This is material illustrating the methods from: Advies Commissie Parameters, 29 november 2022, Technical Appendix: Specification of the CP2022 Model, 9.1 Simulation under P.
These documents are available at: https://www.rijksoverheid.nl/documenten/rapporten/2022/11/29/bijlage-rapport-advies-commissie-parameters-2022 and https://www.rijksoverheid.nl/documenten/rapporten/2022/11/29/bijlage-2-technische-appendix.
Date: 19 March 2024
Author: Bob Galesloot
Please send comments, suggestions, bugs, code etc. to bobgalesloot@bgez.nl
This code is being provided solely for information and general illustrative purposes. The author will not be responsible for the consequences of reliance upon using the code or for numbers produced from using the code.
© BGEZ 2024
The required xlsx parameter file (by the Dutch central bank) can be found at https://www.dnb.nl/voor-de-sector/open-boek-toezicht/sectoren/pensioenfondsen/dnb-publiceert-definitieve-scenariosets-bij-wet-toekomst-pensioenen/. A sample parameter file (without the actual scenarios) has been included in this repository. The csv file is not required, but can also be found (as zip) at the DNB website.