CPI fixing swap - Revision history

imported>Doug Williamson: Layout.

2023-06-22T08:20:40Z

Layout.

← Older revision		Revision as of 08:20, 22 June 2023
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	CPI fixing swaps are used to manage CPI inflation risk.		CPI fixing swaps are used to manage CPI inflation risk.

	Like other capital market swaps, they are settled net and subject to risks including their relative technical complexity, collateral calls, volatile market prices, and reporting requirements.		Like other capital market swaps, they are settled net, and subject to risks including their relative technical complexity, collateral calls, volatile market prices, and reporting requirements.

imported>Doug Williamson: Add link.

2023-06-22T08:19:52Z

Add link.

← Older revision		Revision as of 08:19, 22 June 2023
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	* [[Swap]]		* [[Swap]]
	* [[UK EMIR]]		* [[UK EMIR]]
			* [[Volatility]]

	[[Category:The_business_context]]		[[Category:The_business_context]]

imported>Doug Williamson: Layout.

2023-06-22T08:19:04Z

Layout.

← Older revision		Revision as of 08:19, 22 June 2023
Line 10:		Line 10:
	CPI fixing swaps are used to manage CPI inflation risk.		CPI fixing swaps are used to manage CPI inflation risk.

	Like other capital market swaps, they are settled net and subject to risks including their relative technical complexity, collateral calls, volatile market prices and reporting requirements.		Like other capital market swaps, they are settled net and subject to risks including their relative technical complexity, collateral calls, volatile market prices, and reporting requirements.

imported>Doug Williamson: Add references to risks.

2023-06-22T08:18:36Z

Add references to risks.

← Older revision		Revision as of 08:18, 22 June 2023
Line 10:		Line 10:
	CPI fixing swaps are used to manage CPI inflation risk.		CPI fixing swaps are used to manage CPI inflation risk.

	Like other capital market swaps, they are settled net.		Like other capital market swaps, they are settled net and subject to risks including their relative technical complexity, collateral calls, volatile market prices and reporting requirements.


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	== See also ==		== See also ==
			* [[Call]]
	* [[Capital market swap]]		* [[Capital market swap]]
			* [[Collateral]]
	* [[Consumer Price Index]] (CPI - US)		* [[Consumer Price Index]] (CPI - US)
	* [[Consumer Prices Index]] (CPI - UK)		* [[Consumer Prices Index]] (CPI - UK)
	* [[Counterparty]]		* [[Counterparty]]
	* [[Derivative instrument]]		* [[Derivative instrument]]
			* [[EMIR]]
	* [[Expectations theory]]		* [[Expectations theory]]
			* [[Financial reporting]]
	* [[Fixing instrument]]		* [[Fixing instrument]]
	* [[Inflation]]		* [[Inflation]]
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	* [[Interest rate swap]]		* [[Interest rate swap]]
	* [[International Swaps and Derivatives Association]] (ISDA)		* [[International Swaps and Derivatives Association]] (ISDA)
			* [[Regulation]]
	* [[Risk management]]		* [[Risk management]]
	* [[Swap]]		* [[Swap]]
			* [[UK EMIR]]

	[[Category:The_business_context]]		[[Category:The_business_context]]

imported>Doug Williamson: Remove surplus link.

2023-06-22T08:07:50Z

Remove surplus link.

← Older revision		Revision as of 08:07, 22 June 2023
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	== See also ==		== See also ==
	* [[Capital market swap]]		* [[Capital market swap]]
	* [[Collateral swap]]
	* [[Consumer Price Index]] (CPI - US)		* [[Consumer Price Index]] (CPI - US)
	* [[Consumer Prices Index]] (CPI - UK)		* [[Consumer Prices Index]] (CPI - UK)

imported>Doug Williamson: Remove surplus links.

2023-06-22T08:05:50Z

Remove surplus links.

← Older revision		Revision as of 08:05, 22 June 2023
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	''Risk management - inflation risk - Consumer Price Index (CPI) - derivative instruments - swaps - inflation swap.''		''Risk management - inflation risk - Consumer Price Index (CPI) - derivative instruments - swaps - inflation swap.''

