Inflation derivatives
Issuance of sovereign inflation-linked bonds is expected to reach record highs this year as governments struggle with vast fiscal deficits. With investors shaken by the crisis in Greece, however, some...
Fear of a spike in consumer prices has created greater demand for inflation protection from a variety of participants. This has increased the need for inflation pricing and analytics tools – but it is...
Implied total returns suggest UK property market was overheating in 2006.
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Inflation derivatives articles
A roundtable on inflation and inflation derivatives hosted by Risk magazine editor Nick Sawyer.
Private sector consortia bidding for infrastructure projects in Australia are increasingly asking state governments inviting public-private participation (PPP) to underwrite payments over the life of the concession, as their appetite for demand-risk under...
The inflation market has had a challenging 18 months since the collapse of Lehman Brothers in September 2008. In the immediate aftermath, banks sold inflation-linked bonds that had been used to hedge swaps as part of a general reduction of balance sheets,...
Inflation-linked indexes and products are making a comeback after volatility during the crisis kept a lot of investors away, says Barclays Capital. The size of the inflation-linked bond market is expected to rise to $2 trillion this year, according...
Thailand plans to finally launch its crisis-delayed inflation-linked bond (ILB) programme in the second half of this year, an official in the country's Public Debt Management Office (PDMO) told Risk today. The inaugural auction is expected to raise up...
UK pension schemes are facing a serious inflation risk as quantitative easing (QE) coupled with a high level of national debt could prompt a high inflation environment, according to a senior figure in the UK pension sector. Speaking at an inflation...
The Dutch pension sector has long-held a focus on nominal liabilities but both schemes and regulators are investigating whether a move to assessing real liabilities would be a step forward.
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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