Retail price index (rpi)
Market is too concentrated to cope with a default, participants warn
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Retail price index (rpi) articles
Concerns over unsustainable demand and market fragmentation halt issuance of gilts linked to consumer price index
Bankers and investment managers have welcomed government proposals to introduce gilts linked to the consumer price index (CPI), downplaying concerns that these instruments could fragment the market. In July, the UK’s Debt Management Office (DMO) launched...
The former trustees of the BA Airways Pension Scheme have vowed to take the scheme to court over its controversial move to stop paying pensions in line with RPI inflation
Life companies have spent the past couple of years tightening up exposure to inflation, but are they ready to meet consumer demand for inflation-linked products? Blake Evans-Pritchard reports
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...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future