The Purple Book 2024. DB pensions universe risk profile
By Pension Protection Fund
The Purple Book, also known as the Pensions Universe Risk Profile, highlights trends in DB scheme funding, demographics and asset allocation. It provides us with an in-depth understanding of the risks we face from the universe of schemes we protect.
The 19th edition of the Purple Book shows the strong net funding position of the universe of DB pension schemes has remained largely stable over the past year.
For this year’s Purple Book, we’ve used an enhanced roll-forward methodology to calculate assets and liabilities which now uses a wider range of market indices, more granular asset allocation data, and estimates for benefit cashflows. We’ve also used new enhanced scheme status data as analysed by The Pensions Regulator (TPR). These updates apply to this year’s figures, together with a restatement of 2023 figures for ease of comparison.
Get the report here
