Hedge Cost Index February 2019

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 03 January 2019
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 117 bps as of the end of February 2019. The index is unchanged from the previous month, due to very small movements in long-term interest rates.

Authors

Risk Management and Financial Services