Tag: Risk premia
BBVA adds FX family to QIS range
International | Indices
08 Apr 2024 by Pablo Conde
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.
South Korea Market Review, June 2023: NH tracks Citi risk premia index
Asia Pacific | Market Reviews
21 Aug 2023 by Lachezara Tsenova
There were 2,303 products issued in the retail segment in June.
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SRP Europe Awards: SGI – QIS played a diversifying, defensive role in 2022
Europe | Products
15 May 2023 by Pablo Conde
The French bank was recognised as the Best House in Europe for the 10th consecutive year at this year’s SRP Awards Ceremony.
Underlying issues: QIS as a complement of the payoff
International | Indices
24 Jun 2021 by SRP News
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.
Underlying issues (part 3): QIS
International | Features
10 Jun 2021 by SRP News
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.
SG & QIS (Part 2): Smart beta is more suitable than risk premia for retail structured products
International | Indices
01 Apr 2020 by Pablo Conde
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.
Deutsche balance sheet clean up continues
International | Industry
28 Nov 2019 by Pablo Conde
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.
Former StanChart head of EQD trading joins fintech platform
Asia Pacific | People
04 Sep 2019 by SRP News
PremiaLab expands senior management team with quantitative and risk premia investment strategies specialist.
Expert view: Outright beta exposure brings a high level of uncertainty
International | Industry
03 Jul 2019 by Pablo Conde
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.
