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, PhD, 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 IITelematicsRisk Management and Financial ServicesEnterprise risk management Related links Milliman Market Monitor London - 31 October 2018Benefits Perspectives: November 2018Milliman FRM Insight: October 2018 Market CommentarySingapore FinTech Festival to feature Artificial Intelligence retirement solutionMilliman Market Monitor London - 28 September 2018 Your choices regarding cookies on this site This website uses cookies to provide you with an optimized experience. Refer to our privacy policy for more information regarding our use of data or click here to learn more about the cookies we use and how to disable them. Agree and Proceed Required Cookies These Cookies are necessary for you to access and navigate our Sites. Analytics & Performance These Cookies are used by us or third-party service providers to analyze how the Sites are used and how they are performing. We use the following service providers and you can learn more about their privacy policies and how to opt-out of their cookies by clicking on these links: Google Analytics: https://policies.google.com/privacy#intro AI Media group: https://aimediagroup.com//user/themes/aimedia/docs/privacy.pdf Social We use ‘social buttons’ to enable our users to share or bookmark web pages. These are buttons for third party social media sites. We use the following service providers and you can learn more about their privacy policies and how to opt-out of their cookies by clicking on these links: Facebook.com: https://www.facebook.com/policies/cookies/ Google Inc.: https://policies.google.com/privacy?hl=en Linkedin.com: https://privacy.linkedin.com/ Twitter.com: https://twitter.com/en/privacy Agree and Proceed Cancel