Hedge Cost Index December 201803 January 2019 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 116 bps as of the end of December 2018, up 13 basis points from the previous month, driven by a decrease in long-term interest rates.
Hedge Cost Index January 201903 January 2019 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 117 bps as of the end of January 2019, up 1 basis point from the previous month, driven by a decrease in long-term interest rates.
Hedge Cost Index February 201903 January 2019 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 117 bps as of the end of February 2019.
Hedge Cost Index September 201801 October 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 104 bps as of the end of September 2018, down 7 basis points from the previous month, driven by an increase in long-term interest rates.
Hedge Cost Index October 201801 October 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 100 bps as of the end of October 2018, down 4 basis points from the previous month, driven by an increase in long-term interest rates.
Hedge Cost Index November 201801 October 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 103 bps as of the end of November 2018, up 3 basis points from the previous month, driven by a decrease in long-term interest rates.
Hedge Cost Index August 201805 September 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 111 bps as of the end of August 2018, up 4 basis points from the previous month, driven by a decrease in long-term interest rates.
Hedge Cost Index July 201802 August 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 107 bps as of the end of July 2018, down 6 basis points from the previous month, driven by an increase in long-term interest rates.
Hedge Cost Index June 201805 July 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 113 bps as of the end of June 2018, up 1 basis point from the previous month, driven by a decrease in long-term interest rates.
Hedge Cost Index April 201804 May 2018 - By Ram Kelkar and Daren Lockwood and Xiaohong Mo and Adam Schenck - Article
The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 108 bps as of the end of April 2018, down 7 basis points from the previous month, driven by an increase in long-term interest rates.