Monday, July 13, 2020

UN Pension Fund. Governance audit of investments. Changes at the top are not enough. The Secretary-General must clean house, 13 July 2020



When the UN Pension Fund’s former Representative of the Secretary-General for Investments (RSG), Sudhir Rajkumar, left suddenly at the end of March, the Note to Correspondents from the Secretary-General’s Spokesperson on 29 March 2020, said that he had resigned and that the Secretary-General thanked him for his service.

At a virtual meeting of the New York UN retiree association, held on 23 June 2020, the Acting RSG, Pedro Guazo, in response to a question, repeated a quote attributed to the SG's spokesperson in a media article that the RSG had left because of  “personal and family reasons”. Guazo also confirmed that the expected internal governance audit of the Office of Investment Management (OIM) had been received.

OIM governance audit

While up to now, the matter of the situation in the Office of Investment Management (OIM) was mired in “he said/he and she said” (the former RSG’s responses to allegations by Fund staff representatives and a group of senior investment officers), the recently completed audit of governance mechanisms and related processes in OIM presents a picture of serious shortcomings in governance. 

Reading the audit also raises questions about the apparent failure of the Secretary-General’s advisers in taking mitigating action and a possible lack of transparency in reporting to stakeholders on the circumstances surrounding the RSG's sudden departure.

Some highlights of the audit (see attached Annex for detailed elements)

The audit notes that the merging of management and oversight functions as a result of misinterpreting a change in the Secretary-General’s delegation of authority to his Representatives, meant that the former RSG acted as both “player and referee” over investment proposals, with the ability to “stifle critical review …and compromise due diligence, including  risk analysis…” An added paragraph stated that the delegation of responsibility and authority was “personal” and “may not be further delegated.”

The merging of the management and oversight functions also weakened checks and balances and diminished the role of the Investment Committee. The RSG proposed not to reappoint two long-serving Committee members and nominated four new members. 

According to information not included in the audit,  one of the nominees  is the subject of media controversy (see 6 July 2020 article in ‘Institutional Investor’ linked in the Annex).

The audit observes that given that the Fund, unlike other funds, is not protected by national laws or justice systems whereby officials with fiduciary responsibilities may be held personally liable for the actions, an effective governance structure with segregation of critical roles is essential to avoid concentration of power and perceived or actual conflict of interests “to assure the soundness of investment decisions and maintain the confidence and trust of the Fund’s stakeholders, including the Secretary-General.”


The Risk and Compliance teams were understaffed and weakened, and the RSG chaired three key internal decision-making committees where he determined the level of scrutiny of proposals, sometimes deemed to be inadequate or excessive.

There are concerns about the legitimacy and appropriateness of a new Fixed Income benchmark because of the manner in which it was adopted.

Changes were made to the investment policy statement that deleted the section which required the Fund to invest in only investment grade bonds.

There was no clear accountability for investment performance and the audit noted instances where performance evaluation of staff may not have been fair and equitable.

Detailed investment reporting that began in 2011 was removed from the website in 2018 and replaced with broad summary documents that were often outdated. This lack of up-to-date information was an issue particularly when global markets were impacted by Covid-19 and Fund participants and beneficiaries were concerned about the financial health of the Fund and pension benefits.

Three cases are described in which senior managers of the Fund did not properly manage the disclosure or recusal process in situations of potential or perceived conflict of interest. 

Whereas some staff unreservedly supported the senior management’s changes and proposals, others strongly opposed them. This resulted in divisiveness and a “toxic” culture among staff.

There was a “lack of an appropriate tone at the top and the highest ethical standards of behavior that are expected of officials entrusted with fiduciary responsibilities”.

Echoes of the 2018 governance audit

Although the specifics are different, aspects of the audit are reminiscent of the 2018 governance audit that dealt with issues on the Pension Administration side of the Fund (A/73/341), including in the concern expressed by the auditors about the “tone at the top”.

