Dealers tempt capital markets with longevity risk transfer evolution

Life swap

business-montage

It is easy to see why dealers might be excited about the longevity risk transfer market. Estimates put the current total global amount of annuity- and pensions-related longevity risk exposure somewhere between $15 trillion (£9 trillion) and $25 trillion. Furthermore, an extension of life expectancy by a single year will add about 3–4% to the present value of a typical defined benefit pension fund’s liabilities, or $450 billion to $1 trillion to total exposures, according to the International Mon

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