with generational projection using 100% of Projection Scale BB, with ages set back one year for males and forward one year for females (set forward two years for disabled members). RP-2000 Mortality Table (combined healthy) with generational projection using 100% of Projection Scale BB, with ages set back one year for males and forward one year for females (set forward two years for disabled members). Actuarial cost method Entry Age Normal Entry Age Normal December 31, 2017 December 31, 2018 Total pension liability $2,784,194 $2,591,902 Fiduciary net position 9,619,368 9,702,514 Net pension liability (6,835,174)(7,110,612) Fiduciary net position as a % of total pension liability 345.50%374.34% Covered payroll 0 0 Net pension liability as a % of covered payroll N/A N/A Discount rate 3.50%4.00% Long-term expected rate of return, net of investment expense 3.50%4.00% Municipal bond rate 3.50%4.00% Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 9 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Changes in Net Pension Liability Sensitivity Analysis The following presents the net pension liability of the City, calculated using the discount rate of 4.00%, as well as what the City's net pension liability would be if it were calculated using a discount rate that is 1 percentage point lower (3.00%) or 1 percentage point higher (5.00%) than the current rate. Increase (Decrease) Total Pension Plan Fiduciary Net Pension Liability Net Position Liability Changes in Net Pension Liability (a)(b)(a) - (b) Balances as of December 31, 2017 $2,784,194 $9,619,368 ($6,835,174) Changes for the year: Service cost 0 0 Interest on total pension liability 94,105 94,105 Effect of plan changes 0 0 Effect of economic/demographic gains or losses 0 0 Effect of assumptions changes or inputs (93,773)(93,773) Benefit payments (192,624)(192,624)0 Medical payments from fund 0 0 Employer contributions 0 0 Contributions from state fire insurance premium tax 154,275 (154,275) Net investment income 121,495 (121,495) Adminstrative expenses 0 0 Balances as of December 31, 2018 2,591,902 9,702,514 (7,110,612) 1%Current 1% Decrease Discount Rate Increase 3.00%4.00%5.00% Total pension liability $2,785,622 $2,591,902 $2,420,962 Fiduciary net position 9,702,514 9,702,514 9,702,514 Net pension liability (6,916,892)(7,110,612)(7,281,552) Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 10 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 67 Schedule of Changes in Net Pension Liability and Related Ratios $ Thousands Fiscal Year Ending December 31 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 Total Pension Liability Service cost $0 $0 $0 $0 $0 N/A N/A N/A N/A N/A Interest on total pension liability 94 103 106 109 112 N/A N/A N/A N/A N/A Effect of plan changes 0 0 0 0 0 N/A N/A N/A N/A N/A Effect of economic/demographic (gains) or losses 0 0 (29)0 0 N/A N/A N/A N/A N/A Effect of assumption changes or inputs (94)52 (125)0 0 N/A N/A N/A N/A N/A Benefit payments (193)(240)(208)(205)(204)N/A N/A N/A N/A N/A Net change in total pension liability (192)(84)(256)(96)(92)N/A N/A N/A N/A N/A Total pension liability, beginning 2,784 2,868 3,125 3,221 3,313 N/A N/A N/A N/A N/A Total pension liability, ending (a)2,592 2,784 2,868 3,125 3,221 N/A N/A N/A N/A N/A Fiduciary Net Position Employer contributions $0 $0 $0 $0 $0 N/A N/A N/A N/A N/A Contributions from state fire insurance premium tax 154 151 148 146 143 N/A N/A N/A N/A N/A Investment income net of investment expenses 121 114 136 134 394 N/A N/A N/A N/A N/A Benefit payments (193)(240)(208)(205)(204)N/A N/A N/A N/A N/A Medical payments from fund 0 0 0 0 0 N/A N/A N/A N/A N/A Administrative expenses 0 (12)0 (12)0 N/A N/A N/A N/A N/A Net change in plan fiduciary net position 83 13 75 63 331 N/A N/A N/A N/A N/A Fiduciary net position, beginning 9,619 9,607 9,531 9,468 9,136 N/A N/A N/A N/A N/A Fiduciary net position, ending (b)9,703 9,619 9,607 9,531 9,468 N/A N/A N/A N/A N/A Net pension liability, ending = (a) - (b)($7,111)($6,835)($6,738)($6,407)($6,247)N/A N/A N/A N/A N/A Fiduciary net position as a % of total pension liability 374.34%345.50%334.92%305.03%293.97%N/A N/A N/A N/A N/A Covered payroll $0 $0 $0 $0 $0 N/A N/A N/A N/A N/A Net pension liability as a % of covered payroll N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A This schedule is presented to illustrate the requirement to show information for 10 years.However,recalculations of prior years are not required,and if prior years are not reported in accordance with the current GASB standards, they should not be reported. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 11 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 68 Pension Expense Paragraph 33d of GASB Statement 68 states that contributions to the pension plan from non-employer contributing entities that are not in a special funding situation should be recognized as revenue. Accordingly, we have treated the contributions from the state fire insurance premium tax as revenue. As of December 31, 2018, the deferred inflows and outflows of resources are as follows: January 1, 2017 to January 1, 2018 to Pension Expense December 31, 2017 December 31, 2018 Service cost $0 $0 Interest on total pension liability 103,111 94,105 Effect of plan changes 0 0 Administrative expenses 12,445 0 Medical payments from fund 0 0 Contributions from state fire insurance premium tax (150,951)(154,275) Expected investment return net of investment expenses (358,370)(336,013) Recognition of Deferred Inflows/Outflows of Resources Recognition of economic/demographic gains or losses 0 0 Recognition of assumption changes or inputs 52,394 (93,773) Recognition of investment gains or losses 127,426 170,330 Pension Expense (213,945)(319,626) Deferred Inflows Deferred Outflows Deferred Inflows / Outflows of Resources of Resources of Resources Differences between expected and actual experience $0 $0 Changes of assumptions 0 0 Net difference between projected and actual earnings 0 436,137 Contributions made subsequent to measurement date 0 0 Total 0 436,137 Year ended December 31: 2019 $170,332 2020 131,098 2021 91,805 2022 42,902 2023 0 Thereafter 0 Amounts currently reported as deferred outflows of resources and deferred inflows of resources related to pensions will be recognized in pension expense as follows*: * Note that additional future deferred inflows and outflows of resources may impact these numbers. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 12 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Firefighters’ Pension Fund GASB Statement No. 68 Schedule of Deferred Inflows and Outflows of Resources Amount Balance of Balance of Original Recognized Deferred Deferred Original Date Recognition in 12/31/2018 Inflows Outflows Amount Established Period*Expense 12/31/2018 12/31/2018 Investment $214,518 12/31/2018 5.0 $42,904 $0 $171,614 (gains) or losses 244,505 12/31/2017 5.0 48,901 0 146,703 196,469 12/31/2016 5.0 39,294 0 78,587 196,157 12/31/2015 5.0 39,231 0 39,233 Total 170,330 0 436,137 Economic/demographic 0 12/31/2018 0.0 0 0 0 (gains) or losses Total 0 0 0 Assumption (93,773)12/31/2018 1.0 (93,773)0 0 changes or inputs Total (93,773)0 0 * Investment (gains)/losses are recognized in pension expense over a period of five years; economic/demographic (gains)/losses and assumption changes or inputs are recognized over the average remaining service life for all active and inactive members; immediate recognition is used when the average remaining service life is less than one. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 13 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Overview of GASB 75 The Governmental Accounting Standards Board (GASB) released new accounting standards for public postemployment benefit plans other than pension (OPEB) and participating employers in 2015. These standards, GASB Statements No. 74 and 75, have substantially revised the accounting requirements previously mandated under GASB Statements No. 43 and 45. The most notable change is that the Annual Required Contribution (ARC) has been eliminated and the Net OPEB Liability will be an item on the employer's financial statement rather than a footnote entry. GASB 74 applies to financial reporting for public OPEB plans funded by OPEB trusts and is required to be implemented for plan fiscal years beginning after June 15, 2016. Note that a plan's fiscal year might not be the same as the employer's fiscal year. GASB 74 does not apply for plans without employer assets in a dedicated trust meeting the criteria established in paragraph 3 of GASB 74. For this reason, we believe that GASB 74 does not apply for the City. GASB 75 governs the specifics of accounting for public OPEB plan obligations for participating employers and is required to be implemented for employer fiscal years beginning after June 15, 2017. GASB 75 requires a liability for OPEB obligations, known as the Net OPEB Liability (Total OPEB Liability for unfunded plans), to be recognized on the balance sheets of participating employers. Changes in the Net OPEB Liability (Total OPEB Liability for unfunded plans) will be immediately recognized as OPEB Expense on the income statement or reported as deferred inflows/outflows of resources depending on the nature of the change. For unfunded plans, all changes are recognized in expense immediately. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 14 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Retiree Medical Benefits for FPF and LEOFF 1 Employees GASB Statement No. 75 Calculation of the Discount Rate GASB 75 requires the discount rate used to measure the Total OPEB Liability (the Actuarial Accrued Liability calculated using the Individual Entry Age Normal Cost Method) to be a yield or index rate for 20-year, tax- exempt general obligation municipal bonds with an average rating of AA/Aa or higher. The Bond Buyer General Obligation 20-bond municipal bond index for bonds that mature in 20 years is 3.44% as of December 28, 2017. Rounding this to the nearest 1/4% results in a discount rate of 3.50% as of the December 31, 2017 measurement date. The Bond Buyer General Obligation 20-bond municipal bond index for bonds that mature in 20 years is 4.10% as of December 27, 2018. Rounding this to the nearest 1/4% results in a discount rate of 4.00% as of the December 31, 2018 measurement date. This will need to be re-evaluated as of later measurement dates. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 15 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Retiree Medical Benefits for FPF and LEOFF 1 Employees GASB Statement No. 75 Total OPEB Liability Total OPEB Liability December 31, 2017 December 31, 2018 Total OPEB liability $45,802,831 $43,028,675 Covered employee payroll 0 0 N/A N/A Valuation date January 1, 2017 January 1, 2017 Measurement date December 31, 2017 December 31, 2018 Discount Rate Municipal bond rate 3.50%4.00% Other Key Actuarial Assumptions Total OPEB liability as a % of covered employee payroll The total OPEB liability was determined by an actuarial valuation as of the valuation date, calculated based on the discount rate below, and was then projected forward to the measurement date. There have been no significant changes between the valuation date and fiscal year ends. If there were significant changes, an additional analysis or valuation might be required. Please see Appendix A of the January 1, 2017 Actuarial Valuation for details of the key actuarial assumptions and methods used. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 16 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Retiree Medical Benefits for FPF and LEOFF 1 Employees GASB Statement No. 75 Changes in Total OPEB Liability Increase (Decrease) Total OPEB Changes in Total OPEB Liability Liability Balance as of December 31, 2017 $45,802,831 Changes for the year: Service cost 0 Interest on total OPEB liability 1,575,580 Effect of plan changes 0 Effect of economic/demographic gains or losses 0 Effect of assumptions changes or inputs (2,763,593) Expected benefit payments (1,586,143) Balance as of December 31, 2018 43,028,675 Sensitivity Analysis 1% Decrease Discount Rate 1% Increase 3.00%4.00%5.00% Total December 31, 2018 OPEB liability $48,833,903 $43,028,675 $38,216,507 Current 1% Decrease Trend Rates 1% Increase Total December 31, 2018 OPEB liability $38,032,278 $43,028,675 $48,920,411 The following presents the total OPEB liability of the City, calculated using the discount rate of 4.00%, as well as what the City's total OPEB liability would be if it were calculated using a discount rate that is one percentage point lower (3.00%) or one percentage point higher (5.00%) than the current rate. The following presents the total OPEB liability of the City, calculated using the current healthcare cost trend rates as well as what the City's total OPEB liability would be if it were calculated using trend rates that are one percentage point lower or one percentage point higher than the current trend rates. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 17 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Retiree Medical Benefits for FPF and LEOFF 1 Employees GASB Statement No. 75 Schedule of Changes in Total OPEB Liability and Related Ratios $ Thousands Fiscal Year Ending December 31 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 Total OPEB Liability Service cost $0 N/A N/A N/A N/A N/A N/A N/A N/A N/A Interest on total OPEB liability 1,576 N/A N/A N/A N/A N/A N/A N/A N/A N/A Changes of benefit terms 0 N/A N/A N/A N/A N/A N/A N/A N/A N/A Effect of economic/demographic gains or (losses)0 N/A N/A N/A N/A N/A N/A N/A N/A N/A Effect of assumption changes or inputs (2,764)N/A N/A N/A N/A N/A N/A N/A N/A N/A Expected benefit payments (1,586)N/A N/A N/A N/A N/A N/A N/A N/A N/A Net change in total OPEB liability (2,774)N/A N/A N/A N/A N/A N/A N/A N/A N/A Total OPEB liability, beginning 45,803 N/A N/A N/A N/A N/A N/A N/A N/A N/A Total OPEB liability, ending (a)43,029 N/A N/A N/A N/A N/A N/A N/A N/A N/A Covered employee payroll $0 N/A N/A N/A N/A N/A N/A N/A N/A N/A Total OPEB liability as a % of covered employee payroll N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A This schedule is presented to illustrate the requirement to show information for 10 years.However,recalculations of prior years are not required,and if prior years are not reported in accordance with the current GASB standards, they should not be reported. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 18 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Retiree Medical Benefits for FPF and LEOFF 1 Employees GASB Statement No. 75 OPEB Expense January 1, 2018 to Measurement Period December 31, 2018 Service cost $0 Interest on total OPEB liability 1,575,580 Effect of plan changes 0 Recognition of Deferred Inflows/Outflows of Resources Recognition of economic/demographic gains or losses 0 Recognition of assumption changes or inputs (2,763,593) OPEB Expense (1,188,013) As of December 31, 2018, the deferred inflows and outflows of resources are as follows: Deferred Inflows Deferred Outflows Deferred Inflows / Outflows of Resources of Resources of Resources Differences between expected and actual experience $0 $0 Changes of assumptions 0 0 Total 0 0 Measurement Period Ending December 31: 2019 $0 2020 0 2021 0 2022 0 2023 0 Thereafter 0 Amounts currently reported as deferred outflows of resources and deferred inflows of resources related to other postemployment benefits will be recognized in OPEB expense below. Note that additional future deferred inflows and outflows of resources may impact these numbers. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 19 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Retiree Medical Benefits for FPF and LEOFF 1 Employees GASB Statement No. 75 Schedule of Deferred Inflows and Outflows of Resources Amount Balance of Balance of Measurement Recognized Deferred Deferred Period in 12/31/2018 Inflows as of Outflows as of in which Original Measurement 12/31/2018 12/31/2018 Original Experience Recognition Period Measurement Measurement Amount Arose Period*Expense Date Date Economic or demographic $0 1/1-12/31/2018 0.0 $0 $0 $0 (gains) or losses Total 0 0 0 Assumption ($2,763,593)1/1-12/31/2018 1.0 ($2,763,593)$0 $0 changes or inputs Total (2,763,593)0 0 * Economic/demographic (gains)/losses and assumption changes or inputs are recognized over the average remaining service life for all active and inactive members; immediate recognition is used when the average remaining service life is less than one. Milliman Financial Reporting Valuation GASB 67, 68 and 75 Disclosures for Fiscal Year Ending December 31, 2018 20 City of Renton This work product was prepared solely for the City of Renton for the purposes described herein and may not be appropriate to use for other purposes. Milliman does not intend to benefit and assumes no duty or liability to other parties who receive this work. Milliman recommends that third parties be aided by their own actuary or other qualified professional when reviewing the Milliman work product. Glossary Actuarially Determined Contribution A target or recommended contribution to a defined benefit pension plan for the reporting period, determined based on the funding policy and most recent measurement available when the contribution for the reporting period was adopted. Deferred Inflows/Outflows of Resources Portion of changes in net pension liability that is not immediately recognized in Pension or OPEB Expense. These changes include differences between expected and actual experience, changes in assumptions, and differences between expected and actual earnings on plan investments. Discount Rate Single rate of return that, when applied to all projected benefit payments, results in an actuarial present value of projected benefit payments equal to the sum of: 1) The actuarial present value of benefit payments projected to be made in future periods where the plan assets are projected to be sufficient to meet benefit payments, calculated using the Long-Term Expected Rate of Return. 2) The actuarial present value of projected benefit payments not included in (1), calculated using the Municipal Bond Rate. Fiduciary Net Position Equal to market value of assets. Long-Term Expected Rate of Return Long-term expected rate of return on pension plan investments expected to be used to finance the payment of benefits, net of investment expenses. Money-Weighted Rate of Return The internal rate of return on pension plan investments, net of investment expenses. Municipal Bond Rate Yield or index rate for 20-year, tax-exempt general obligation municipal bonds with an average rating of AA/Aa or higher. Net Pension Liability Total Pension Liability minus the Plan's Fiduciary Net Position. Projected Benefit Payments All benefits estimated to be payable through the pension or OPEB plan to current active and inactive employees as a result of their past service and expected future service. Service Cost The portion of the actuarial present value of projected benefit payments that is attributed to a valuation year. Total Pension Liability The portion of actuarial present value of projected benefit payments that is attributable to past periods of member service using the Entry Age Normal cost method based on the requirements of GASB 67 and 68. Total OPEB Liability The portion of actuarial present value of projected benefit payments that is attributable to past periods of member service using the Entry Age Normal cost method based on the requirements of GASB 74 and 75.