Turning to post-audit issues:

The audit’s recommendations

The Secretary-General has already accepted all recommendations of the audit and initiated action to implement them in coordination with the OIM.

The Fund is financially sound

The Fund is weathering the Covid-19 storm and remains fully funded. Whereas December 2019 saw a record high in the value of the portfolio of $72 billion, the market value of assets fell to $63.18 billion at the end of March. The market has since bounced back, and the market value of assets as of 30 June 2020 is $70.18 billion.

The Pension Board’s 2020 annual meeting

The Pension Board will hold its annual meeting virtually because of Covid-19 this week, from 16 to 24 July 2020, with buttressed confidentiality rules and its usual non-transparent and cumbersome procedures whereby it takes decisions by consensus of some 100 members and alternates.

Given its record on General Assembly reforms, it is fortunate that the Pension Board has limited oversight of the Fund’s investments and will not have the opportunity to drag its feet on this audit’s proposed reforms as it has been able to do on reforms contained in the 2018 governance audit of the Board and Pension Administration management.

The independent external governance review

At the end of 2018, the General Assembly asked the Board to review recommendations on proposed governance reforms contained in the 2018 internal governance audit. Last year, the Assembly merely noted, but did not accept, the Board’s Governance Working Group’s anemic report.

Instead, the Assembly requested that an independent external entity be engaged to conduct a comprehensive and objective analysis of issues including: size and composition of the Pension Board, rotation of seats, terms of reference for the Chair and all members; conflict of interest; and self-evaluation.

Mosaic Governance Advisors was selected through the UN procurement process as stipulated by the Assembly, and is expected to submit its report to the Board shortly.  

The issue of direct election by retirees of their representatives to the Board has been quashed by the Board, by an effort led by the purported retiree representative body, FAFICS, (the Federation of Associations of Former International Civil Servants), with a membership of one-quarter of UN retirees ) and which was cited by the 2018 governance audit for its lack of transparency and democracy in its operations.

Attempt to curtail survivor benefits

It is reported that members of the Pension Administration’s aggrieved old guard are trying to get the Chief Executive of Pension Administration (CEPA), Rosemarie McClean, to propose changes to the Fund’s Regulations that would adversely affect survivor benefits, including orphans and widows.

The UN Participant Representatives to the Board (who represent 85,000 active staff) are expected to request withdrawal of these proposals on the grounds that the role of policymaking and oversight belongs to the Board, and not to the Pension Administration.

FAFICS – business as usual

Not surprisingly, FAFICS has declined to hold its annual meeting with the heads of its member associations worldwide before the Pension Board meeting next week, opting instead to hold a physical meeting in the Fall, all the better for backroom deal-making.

At the 23 June 2020 annual meeting of the New York retiree organization (AFICS), Warren Sach, long-servingmember of the FAFICS delegation to the Pension Board, lamented what he described as a “creeping gap” between the General Assembly and the Pension Board.

He described “one feature” as “Fifth Committee members who are designated to be members of the Pension Board … and after [in some cases 20 years of reappointments]…. they’ve more or less forgotten what they were doing in the Fifth Committee …”.

There is a much higher likelihood, given the Pension Board’s abysmal oversight performance over the last several years, as documented in the 2018 internal governance audit, its rejection of most of the audit’s recommendations, its failed attempt to discredit the internal auditors, and its lackluster report of the Governance Working Group, causing the Assembly to request a review of the same governance issues by an independent external body,  that Fifth Committee members have little confidence in the Board’s positions and recommendations. 

In fact, Sach and his cohorts in the FAFICS leadership appear to have long forgotten the meaning of “represent” in FAFICS’ purpose.

Where were the Secretary-General’s advisers?

One of the questions raised by the OIM governance audit relates to the what mitigating action, if any, the Secretary-General’s advisers were taking while the events in OIM were unfolding. While the UN Participant Representatives to the Board were raising the alarm in letters to the Secretary-General, the RSG’s contract was renewed last October for a second two-year term.

