Centro de Documentacion de Fundación MAPFRE - Inflation hedging with inflation-linked bonds

MAP20110021375

Inflation hedging with inflation-linked bonds / by Dan Lomelino...[et al.]

Sumario: From an implementation standpoint, inflation-linked bonds are superior to other assets from a risk-based capital perspective. Inflation derivatives do allow for a more customized solution relative to inflationlinked bonds, but even for those property & casualty insurers with derivative capabilities, the adverse accounting treatment of derivatives versus linkers will make them an unlikely option for many

En: Emphasis. - New York : Towers Watson, 1987-. - 31/03/2011 Número 1 - 2011 , p. 16-19

1. Mercado de seguros . 2. Inversiones . 3. Instrumentos financieros . 4. Property-casualty . 5. Inflación . 6. Bonos . I. Lomelino, Dan . II. Título.