Inflation
Modelling inflation
Lars Kjaergaard models inflation using a three-factor Gaussian method. This gives a simple description of derivatives linked to inflation and interest rates, and allows for fast evaluation. He then shows...
Bank for International Settlements challenges conventional thinking on inflation
The German Finance Agency issued its first inflation-linked bond earlier this year. But while the EUR5.5 billion issue attracted plenty of international investor interest, the agency has no immediate plans...
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.
More Inflation articles
Waiting for growth
A change in accounting rules for Japanese inflation-linked bonds is the latest attempt by Japan's authorities to encourage buying by a broader range of investors. But the country's pension funds have yet to embrace inflation-linked bonds with any real...
Inflation Special Report
All of a sudden, inflation has become the most keenly watched figure in the financial markets. Analysts, economists and traders are scrutinising every single release for signs that inflation is on the up, with the rates markets zipping up and down on...
Inflating interest
Structured products that combine views on inflation and interest rates have gained traction with European investors over the past year. Dealers claim the estimated EUR4 billion market is likely to double in size by the end of the year. But the complexity...
Journal of Risk Volume 3 / Number 4, Summer 2001
Philippe Jorion University of California at Irvine This issue of the Journal of Risk marks the third year of existence of the journal. The journal is making good progress in its mission to disseminate academic and practitioner research into financial...
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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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.
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The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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