LDI fund flows drive mispricing in inflation markets – BoE

7th August, 2023

Radi Khasawneh
Bank Of England GIG

The need for duration hedging at pension funds and liability driven investors such as insurance companies has distorted pricing in inflation linked bond and derivatives markets over the last five years, according to research published by the Bank of England

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ABN AMRO
Bank of America
CBOE
Citi
Goldman Sachs
DRW Holdings
HSBC
J.P Morgan
Marex
Morgan Stanley
SGX
SocGen
Susquehanna
MUFG Investor Services
TP ICAP

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