But risks of EU deflation still loom
While foreign hedge funds have been driving down the value of the yen, now Japan insurers may strengthen the trend
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Deflation articles
Sponsored forum: US inflation derivatives
When Tips don't pay
Nomura chief economist Richard Koo warns the US and European economies face double-dip recession and a prolonged period of economic stagnation if stimulus is cut too soon.
The resumption of issuance of government linkers, which now include deflation floors, should aid the development of inflation derivatives in South Korea
Inflation often accompanies the end of the recovery after a crisis, but while US companies may fear high inflation, banks and investors increasingly see deflation as the more serious risk to the US ...
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.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.