Inflation

Losing the asset swap lifeline?

A price difference between inflation-linked and nominal bonds last year created a huge opportunity for real-money investors to benefit through asset swaps. Now the opportunity has diminished, how important are asset swap investors in providing inflation…

A return to domestic inflation

Activity in Europe’s domestic inflation derivatives markets dropped away after the collapse of Lehman Brothers. Now, dealers report buyers and sellers are starting to return. But there is likely to be less warehousing of risk by banks and a greater focus…

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…

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…

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