Treasury Inflation-Protected Securities (Tips)
Market has become less efficient and less self-correcting, funds say
Sponsored forum: US inflation derivatives
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Treasury Inflation-Protected Securities (Tips) articles
Risk awards 2012
When Tips don't pay
Risk awards 2011
The resumption of issuance of government linkers, which now include deflation floors, should aid the development of inflation derivatives in South Korea
Extra inflation hedging demand driving split between derivatives and cash market pricing
While reverse convertibles make up the majority of the latest issuance, benchmark indexes and basket products also feature strongly. Credit Suisse has issued two principal-protected basket products, offering...
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 Partn...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.