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Inflation Derivatives white papers

Found  7 white papers and resources

Inflation Derivatives white papers, analyst reports and legal briefings available at RiskLibrary.net.

An inflation derivative is similar to a currency derivative in that is an agreement between two parties to trade derivatives such as swaps that are used to alleviate the effects of inflation risk in the future.

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Future Trends in Optimisation Collateral, Regulatory Capital & CCP Selection

Company: 4sight Financial Software Ltd

Financial firms are currently experiencing significant regulatory and cost pressures. This is leading to a search for ways to optimize various aspects of trade types that involve some level of counterparty credit risk (derivatives, securities lending, repo). VIEW SUMMARY

Category: Compliance | Published: 01 August 2014 | Type: White Paper

Rating: + 6

The OIS & FVA Relationship: The Evolution of OTC Derivative Funding Dynamics

Company: Numerix LLC

We will begin this paper with a discussion of the basics of OIS discounting and FVA for OTC derivatives—and then explore the relationship between the two concepts. We will also look at a case study that highlights the potential impact of FVA on trade profitability. VIEW SUMMARY

Category: Credit Derivatives | Published: 14 May 2014 | Type: White Paper

Rating: + 4

The Benefits of Volatility Derivatives in Equity Portfolio Management

Company: EDHEC-Risk Institute

This research was produced as part of "The Benefits of Volatility Derivatives in Equity Portfolio Management" strategic research project at EDHEC-Risk Institute, in partnership with Eurex. VIEW SUMMARY

Category: Credit Derivatives | Published: 06 June 2012 | Type: White Paper

Rating: + 7

The Inflation Vortex: Growth versus inflation – what path lies ahead?

Company: Royal Bank of Scotland (RBS)

A period of uncertainty has followed the global financial crisis, with forecasters differing in their predictions of how inflation will respond. The Royal Bank of Scotland’s Inflation Vortex is one tool that has been deployed to better understand the different inflation scenarios. VIEW SUMMARY

Category: Inflation Derivatives | Published: 03 May 2011 | Type: Article

Shipping freight derivatives - theory and practice

Company: Risk Books

As an inherently volatile industry, shipping is characterised by a high risk-high return profile, making its rates and prices difficult to forecast, and as a consequence business projects less accurately budgeted. The identification and management of any such business risks is imperative. VIEW SUMMARY

Category: Commodity Derivatives | Published: 01 February 2011 | Type: White Paper

Rating: + 2

Recovery and development

Company: BGC Partners

The inflation market has had a challenging few months. In particular, many dealers were hurt by short positions in 0% inflation floors, causing sizeable losses for some firms. VIEW SUMMARY

Category: Inflation Derivatives | Published: 04 May 2010 | Type: Article

Inflation derivatives – history in the making

Company: BGC Partners

It has been a roller-coaster ride of a year for inflation-linked products – thanks to the global economic problems that everybody has been encountering, the collapse of Lehman Brothers and the use of quantitative easing by central banks – in their efforts to combat inflation and deflation. VIEW SUMMARY

Category: Inflation Derivatives | Published: 04 November 2009 | Type: Article

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