Inflation derivatives
Inflation hedging: How the Dutch pension sector is moving its focus...
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.
Flow is very much back in vogue. Having been the poor relation to the structured desk during the boom times, flow business within fixed-income divisions has been a major driver of revenues for banks this...
The financial crisis created a major dislocation between inflation-linked and nominal government bonds, resulting in a huge opportunity for investors to benefit through asset swaps. How did banks and their...
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More Inflation derivatives articles
Opportunity knocked
Tricky market conditions in inflation volatility, exacerbated by dealers’ structural hedging activity around 0% year-on-year inflation floors, have created a market rife with opportunities. But few clients are taking advantage. Mark Pengelly reports...
Sponsored statement: Inflation derivatives – history in the making
It has been a roller-coaster ride of a year for inflation-linked products – thanks to the global economic problems that everybody has been encountering, the collapse of Lehman Brothers and the use of quantitative easing by central banks – in their...
JGBis continue to climb as Japan extends buyback programme
Japan’s ministry of finance extends buyback programme to December as bonds improve
JGBis continue to climb as Japan extends buyback programme
Japanese inflation-linked bond (JGBi) performance has improved this year, as the Ministry of Finance has extended its buyback programme until December. The ministry stepped up its original JGBi buyback programme last year, when JGBi prices were thrown...
Inflation outlook volatile, BoE warns
UK inflation will be “unusually volatile” in the coming months and could fall below 1% in the autumn, the Bank of England said in its quarterly inflation report today.
Yen for yield
The Japanese government inflation-linked bond market has received a severe battering over the past year. The resulting dislocation has prompted the Ministry of Finance to consider restructuring the market, but what options are on the table? Matt Cameron...
Targeting inflation
Inflation expectations might be all over the place, but that has not stopped dealers trying to sell inflation-linked structured products. John Ferry looks at what is on offer from an asset class that has always been trickier than others for structured...
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Using market and credit risk analytics to strengthen performance
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