Extra inflation hedging demand driving split between derivatives and cash market pricing
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...
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
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.
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 (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...
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...
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 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....
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...
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.
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