Hedge Cost Index April 2018

  • Print
  • Connect
  • Email
  • Facebook
  • Twitter
  • LinkedIn
  • Google+
By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 04 May 2018
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.


Risk Management and Financial Services