Implied inflation rates, derived from the prices of Treasury inflation-protected securities (Tips), have risen recently but are still low by historical standards: the one-year implied rate is -1.16%, down from a recent high on March 19 of -0.05%. The two-year rate has risen to -0.19% and the five-year rate has reached 0.94%, having been above zero since January 28.
In a statement released on April 30, the FOMC said: "In light of increasing economic slack here and abroad, the Committee expects tha
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data