Hedge Cost Index January 2018

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 05 February 2018
The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 116 bps as of the end of January 2018, down 12 basis point from the previous month, driven by an increase in long-term interest rates.


Risk Management and Financial Services