Illiquidity has long plagued Sweden's inflation swaps market, but a decrease in activity from its primary supplier is prompting dealers to look for other sources. Gareth Gore reports
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In recent years, futures contracts written on inflation (specifically, on the ratio of the consumer price index (CPI) level at two different times) have been introduced. Working within the Jarrow & Yildirim (2003) model, John Crosby derives formulas for...
After five years of decline, the UK market is beginning to show signs of life. Some participants say that conditions are improving for structurers and distributors alike, and that opportunities exist for those who are willing to offer something out of...
The South African inflation-linked market is still at a relatively early stage of development, but its growth has reached a plateau, mainly due to a lack of secondary market liquidity. The challenge now is finding a way to encourage the market to reach...
Growth is levelling off in the UK property derivatives market, with disappointingly few sector trades, according to figures released by the Investment Property Forum (IPF) in London today.
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.
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