Inflation risk
Inflation derivatives house of the year: Royal Bank of Scotland
Original headline:
The inflation derivatives market is characterised by long-dated trades, big notional sizes, a lack of liquidity and – where corporate clients are involved – a lack of collateral. In other words, it...
Original headline:
Inflation is one of the top risks facing pension funds, but how can they deal with the risk while still maintaining adequate returns?
Asset Liability Management
Inflation estimate errors costing defined benefit sponsors £50 billion...
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Overestimated inflation projections could be costing UK defined benefit scheme sponsors more than £50 billion in unnecessary funding commitments, a corporate adviser warns
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More Inflation risk articles
Pension funds urge US Congress to act fast on debt-ceiling deal
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Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Video: De-risking pension liabilities
Published online only
Emanuel Eftimiu speaks to Kelvin Wilson, associate director, Grant Thornton about defined pension fund liabilities and what they mean for private equity buyers.
Negative long-term US inflation outlook means hedging currently underpriced...
Published online only
Current US economic data is masking the cheapness of inflation hedging
Investors turn to hybrid equity strategies as volatilities descend to...
Original headline:
There is still good value in owning volatility as a risk management tool, either as an overlay to a long equity portfolio or to replace long equity exposure with the upside strategies, says Deutsche Bank strategist
Vigilance needed to prevent curse of inflation in Asia
Original headline:
The unprecedented injection of trillions of dollars of easy money into the global financial system during the past couple of years is increasingly viewed as posing a serious risk that inflationary pressure will build in many economies around the world...
Reducing approximation errors in LPI swaps
Original headline:
Brody, Crosby & Li (2008) introduced a quasi-analytical method to price limited price index (LPI) swaps with the Jarrow & Yildirim (2003) model. Their method works well for short-term contracts, but the approximation error for long maturities may be far...
Canada pressed to develop inflation market
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Current issuance of inflation-linked bonds is too meagre to meet demand from domestic and international investors, say market participants
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