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Inflation hedging with inflation-linked bonds

Recurso electrónico / electronic resource
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. Title.