Hedge Cost Index March 2019

  • Print
  • Connect
  • Email
  • Facebook
  • Twitter
  • LinkedIn
  • Google+
By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 04 April 2019
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 129 bps as of the end of March 2019, up 12 basis points from the previous month, driven by a decrease in long-term interest rates.


Risk Management and Financial Services