Hedge Cost Index July 2019

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 02 August 2019
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 173 bps as of the end of July 2019. The index is unchanged from the previous month, due to very small movements in the long-term interest rates.

Authors

Risk Management and Financial Services