The standard threat to inflation swaps

Accounting standards

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The growth of the inflation swaps market is beyond dispute. Broker trading volume alone exceeded e12 billion in the first quarter of this year, according to UK inter-dealer broker Icap (see figure 1). While determining what proportion of that volume is derived from inflation-paying companies is impossible – banks are unwilling to provide more than the odd well-known examples of activity – anecdotal evidence suggests the market is still small, but growing, especially among utilities.

But this

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