Insights by Tag:

Risk premia

Products
BBVA adds FX family to QIS range

08 Apr 2024

BBVA adds FX family to QIS range

The launch is part of the Spanish bank's plan to create a full range of investment solutions aimed at institutional investors covering different asset classes.

Market Reviews
South Korea Market Review, June 2023: NH tracks Citi risk premia index

21 Aug 2023

South Korea Market Review, June 2023: NH tracks Citi risk premia index

There were 2,303 products issued in the retail segment in June.

Products
SRP Europe Awards: SGI – QIS played a diversifying, defensive role in 2022

15 May 2023

SRP Europe Awards: SGI – QIS played a diversifying, defensive role in 2022

The French bank was recognised as the Best House in Europe for the 10th consecutive year at this year’s SRP Awards Ceremony.

Products
Underlying issues: QIS as a complement of the payoff

24 Jun 2021

Underlying issues: QIS as a complement of the payoff

Over the last two years, the number of quantitative investment strategies used in the structured products market has increased steadily as issuers and investors look for alternatives to traditional indices to extract value from market trends.

Products
Underlying issues (part 3): QIS

10 Jun 2021

Underlying issues (part 3): QIS

Quantitative investment strategies (QIS) which include smart beta, risk premia and actively managed certificates (AMCs), have also been an area of focus in the structured products market with significant developments across markets over the last five years.

Products
SG & QIS (Part 2): Smart beta is more suitable than risk premia for retail structured products

01 Apr 2020

SG & QIS (Part 2): Smart beta is more suitable than risk premia for retail structured products

Following yesterday’s article covering the research side of quantitative investment strategies (QIS), Guillaume Arnaud (pictured), head of quantitative investment solutions at Société Générale, provides an overview of the practical applications of these strategies in the market and how they reached the retail space.

Market
Deutsche balance sheet clean up continues

28 Nov 2019

Deutsche balance sheet clean up continues

The German lender has offloaded US$50 billion of unwanted assets to Goldman Sachs as part of the restructuring of the investment banking balance sheet.

People
Former StanChart head of EQD trading joins fintech platform

04 Sep 2019

Former StanChart head of EQD trading joins fintech platform

PremiaLab expands senior management team with quantitative and risk premia investment strategies specialist.

Market
Expert view: Outright beta exposure brings a high level of uncertainty

03 Jul 2019

Expert view: Outright beta exposure brings a high level of uncertainty

In the second of a two part interview, Eric Bensoussan, head of European equity derivatives structuring at Deutsche Bank, talks about why Ucits funds are taking centre stage as well as the current investment themes in the structured products market and why risk premia remains in focus.

Products
20 years on since the creation of the reverse convertible but providers still lack creativity on the long side, Evolids

19 Nov 2018

20 years on since the creation of the reverse convertible but providers still lack creativity on the long side, Evolids

The founder and chief executive of Swiss quantitative boutique Evolids Finance talks about the beginnings of the reverse convertible payoff and how structured products continue to have great potential to deliver different types of strategies, as well as provide risk control in an integrated manner and sit alongside funds on robo-advisory platforms.