RBS too big in UK inflation swap market, says RBS market risk chief


The positions built up by Royal Bank of Scotland (RBS) in the UK inflation swap market are too large, according to Martyn Brush, chief risk officer for RBS Markets and global head of traded market risk for the bank. Brush said the size of the positions would be a problem if banks – including RBS – were downgraded and counterparties chose to exercise ratings-triggered termination clauses in their trades. The bank is said to have a 40% share of the liability-driven investment (LDI) inflation swap

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options


Want to know what’s included in our free membership? Click here

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here