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Sponsored forum: US inflation derivatives
Encouraging growth in the US inflation derivatives market
Corporate statement: Barclays Capital
Liquid hedge fund strategy exposure in an index format
Sponsored forum: US inflation derivatives
Developments in the US inflation derivatives market
Funding valuation adjustments sponsored forum: A clear and present future
It is now generally accepted that banks should use a different pricing methodology depending on whether a derivatives trade is collateralised or non-collateralised. Specifically, dealers are now using overnight indexed swaps to discount the present value…