Inflation
Solving the problem of inflation measures
With fears about future inflation still plaguing investors, inflation-linked products may seem like a sensible way of hedging against the rising cost of living. But the effect of substitution, interest rate rises and timing mean that returns on these…
Risk Inflation Forum 2010
A roundtable on inflation and inflation derivatives hosted by Risk magazine editor Nick Sawyer.
More to play for
Harry Harrison, head of rates trading at Barclays Capital, talks to Alexander Campbell
Inflation hedging: How the Dutch pension sector is moving its focus from nominal to real liabilities
The Dutch pension sector has long-held a focus on nominal liabilities but both schemes and regulators are investigating whether a move to assessing real liabilities would be a step forward.
The road to high yield
The low-risk arbitrage opportunities found in the institutional structured products market this year may not be so common in 2010. Instead, more stable financial markets are expected to herald the return of product lines that can deliver extra yield
Crowd busting
The financial crisis revealed most dealers had near-identical exposures in exotic derivatives markets – whether in credit, interest rates, equity or inflation – leaving them unable to exit or hedge their positions when markets tanked. How have traders…
Inflation outlook volatile, BoE warns
UK inflation will be “unusually volatile” in the coming months and could fall below 1% in the autumn, the Bank of England said in its quarterly inflation report today.
Targeting inflation
Inflation expectations might be all over the place, but that has not stopped dealers trying to sell inflation-linked structured products. John Ferry looks at what is on offer from an asset class that has always been trickier than others for structured…
Rise in inflation coming as rates remain low, BarCap predicts
Inflation is set to rise in late 2009 and 2010, driven by rising commodity prices and low central bank rates, according to research from Barclays Capital, released on June 25.
A steadier ship
Cautious optimism pervaded the fourth annual Structured Products Americas conference, held in May at the Biltmore Hotel in Coral Gables in Miami. Speakers and panellists seemed happy to reacquaint themselves with terms such as volatility, correlation and…
Return of the linker
Inflation