Research And Markets Research And Markets

Inflation-Linked Products - A Guide For Investors and Asset & Liability Managers

  • ID: 310120
  • November 2005
  • 360 Pages
  • Incisive Media
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This new, multi-author book presents the global phenomenon of inflation-linked products. You will benefit from the experience of 24 industry experts who explain the surge of interest in inflation-linked government bonds and the full range of securities and derivatives that have been created to meet the growing demand from pension funds and other investors.

Learn from the experience of the sector's foremost experts - from various industries, such as investment banks, asset management, hedge funds, debt management, insurance, pension funds and risk management consulting - for more details of those involved see the table of contents below.

You will quickly gain a complete understanding of:
- The products and the development of the fast growing inflation market.
- How to overcome the challenges of modelling and pricing innovative structured and derivatives products.
- Trading strategies.
- The latest investment opportunities for hedge funds and asset & liability managers.
- Hedging strategies and their use as an efficient tool for pension funds and insurance companies.
- The benefits of inflation-linked products for sovereign and corporate issuers.

Presents READ MORE >

Note: Product cover images may vary from those shown
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SECTION 1: Understanding and Investing in Inflation-Linked Products

- 1 An Asset Manager's Approach to Real Yield Management
Jörg Warncke and Oliver Letzgus, Union Investment

- 2 The Benefits of Global Inflation-Indexed Bonds
Raymond T. Dalio and Daniel S. Bernstein, Bridgewater Associates, Inc

- 3 Inflation Flows and Investment Strategies
Valdimar Armann and Brice Benaben, ABN AMRO; Bruno Lambert, CIAL

- 4 Special Aspects of Japanese Inflation-Linked Bonds
Hidesaka Taki, BNPP

- 5 Inflation-Linked Derivatives: From Theory to Practice
Sébastien Goldenberg, ABN AMRO; Dariush Mirfendereski, UBS

- 6 Modelling Inflation in Finance
Nabyl Belgrade, Université Panthéon – La Sorbonne, IXIX CIB; Eric Benhamou, Pricing Partners; Etienne Koehler,
Université Panthéon – La Sorbonne, Natexis-BP

SECTION 2: Asset and Liability Management with Inflation-Linked Products

- 7 Agence France Trésor's (AFT's) Approach to Inflation-linked Bonds
Benoit Coeuré and Nicolas Sagnes, AFT

- 8 Active Liability Management with Inflation Products
Stanley Myint, Royal Bank of Scotland

- 9 The Active Alpha Framework and Inflation-Protected Securities
Markus Aakko and Bob Litterman, Goldman, Sachs & Co

- 10 Quantifying and Hedging Inflation Risk for Pension Funds
Stuart Jarvis, Barclays Global Investors; Alan James, Barclays Capital

- 11 From Conditional to Full Indexation: A Discussion of Liability Solutions used in the Dutch and UK Pension Funds
Theo Kocken and Jeroen van der Hoek, Cardono Risk Management; Adam Michaels, Lane Clark and Peacock LCP; David Bieber, ABN AMRO

- 12 Asset-Liability Management of Inflation Risk for Insurers
John Hancock, Swiss Reinsurance Co

Note: Product cover images may vary from those shown
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Note: Product cover images may vary from those shown