Inflation markets
New investor solutions for inflationary markets
Geopolitical risks, price volatility, clashing cycles, higher interest rates – these are tough times for economies and investors. Ahead of the 2022 Societe Generale/Risk.net Derivatives and Quant Conference, Risk.net spoke to the bank’s team about some…
Totem poll: users of Markit service call for change
Libor-like consensus methodology creates bad incentives, clients fear
Inflation derivatives house of the year: HSBC
Risk Awards 2015: UK bank married giant linker role with pension fund re-hedge
Corporate risk manager of the year: Electricity Supply Board of Ireland
Risk Awards 2015: Utility found a new way to tackle bank break clauses
Euro inflation floors hit three-year low
Traders point to lower volatility, but one big short is also blamed
Eurex and LCH.Clearnet seek OK for inflation swaps
Regulators focus on default management as CCPs target launch in early 2015
UK utilities weigh creative inflation-hedge revamps
Yorkshire Water among the firms said to be considering inflation repacks
Australia inflation swap market moribund despite price rise expectations
Inflation swaps market has become illiquid with most activity on physical inflation-linked bonds
CME said to have shelved inflation futures plan
Contracts had been drafted, but did not attract enough support
Inflation derivatives house of the year: Barclays
Inflation derivatives house of the year: Barclays
'Don't make us clear inflation swaps,' dealers plead
Market is too concentrated to cope with a default, participants warn
Eurex, CME and NYSE Liffe weigh long-dated inflation futures
Pension funds look for alternatives to OTC inflation swaps, as clearing services remain on the drawing board
LPI swaps with a smile
LPI swaps with a smile
LPI swaps with a smile
LPI swaps with a smile
BoJ target leaves Japan inflation swap market unmoved
Doubling Japan's inflation target has been viewed as a big deal internationally but players on the ground say the impact on the domestic inflation market has been limited
A year of market movement and trading opportunities
Sponsored forum: US inflation derivatives
Huge RPI swaps move catches market flat-footed
Some dealers said to have suffered losses after surprise decision to leave RPI methodology unchanged
Sponsored statement: IBM
Advanced simulation techniques to address the inflation challenge and gold-based investments
Lack of inflation clearing could hit LDI community
A different track
Quadratic Gaussian inflation
Quadratic Gaussian inflation
Quadratic Gaussian inflation
Quadratic Gaussian inflation