Could the Secretary-General’s advisers have intervened earlier to mitigate the situation and the potential harm to the Fund? 

The audit  notes that “concerns relating to the actions or decisions of the Representative were often escalated to the Secretary-General, thereby undermining confidence in the Representative’s ability to effectively manage the Fund’s investments.”

Many stakeholders have been wondering about a possible lack of transparency in the actual circumstances surrounding the sudden departure of the RSG, and the audit's findings will exacerbate those concerns.

Debt of gratitude

The Fund Staff Representatives, who are also UN Participant Representatives, were instrumental in bringing forward issues of mismanagement in the Pension Administration. They suffered retaliation from the Board as a result, including physical threats and intimidation that escalated at last year’s annual meeting in Nairobi.

They were also instrumental in bringing issues in OIM to the forefront. For obvious reasons, Staff Union representatives and UN Participant Representatives to the Board, to whom stakeholders owe a debt of gratitude, cannot continue to bear the brunt of ensuring our Fund’s continued health.

The Secretary-General must do a clean sweep

In the past five years, the OIM has had three heads (including interim heads) and the Pension Administration has had four.

Perhaps the frequency of changes at the top has to do with the reality that such changes are often insufficient to ensure a transformation in culture. The UN doesn’t do a good job of cleaning house and often the key players are left in place who continue to perpetrate dysfunctional attitudes and approaches.

It was heartening to hear McClean (CEPA) acknowledge at the recent virtual meeting of the NY retiree organization on 23 June, that transparency is important for trust and that that was not always the case in the past.

Still, if she doesn’t have support from an effectively functioning Board, and a clean sweep of the aggrieved old-guard in the Fund Secretariat, does not occur, her job will be that much harder.

Similarly, unless the Secretary-General makes a clean sweep of those responsible for the dysfunctional culture in the OIM, implementation of the audit’s recommendations may remain on paper as entrenched attitudes and approaches are difficult to dislodge.

Otherwise, it’s only a matter of time before the Fund can no longer withstand what seems to be a regular onslaught of threats and actual shocks to its health and sustainability.



Annex – Elements of the OIM Governance Audit

Change in the delegation of authority, paras. 1-2
Weakening of checks and balances, paras. 3-5
Diminished role of the Investment Committee, paras. 6-7
Changes in the membership of the Investment Committee, para. 8
Weakening risk and compliance, paras. 9-11
Reconstituting the Executive Office – still pending, para. 12
Stacking internal committees, paras. 13-16
Strategy setting and implementation, paras. 17-20
Changes to the investment policy statement, paras. 21-22
Business continuity is working, para.23
Performance management and accountability, paras. 24-26
Transparency in investment reporting, paras. 27-28
Managing conflict of interest situations, para. 29
Culture and ethical values, paras. 30-31
The audit’s recommendations, para. 32


Change in the delegation of authority

1.      At the core of the issue, is a change made in 2013, while the RSG function was still part-time, to the delegation of authority from the Secretary-General to his then part-time RSG. The change stated that the delegation of responsibility and authority was “personal” and “may not be further delegated.”

2.      The audit makes clear that the change was meant to apply only to broad and strategic decision-making. However, subsequent full-time Representatives interpreted it as granting them sole authority in decision-making on investment transactions. The former RSG took it further than did his predecessor, in effect, becoming both “player and referee” on investments.

Weakening of checks and balances

3.      The audit notes that the resulting merger of investment oversight with investment management had “profound implications” for investment governance, weakened checks and balances and opened the door to actual or perceived conflict of interest.

4.      It also states that while other pension funds “are governed by national laws and justice systems, whereby the officials who have fiduciary responsibilities may be held personally liable for their actions”, no such legal safeguards exist “to protect the interests of the Fund’s stakeholders.”

