Hedge Cost Index December 2017 Print Connect Email Facebook Twitter LinkedIn Google+ By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 04 January 2018 The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 128 bps as of the end of December 2017, up 1 basis point from the previous month, driven by a slight decrease in long-term interest rates. Download the PDF AuthorsRam KelkarChicago, IL, USTel: +1 312 7260677View bioRam Kelkar, CFAPrincipal, Managing Director, Financial Risk Management, Capital MarketsChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCardDaren LockwoodChicago, IL, USTel: +1 312 7260677View bioDaren Lockwood, FRMQuantitative Development Group LeaderChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCardXiaohong MoChicago, IL, USTel: +1 312 7260677View bioXiaohong Mo, FSA, MAAA, CFAPrincipal, Consulting ActuaryChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCardAdam SchenckChicago, IL, USTel: +1 312 7260677View bioAdam Schenck, CFA, FRMPrincipal, Lead Portfolio ManagerChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCard Risk Management and Financial Services Enterprise risk management See all topics HealthcareAffordable Care Act researchHealthcare costsHealthcare reform 2.0Healthcare reform reading list: From the ACA archivesLong-term care insurance MedicaidMedical professional liabilityMedicareMedicare ACOs and Alternative Payment ModelsProviderEmployee Benefits and InvestmentDefined benefit plansDefined contribution plansInvestmentInsuranceAnalytics and modelingCatastrophe risk and insurance-linked securitiesInsurtechLife insuranceLong-term care insuranceMedical professional liabilityProperty and casualty insuranceRisk managementSolvency IIRisk Management and Financial ServicesEnterprise risk management Related links Analysis: Retirees’ spending falls faster than expected into old ageMilliman Market Monitor London - 29 March 2018Milliman FRM Insight: March 2018 Market CommentaryEnterprise risk management: Global best practices and key challenges in AsiaHedge Cost Index March 2018