Hedge Cost Index March 2018

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 02 April 2018
The expected hedge cost for a hypothetical lifetime GMWB block is estimated to be 115 bps as of the end of March 2018, up 5 basis point from the previous month, driven by an decrease in long-term interest rates.


Risk Management and Financial Services