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
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.