Hedge Cost Index October 2017 Print Connect Email Facebook Twitter LinkedIn Google+ By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 07 September 2017 The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology) is estimated to be 127 bps as of the end of October 2017, down 2 bps from the previous month, driven by an increase in long-term swap interest rates. Download the PDF AuthorsRam KelkarChicago, IL, USTel: +1 312 7260677View bioRam Kelkar, CFAPrincipal, Managing Director, Financial Risk Management, Capital MarketsChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCardDaren LockwoodChicago, IL, USTel: +1 312 7260677View bioDaren Lockwood, PhD, FRMQuantitative Development Group LeaderChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCardXiaohong MoChicago, IL, USTel: +1 312 7260677View bioXiaohong Mo, FSA, MAAA, CFAPrincipal, Consulting ActuaryChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCardAdam SchenckChicago, IL, USTel: +1 312 7260677View bioAdam Schenck, CFA, FRMPrincipal, Lead Portfolio ManagerChicago, IL, USTel: +1 312 7260677Read more>>View bioE-Mail | VCard Your choices regarding cookies on this site This website uses cookies to provide you with an optimized experience. Refer to our privacy policy for more information regarding our use of data or click here to learn more about the cookies we use and how to disable them. Agree and Proceed Required Cookies These Cookies are necessary for you to access and navigate our Sites. Analytics & Performance These Cookies are used by us or third-party service providers to analyze how the Sites are used and how they are performing. We use the following service providers and you can learn more about their privacy policies and how to opt-out of their cookies by clicking on these links: Google Analytics: https://policies.google.com/privacy#intro AI Media group: https://aimediagroup.com//user/themes/aimedia/docs/privacy.pdf Social We use ‘social buttons’ to enable our users to share or bookmark web pages. These are buttons for third party social media sites. We use the following service providers and you can learn more about their privacy policies and how to opt-out of their cookies by clicking on these links: Facebook.com: https://www.facebook.com/policies/cookies/ Google Inc.: https://policies.google.com/privacy?hl=en Linkedin.com: https://privacy.linkedin.com/ Twitter.com: https://twitter.com/en/privacy Agree and Proceed Cancel