South African Reserve Bank governor Gill Marcus says knee-jerk reforms ignore failure of policymakers to raise standards before crisis; sober, measured approach to reform only credible way forward
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.
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Inflation articles
Uncertainty over the future outlook of inflation means that pension schemes must diversify their asset allocation in order to mitigate against the risks posed to funding levels, according to Lars Rohde, chief executive at Denmark’s £76 billion ATP...
Index-linked bonds are where investors will find value as the effects of the financial crisis unwind, advises founder of Ruffer LLC.
The rebound of credit markets in 2009 enabled product providers to decrease risk as well as offer higher yields to investors in the Americas, using techniques such as multipliers or digital payoffs. The result is an increase in the number of deals, especially...
Bank of America Merrill Lynch (BAML) has appointed BNP Paribas' David Slater to be its global head of inflation trading. In his new role with Charlotte, North Carolina-based BAML, Slater will be based in London and report to Neh Thaker, the co-head...
The inflation market has had a challenging few months. In particular, many dealers were hurt by short positions in 0% inflation floors, causing sizeable losses for some firms. Sponsored by BGC Partners, Risk convened a panel of major inflation dealers...
Inflation markets are getting back to normal after the hiatus that followed the collapse of Lehman Brothers. Then, liquidity dried up markedly as investors fled from the market, dumping capital-intensive inflation-linked bonds on their way out the door....
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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