Inflation-linked products
LPI swaps with a smile
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,...
BNP Paribas A focus on protecting investor capital against Belgian inflation has put BNP Paribas one step ahead of its competitors this year. The bank has created something of a niche for itself by...
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Inflation-linked products articles
Interest rates house of the year
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...
Italy downgrade triggers inflation bond sell-off
Moody's downgrade forces Italian linkers out of index
Sponsored forum: Inflation
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...
Actively managed ETFs in North America see dramatic inflows
Pimco and State Street launch new actively managed ETFs as US and Canadian markets see strong surge in assets under management
Europe's inflation investors sharpen their focus
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
ETFs provide inflation hedge for Asia investors
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...
The new normal: structurers learn to live with low interest rates
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...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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