Inflation derivatives
Policy-makers in Europe and the UK are pursuing a policy of austerity, but calls for measures to stimulate growth are getting louder. Meanwhile, new execution and clearing regulations are coming into force....
Dealers will have to change the way they approach long-dated derivatives business, says Barclays Capital’s Jerry del Missier
Dealers will present their case as to why the ECB should buy linkers as well as nominal bonds in a conference call today
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Inflation derivatives articles
Further downgrades for Italy would cause its inflation-linked bonds to drop out of a Barclays Capital index, prompting mass selling by fund managers, dealers fear
There continues to be uncertainty about the direction of US inflation, particularly given the latest attempts by the Federal Reserve to stimulate growth, known as Operation Twist. This uncertainty is encouraging a broader range of investors and hedgers...
A big short position in 30-year Treasury inflation protected securities backfired at the end of June. Traders say the strategy – driven by the end of the second round of quantitative easing – made some sense, but the size of the bet didn’t. Mark...
Big curve flattening bet attributed to Morgan Stanley was reasonable, traders say - one rival exited similar position just in time
In September 2008, Structured Products published a review of the Merrill Lynch three-year euro and Swiss Franc Inflation Linked Booster, which offered additional coupons depending on the relevant inflation rate
A period of uncertainty has followed the global financial crisis, with forecasters differing in their predictions of how inflation will respond. The Royal Bank of Scotland’s Inflation Vortex is one tool that has been deployed to better understand the...
Life companies have spent the past couple of years tightening up exposure to inflation, but are they ready to meet consumer demand for inflation-linked products?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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