Auditor General Briefing Notes

 

Special Examination report

Public Sector Pension Investment Board

Main messages

 

Overall

-       We found no significant deficiencies in the corporate management practices or management of investments and operations of the Public Sector Pension Investment Board (PSPIB).

 

-       Even though we identified areas for improvement, the corporation maintained reasonable systems and practices for accomplishing its mandate.

 

Governance

-       We looked at 4 systems and practices in governance and concluded that PSPIB had good systems and practices.

 

-       In board appointments, we noted that 4 of the 11 members on the board had expired terms; however, they plan to remain on the board until they are replaced. Subsequent event: As of 1 February 2021, 3 of the 4 expired terms were filled and 1 position remained vacant.

 

-       Oversight over subsidiaries: In governance, we looked at board oversight over the corporation and at governance practices related to subsidiaries. We noted that the board received and reviewed information frequently related to the governance of subsidiaries and their performance. Internal audits were also performed at an appropriate frequency on the governance of subsidiaries.

 

Strategic planning and performance monitoring and reporting

-       We looked at 3 systems and practices in strategic planning and noted areas for improvements in performance measurement and performance monitoring and reporting.

 

-       Performance measurement weakness: The corporation did not have specific targets for some of its non-investment performance indicators for measuring progress on achieving its strategic objectives.

o    Examples of performance indicators with no specific targets: Branding as a global pension investment manager; talent and the prioritization of inclusion and diversity

 

-       Performance monitoring and reporting: The corporation did not consistently report to the board on some of its non-investment performance indicators and on progress toward its targets.

 

Risk management

-       We looked at 4 systems and practices for risk management and noted areas for improvements in risk mitigation and in risk monitoring and reporting.

-       Risk mitigation weaknesses:

o    In its risk appetite statement, PSPIB did not establish risk appetite metrics, thresholds, or limits for some significant non-investment risks to set the degree of risk that the corporation is ready to accept.

o    Examples: Staff turnover ratio, work diversity, systems management

o    PSPIB had not fully implemented a risk-based compliance program to ensure that the corporation does not inadvertently contravene a law or regulation.

o    PSPIB had a model validation procedure, but it did not include a model risk assessment methodology and other model risk management procedures. Having a complete model risk validation procedure would provide consistency in model governance and model risk management activities.

-       Risk monitoring and reporting weakness:

o    The corporation provided the Risk and Control Self-Assessment Report to senior management and the board only once a year, but this report did not include timelines and deliverables for every mitigation measure. It also did not include an update on the progress on implementing risk mitigation measures, making it difficult for management and the board to track progress.

 

Investment management

-       We looked at 4 systems and practices for investments and operations management and found that PSPIB had good systems and practices (including practices related to responsible investments).

 

Responsible investments

-       We found that PSPIB integrated environmental, social, and governance risks when making decisions and managing its investments.

 

-       PSPIB established a portfolio-wide climate change approach that integrated climate considerations into investment management.

 

Sustainable development goals

-       PSPIB investment operations indirectly addressed 3 of the Sustainable Development Goals: gender equality (goal 5), affordable and clean energy (goal 7), and responsible consumption and production (goal 12).

-       There is an opportunity for PSPIB to enhance its reporting on the sustainability impact of its investment activities. 

Recent developments

 

-       Appointment of board members: No new board appointments were made since February 2021 (date of the subsequent event where 3 members were appointed). Therefore, there is still 1 vacant position on the PSPIB board.