Hedge Cost Index September 2019

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Door Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 03 oktober 2019
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 201 bps as of the end of September 2019, down 10 basis points from the previous month, driven by an increase in long-term interest rates.

Authors

Risk Management and Financial Services