Inflation derivatives house of the year: HSBC

dariush-mirfendereski-app — Dariush Mirfendereski, HSBC

Risk staff
12 Jan 2015

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With dealers spending more time restructuring existing inflation swaps than striking new ones with corporates and utilities, it has been harder for pension funds and other investors to source cashflows linked to the UK's retail prices index (RPI).

HSBC generated a wave of supply in late 2013 and early 2014, through its role as duration manager on the UK Debt Management Office's (DMO) record-breaking £5 billion index-linked 2068 gilt, and its execution of a simultaneous portfolio restructuring of

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