Hedge Cost Index September 2018

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By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 01 October 2018
The expected hedge cost for a hypothetical lifetime GMWB block (see Index Methodology1) is estimated to be 104 bps as of the end of September 2018, down 7 basis points from the previous month, driven by an increase in long-term interest rates.


Risk Management and Financial Services