Hedge Cost Index November 2019

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 03 December 2019
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 192 bps as of the end of November 2019, up 1 basis point from the previous month, driven by a slight decrease in long-term interest rates.

Authors

Risk Management and Financial Services