Inflation derivatives
US insurers and pension funds seek to hedge deflation
Extra inflation hedging demand driving split between derivatives and cash market pricing
Less volatile than equities and on offer in a variety of forms and available in either growth or income style, commercial property has made a low-key return to the investment world. As property values...
The restoration of central government linker issuance has provided much-needed support for Australia’s inflation market. But it has also presented challenges for quasi-government issuance. And a lack...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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More Inflation derivatives articles
Protection on long-term deflation hits highest levels since 2008
Hedge funds seeking protection against deflation and dealer hedging of residual short floor positions are cited as the reasons for a rise in prices on euro zero-coupon inflation options.
ATP: Diversified asset strategy only solution to pension fund’s inflation...
Uncertainty over the future outlook of inflation means that pension schemes must diversify their asset allocation in order to mitigate against the risks posed to funding levels, according to Lars Rohde, chief executive at Denmark’s £76 billion ATP...
Bank of America Merrill Lynch nabs BNP Paribas inflation trader
Bank of America Merrill Lynch (BAML) has appointed BNP Paribas' David Slater to be its global head of inflation trading. In his new role with Charlotte, North Carolina-based BAML, Slater will be based in London and report to Neh Thaker, the co-head...
US inflation options sponsored forum: Recovery and development
The inflation market has had a challenging few months. In particular, many dealers were hurt by short positions in 0% inflation floors, causing sizeable losses for some firms. Sponsored by BGC Partners, Risk convened a panel of major inflation dealers...
Optimism for property derivatives
Despite massive global real estate losses, the property derivatives market has been largely ignored, with trading activity focused almost exclusively in the UK. What are the prospects for growth in the asset class? By Peter Madigan
Inflation
Inflation markets are getting back to normal after the hiatus that followed the collapse of Lehman Brothers. Then, liquidity dried up markedly as investors fled from the market, dumping capital-intensive inflation-linked bonds on their way out the door....
Losing the asset swap lifeline?
A price difference between inflation-linked and nominal bonds last year created a huge opportunity for real-money investors to benefit through asset swaps. Now the opportunity has diminished, how important are asset swap investors in providing inflation...
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Using market and credit risk analytics to strengthen performance
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