Hedge Cost Index March 2019

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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.

Authors

Risk Management and Financial Services