In the current inflation-indexed markets, most traded options have zero or even negative strikes. This highlights the need for a smile-consistent valuation of caps and floors on inflation rates. To ...
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Inflation derivatives articles
Outsized inflation swap trades by pension funds may be causing imbalances in what is a relatively thin market
ABN Amro has completed a property derivatives deal based in part on the Investment Property Databank (IPD) UK retail index, in what it claims is the first to be based on a specific sector of the mar...
Barclays Capital and Protego have arranged a property index certificate sale worth £8 million, the first significant secondary market deal in the nascent property derivatives sector.
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.