	A CPI fixing swap is an agreement to exchange:		A CPI fixing swap is an agreement between two parties to exchange:

	:(1) a series of payments referenced to the Consumer Price (or Prices) Index; for		:(1) a series of payments referenced to the Consumer Price (or Prices) Index; for
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	== See also ==		== See also ==
	* [[Accreting swap]]
	* [[Amortising swap]]
	* [[Asset-based swap]]
	* [[Basis swap]]
	* [[Capital market swap]]		* [[Capital market swap]]
	* [[Collateral swap]]		* [[Collateral swap]]
	* [[Constant maturity credit default swap]]
	* [[Consumer Price Index]] (CPI - US)		* [[Consumer Price Index]] (CPI - US)
	* [[Consumer Prices Index]] (CPI - UK)		* [[Consumer Prices Index]] (CPI - UK)
	* [[Contract for differences]]
	* [[Counterparty]]		* [[Counterparty]]
	* [[CPI swap]]
	* [[Credit default swap]]
	* [[Currency swap]]
	* [[Debt for equity swap]]
	* [[Derivative instrument]]		* [[Derivative instrument]]
	* [[Equity swap]]
	* [[Expectations theory]]		* [[Expectations theory]]
	* [[Fixing instrument]]		* [[Fixing instrument]]
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	* [[Interest rate swap]]		* [[Interest rate swap]]
	* [[International Swaps and Derivatives Association]] (ISDA)		* [[International Swaps and Derivatives Association]] (ISDA)
	* [[Longevity swap]]
	* [[Overnight indexed swap]]
	* [[Notional principal]]
	* [[Risk management]]		* [[Risk management]]
	* [[Swap]]		* [[Swap]]
	* [[Swap Break Clauses]]
	* [[Swap overlay]]
	* [[Swap rate]]
	* [[Swaption]]
	* [[Total return swap]]
	* [[Zero-coupon swap]]

	[[Category:The_business_context]]		[[Category:The_business_context]]

imported>Doug Williamson: Layout.

2023-06-22T08:01:18Z

Layout.

← Older revision		Revision as of 08:01, 22 June 2023
Line 1:		Line 1:
	''Risk management - inflation risk - Consumer Price Index (CPI) - derivative instruments - swaps - inflation swap.''		''Risk management - inflation risk - Consumer Price Index (CPI) - derivative instruments - swaps - inflation swap.''

	A CPI fixing swap is an agreement to exchange a series of payments referenced to the Consumer Price (or Prices) Index for a fixed rate of interest.		A CPI fixing swap is an agreement to exchange:

			:(1) a series of payments referenced to the Consumer Price (or Prices) Index; for

			:(2) a fixed rate of interest.


	CPI fixing swaps are used to manage CPI inflation risk.		CPI fixing swaps are used to manage CPI inflation risk.

			Like other capital market swaps, they are settled net.


	Their current market prices also indicate the swap market's current average expectations about future rates of CPI inflation.		Their current market prices also indicate the swap market's current average expectations about future rates of CPI inflation.

imported>Doug Williamson: Add link.

2023-06-21T10:57:31Z

Add link.

← Older revision		Revision as of 10:57, 21 June 2023
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	* [[Expectations theory]]		* [[Expectations theory]]
	* [[Fixing instrument]]		* [[Fixing instrument]]
			* [[Inflation]]
	* [[Inflation risk]]		* [[Inflation risk]]
	* [[Inflation swap]]		* [[Inflation swap]]

imported>Doug Williamson: Create page. Sources: Linked pages.

2023-06-19T12:54:03Z

Create page. Sources: Linked pages.

New page

''Risk management - inflation risk - Consumer Price Index (CPI) - derivative instruments - swaps - inflation swap.''

A CPI fixing swap is an agreement to exchange a series of payments referenced to the Consumer Price (or Prices) Index for a fixed rate of interest.

CPI fixing swaps are used to manage CPI inflation risk.

Their current market prices also indicate the swap market's current average expectations about future rates of CPI inflation.

This is a dimension of ''expectations theory''.

== See also ==
* [[Accreting swap]]
* [[Amortising swap]]
* [[Asset-based swap]]
* [[Basis swap]]
* [[Capital market swap]]
* [[Collateral swap]]
* [[Constant maturity credit default swap]]
* [[Consumer Price Index]] (CPI - US)
* [[Consumer Prices Index]] (CPI - UK)
* [[Contract for differences]]
* [[Counterparty]]
* [[CPI swap]]
* [[Credit default swap]]
* [[Currency swap]]
* [[Debt for equity swap]]
* [[Derivative instrument]]
* [[Equity swap]]
* [[Expectations theory]]
* [[Fixing instrument]]
* [[Inflation risk]]
* [[Inflation swap]]
* [[Interest rate swap]]
* [[International Swaps and Derivatives Association]] (ISDA)
* [[Longevity swap]]
* [[Overnight indexed swap]]
* [[Notional principal]]
* [[Risk management]]
* [[Swap]]
* [[Swap Break Clauses]]
* [[Swap overlay]]
* [[Swap rate]]
* [[Swaption]]
* [[Total return swap]]
* [[Zero-coupon swap]]

[[Category:The_business_context]]
[[Category:Corporate_finance]]
[[Category:Investment]]
[[Category:Long_term_funding]]
[[Category:Identify_and_assess_risks]]
[[Category:Manage_risks]]
[[Category:Risk_frameworks]]
[[Category:Risk_reporting]]
[[Category:Financial_products_and_markets]]