Inflation models tend to be poor at capturing the high sensitivity of Limited Price Index (LPI) swap payoffs to year-on-year smiles and correlations, and consequently miss market quotes. Yann Ticot and...
Using non-financial corporate bonds instead of bank bonds to underpin structured products could encourage more investors to consider them, as it would help diversify the counterparty risk within a portfolio,...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Inflation-linked products articles
BNP Paribas BNP Paribas has confronted the market challenges of the past 12 months head on. "In an environment where people are very uncertain and rates remain low, there are opportunities for some clients and problems for others," says Kara Lemont...
Policy-makers in Europe and the UK are pursuing a policy of austerity, but calls for measures to stimulate growth are getting louder. Meanwhile, new execution and clearing regulations are coming into force. How are inflation markets responding to these...
Pimco and State Street launch new actively managed ETFs as US and Canadian markets see strong surge in assets under management
A distorted inflation picture in Europe since the onset of the sovereign debt crisis last year is boosting interest in country-specific inflation exposure, with more newcomers entering the asset class through alternative investments
With inflation-linked government bond markets still in their infancy in Asia, regional investors are turning to precious metals, commodities and other real assets to protect portfolios against rising prices. Exchange-traded products are emerging as an...
Rock bottom interest rates in a difficult macro environment and the prospect of upcoming regulations have led to a need for banks to focus on products optimised around constraints. As the mood remains cautious in Europe and many developed markets approach...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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