5.      Therefore, an effective governance structure with segregation of critical roles is essential to avoid concentration of power and perceived or actual conflict of interest “to assure the soundness of investment decisions and maintain the confidence and trust of the Fund’s stakeholders, including the Secretary-General.”

Diminished role of the Investment Committee

6.      The merging of investment oversight with investment management also served to diminish the role of the Investment Committee, with which the Representative maintained an appearance of consultation while controlling its agenda and records of meetings and access of investment officers to its meetings.

7.      Considering that there’s no fiduciary board or committee overseeing the Representative and the OIM, the audit states, advice from the “highly respected experts in the investment industry” on the Investment Committee ”should not only strengthen the Fund’s investment policy and strategy and align them with industry best practices, but also provide an additional layer of assurance to the Fund’s stakeholders.”

Changes in the membership of the Investment Committee

8.      In 2019, in a move that had not happened in 15 years, the RSG proposed not to reappoint two long-serving Committee members, and nominated four new members to the Committee.

According to information not included in the audit, one of the nominees is the subject of media controversy as per this 6 July 2020 ‘Institutional Investor’ article :


Weakening risk and compliance

9.      The audit notes that In an environment where “staff in general were reluctant to express dissenting views to the Representative”, and where the independence and effectiveness of the Risk team was already inadequate, the team, which had 10 authorized posts, was operating with three temporary staff at the P4 and P3 levels, who “cannot reasonably be expected to challenge the instructions or views of senior management.”

10.     Similarly, several posts remained unfilled on the Compliance team, and its functions were performed by two G-7 staff members for a year after the P5 Compliance officer separated in April 2017, and until the post of P3 Compliance officer was filled a year later.

11.     The RSG cancelled the recruitment of the P4 Compliance officer in June 2018 and redeployed the post to his office for a temporary Special Assistant, “without disclosing this redeployment in the subsequent budgets.”

Reconstitution of the Executive Office – still pending

12.     The Assembly has requested in its two latest resolutions A/73/274 and A/74/263) that the Executive Office, abolished by the former CEO, be reconstituted for providing administrative services to both entities of the Fund, including resolving the situation of the P4 and P5 posts which had been loaned to the UN Secretariat.  At the time of the audit, it had not happened. Instead, the OIM set up its own HR functions with a temporary P4 Administrative Officer and a G-6 Administrative Assistant.

Stacking internal committees

13.    In 2017 and 2018, the RSG established seven internal committees to coordinate and formalize decision-making. He chaired three key committees, invited up to 25 non-members to attend meetings and sought a majority view in making decisions, allowing the presence of the larger group to counterweigh the views of the core committee members.

14.    The audit notes that given the RSG’s role as the sole individual exercising the delegated authority on investments, the limiting of the committees’ role is a “unique arrangement as compared to the industry standard where decision-making is vested in a committee or board, instead of a single individual.”

15.     In addition, the RSG as chair of the committees, determined the level of scrutiny of proposals “which [was] sometimes viewed by some members as either inadequate or excessive.”

16.     The audit states that staff who dissented on investment proposals initiated by the RSG would find their own proposals rejected, on the basis that the measuring tool was inappropriate, while the same tool had been used to measure proposals by the RSG.

Strategy setting and implementation

17.     The audit states that the Fund’s 2019 Asset-Liability Management (ALM) study, conducted every four years to project the long-term solvency of the Fund and recommend the long-term strategic asset allocation, contained certain improvements over past ALM studies and had areas that could be further improved.

18.    While the OIM had done a rigorous job in setting the capital market assumptions for the main asset classes, the review process was less broad and rigorous for some sub-asset classes.

19.    The OIM lacked a strategy to fill capacity gaps in order to implement the investment strategy in a cost-effective manner.

20.     The manner in which the Fund had adopted a new Fixed Income benchmark raises concerns about its legitimacy and appropriateness, specifically the use of an entity (Entity A) which manages the $1.9 billion exchange trade fund and that had done the project pro bono at the same time that it had submitted a proposal for a procurement exercise, for which it was selected.

