World’s Largest Portfolio Not Big Enough, Report Finds

The ultra-conservative $1.27 trillion Japanese pension fund will need more tax inflows to pay its future bills, a comprehensive review found.

(June 4, 2014) — Japan’s ¥130 trillion ($1.27 trillion) Government Pension Investment Fund (GPIF) may struggle to pay its future obligations without greater contributions from taxpayers, according to a comprehensive Health Ministry review of the nation’s social security system.

Pension benefits accounted for half of the ¥108 trillion Japan spent on the system in 2011. While that proportion has remained steady since 1990, documents said, the total cost of social security has more than doubled without overall population growth. 

“Current social security expenses involve increases due to aging,” the report’s English version said, calling it a “natural increase.” It deemed the current funding level a “failure to secure stable financial resources.”

The Health Ministry supported a plan to fund these ballooning costs with a 5% consumption tax. It made no mention, however, of the recommendations by Prime Minister Shinzo Abe to risk-up the massive portfolio for greater investment returns. 

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His administration has called to reduce the fund’s 60% allocation to domestic government bonds and shift some of those assets into foreign markets. A 10-year Japanese bond yields 0.58%, according to Bloomberg data, and the 30-year security yields 1.69%. 

This review followed up on a 2011 cabinet report called the “Definite Plan for the Comprehensive Reform of Social Security and Tax” which stressed the need to tackle funding issues early and aggressively.

“We cannot allow the social security costs, which are the investment for the future, to be shifted to the 

future generations,” the provisional translation said. “Many of the current financial resources for social security benefits rely on deficit bonds; the burden is placed on the future generations. From the perspectives of not only the concept of social security but also the critical financial conditions of the national and local governments, we cannot any longer leave such circumstances as they are. We need to go back, as fast as possible, to the principle that ‘the costs of the social security, which benefits the current generation, must be borne by the current generation.’”

Planned reforms to the GPIF will be implemented over the next year-and-a-half, according to the Health Ministry.

 

GPIF

Source: Japan’s Ministry of Health, Labour, and Welfare

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