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Benchmark Rates Liquidity Monitor: Issue 5
May 2021: ESTR volumes drop, EURIBOR volume stable, and SONIA volumes well above GPB LIBOR swaps
Variable Annuity Guarantee Hedging maintains its effectiveness during COVID-19 market turmoil
12 August 2020
The effectiveness of hedging programs is a closely watched metric for most Variable Annuity (VA) carriers. In this paper, the authors examined a group of VA carriers during the first six months of 2020.
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