Changes to the investment policy statement

21.     Although the holding of non-investment grade bonds was a violation of the Fund’s investment policy, the Fund had held about $9 million in such bonds -- B and BB ratings, through the Emerging Market Debt fund, from 2001 to March 2019. After reviewing the risks and benefits and deciding to maintain the bonds, the RSG deleted the relevant section from the investment policy statement which required the Fund to invest in only investment grade bonds,  thus “expos[ing] the Fund to the risk that non-investment grade bonds may be considered to be acceptable as a matter of policy.”

22.     While the investment policy statement included the allocations for the top-level asset classes, some sub-asset classes such as Private Debt and Hedge Funds that tend to be more controversial and lack transparency were not included, making it more important that stakeholders be made fully aware of the allocations for such sub-asset classes.

Business continuity is working

23.    The audit notes that OIM successfully conducted two business continuity planning tests in early 2020 and the existing information and communications technology network and infrastructure were found to be adequate to support the Office’s operations.

Performance management and accountability

24.    The audit noted inconsistencies in the periods selected to measure the Representatives’ individual performance (a “3-5 year period” in 2016, and “the 15 year period ending 2019” in 2019), and noted that for ensuring accountability, the period selected for measurement should remain consistent, including both short and long terms in relative and real terms, and for periods corresponding to the tenure of the Representative.

25.     There was no clear accountability for investment performance and the OIM could explore an incentive scheme for its staff, although previous attempts had not been unsuccessful. In order to be fair and balanced, the performance evaluation process should clearly link staff members’ investment performance and their performance goals.

Transparency in investment reporting

27.     The audit observes that whereas transparency is a key feature of good governance and accountability, detailed investment reporting that began in 2011 was removed from the website in 2018 and replaced with broad summary documents that were often several months old.

28.    While global markets were severely impacted by Covid-19 in 2020, and there was widespread concern among the Fund’s stakeholders about the impact on the financial health of the Fund and pension benefits, OIM did not provide an update on the Fund’s investments. Since April 2020, OIM has included more detailed investment information on its website.

Managing conflict of interest situations

29.    The audit describes three cases in which senior managers of the Fund did not properly manage the disclosure or recusal process in situations of potential or perceived conflict of interest and notes that such actions had the potential to “undermine the Fund’s ability to make sound investment decisions [and] potentially damage the Organization’s reputation.”

Culture and ethical values

30.    The auditors observed and received feedback from staff that indicated “divisiveness among staff and a culture that many staff described as ‘toxic’”. Some staff unreservedly supported the senior management’s changes and investment proposals, others did not. There was perceived micro-management of certain senior managers and a perceived intolerant and retaliatory attitude and approach to dissenting views and criticism.

31.    The audit noted instances where performance evaluation of staff may not have been fair and equitable, such as the use of audit findings from a period prior to the staff member’s appointment date; use of a staff member’s dissenting views as a negative factor; sidelining reporting officers; and using alleging underperformance from previous years as an issue in a later performance cycle.

The audit’s recommendations

32.    The remedial actions that will be taken include a new organizational structure and revised delegation of authority to reflect the new segregation of duties;  strengthening the independence of the Investment Committee; strengthening the operational independence and effectiveness of the Risk and Compliance group; enhancing the effectiveness of internal committees including their professionalism and transparency; developing an improved ALM study and a strategy to fill capacity gaps; reassessing the appropriateness of the new Fixed Income benchmark and clarifying steps for changing policy benchmarks; enhancing transparency in the investment policy statement; ensuring consistency in the periods selected for performance assessment of the RSG; developing and implementing detailed disclosure and recusal procedures; and developing and implementing a culture transformation programme to cultivate a harmonious, high-performing and ethical culture in the OIM.

                  

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