The nominal indexes include coupon-paying and zero-coupon swaps, and the inflation indexes include zero-coupon and real rate swaps. BarCap's head of pension solutions, Serkan Bektas, said the indexes would allow funds to construct benchmarks that would match their sensitivity to nominal and real rates. The indexes are available in sterling, US dollar and euro formats, and also come in funded versions, which include a cash component.
The week on Risk.net, August 19-25, 2016Receive this by email
Back to Top