JP Morgan launches longevity index

JP Morgan has launched an international index covering longevity risk, in a bid to lead the development of a longevity derivatives market. The LifeMetrics Index will initially calculate death rates in the US, England and Wales, but will be expanded to other countries in the coming months.

Pension consultants Watson Wyatt and the Pensions Institute at Cass Business School in London helped to develop the index. JP Morgan aims to launch hedging instruments based on the index, and is encouraging

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: