Inflation
Sponsored statement: IBM
Mark-to-future simulations, enriched with market calibration against interest rates and with inflation adjustment of portfolio returns, add value to long-term investment decision-making by embedding the...
Quadratic Gaussian models are particularly amenable to analytic solutions, and so have become popular for rates modelling. Here, Manlio Trovato, Diana Ribeiro and Hringur Gretarsson extend the approach...
The Reserve Bank of New Zealand’s policy targets agreement will come into effect on the same day Graeme Wheeler takes over as governor; document includes "stronger focus" on financial stability
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More Inflation articles
Interest rates house of the year: Barclays
Barclays has had to cope with an increasingly risk-averse investor base within the context of historically low yields, but by emphasising simplicity and transparency, the bank has stormed ahead with its offering of innovative products this year. An...
Quadratic Gaussian inflation
Quadratic Gaussian models are particularly amenable to analytic solutions, and so have become popular for rates modelling. Here, Manlio Trovato, Diana Ribeiro and Hringur Gretarsson extend the approach to inflation, and show that realistic smile and convexity...
Italy downgrade triggers inflation bond sell-off
Moody's downgrade forces Italian linkers out of index
Outflows for gold ETPs despite high equity market volatility
During May 2012 the price of gold dropped over 6% and investors withdrew over €1 billion from gold ETPs
Lookback
Structured Products casts an eye over some of the more noteworthy findings to affect the industry during the past month
Downgrade doomsday: utilities fear swap dealer shortage
Tough ratings criteria for utility securitisations mean they could be left short of swap counterparties. Utilities are worried they could face downgrades as a result – and potentially be stripped of their licences. Matt Cameron reports
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...
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