The inflation derivatives market in the US has recently seen a surge in activity, with high-profile trades from North American insurer Fairfax and US investment manager Pimco. Is this the catalyst for...
A number of insurance companies and pension funds have bought 0% floors this year amid concerns about deflation. One high-profile trade has received particular attention, encouraging other market players...
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.
More Inflation derivatives articles
Asset swaps continue to be a key source of inflation supply. But with the pick-up for asset swap investors much lower than it was last year, how successful have dealers been in cultivating new sources of inflation supply? By Christopher Whittall
After a slowdown in linker issuance last year, Agence France Trésor has upped volumes in response to renewed investor demand. Asset swappers are playing a smaller part, with greater interest from domestic banks and European pension funds. By Ned Molloy...
The development of a property derivatives market in Asia stalled during the financial crisis of 2007-2008 and has failed to regain any real momentum, presenting a gloomy outlook for the business. But some parties believe the introduction of retail products...
With central banks’ discount windows pouring money out at rock-bottom rates but economies still slow to use up excess capacity, the outlook for inflation has never been murkier. Uncertainty has created arbitrage opportunities for inflation risk managers....
The UK government has proposed changing the reference rate for pension funds from the retail prices index to the consumer price index. The switch could make pension liabilities much more complex – creating significant problems for those looking to hedge....
The resumption of issuance of government linkers, which now include deflation floors, should aid the development of inflation derivatives in South Korea
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
UK, 3rd Jul 2013
USA, 17th - 19th Jul 2013
UK, 24th - 25th Sep 2013
UK, 26th Sep 2013
USA, 21st - 24th Oct 2013
Canada, 21st - 16th Oct 2013
UK, 19th - 20th Jun 2013
USA, 19th - 20th Jun 2013
Singapore, 29th - 30th Jul 2013
USA, 5th - 7th Aug 2013
Updating your subscription status
Risk IPad Apps