Hedge Cost Index November 2015

  • Print
  • Connect
  • Email
  • Facebook
  • Twitter
  • LinkedIn
  • Google+
By Adam Schenck, Daren Lockwood, Ram Kelkar, Xiaohong Mo | 03 December 2015
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology) is estimated to be 129 bps as of the end of November 2015, up 2 bps from the previous month, driven by a small decrease in long-term swap interest rates.


Risk Management and Financial Services