Pension funds in the Netherlands are following the lead of their peers in the UK by using more inflation-linked products to achieve liability-driven investment. Alan McNee reports
More Inflation derivatives articles
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 ...
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.
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