Inflation Linked Products

New developments and their implications

Sydney
15 & 16 March 2010

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With governments keeping interest rates lower than they have been in years a recovery signals the potential for increased inflation. High inflation has the potential to erode investment so inflation linked products provide a safer and reliable return. Although the Australian government has started to slowly increase interest rates they have shown the importance of the inflation linked products market with there issuance of a new capital indexed bond mid 2009.

This timely course has been designed to increase understanding of the new developments in the inflation-linked products market. Delegates will gain insight to the global impact of the new issuance and how to establish themselves in this market place. We will also have technical sessions on actually building a swap curve. The government will also present there thoughts on what experience and lessons they have learnt and how they see this market developing. The risks associated with investing in inflation linked products will be a continuing theme throughout the sessions.

Course dates & venues

Sydney 15 & 16 March 2010

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Course tutors:

  • Ben Alexander, Principal, ARDEA INVESTMENT MANAGEMENT
  • Andrew Banbury, Director, Global Rates, Head of Inflation & non linear rates trading, Australia and New Zealand, DEUTSCHE BANK
  • Andrew Barnet, Head of Inflation-linked trading, UBS
  • TBC, RBS
  • James Bucknall, Head of Inflation Trading, JP MORGAN
  • Stuart Dear, Portfolio Manager, ABERDEEN ASSET MANAGEMENT
  • Joseph Hamilton, Head, Global Pensions strategy group, DEUTSCHE BANK
  • Tim Hext, Head of Balance Sheet and Funding, NEW SOUTH WALES TREASURY CORPORATION
  • Justin Tyler, Portfolio Manager, Fixed Income, ABERDEEN ASSET MANAGEMENT
  • Timothy Unger, Head of Strategic Research, WATSON WYATT

Course highlights:

  • Technical sessions on actually building a swap curve
  • The global relevance of AUDi
  • Advantages of CPI issuance
  • Dealing with inflation risk in LDI and traditional portfolios
  • Why is inflation a risk to investors? A historical and a forward looking perspective
  • Offshore opportunities for investors concerned with Australian inflation

Why you should attend

  • Understand asset swaps in practice
  • Apply appropriate benchmarks for portfolios
  • Identify advantages ad disadvantages of CPi bonds
  • Appreciate the impact of issuance on liquidity for CPI bonds and swaps

"Asia Risk training brings together industry professionals in a structured forum that provides practical training, delivered in the context of the career experience of business leaders with recognised expertise and successful track records."
- Credit Suisse

"Incisive Media is organising well-attended courses gathering practitioners and academics to address practical issues of relevance to Asian banks. There is as much value in the Experts’ presentations as in the lively debate that usually follows."
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Book now

call— + 852 3411 4888
email— pablocg@incisivemedia.com
web— asiarisk.hk.com/ilp