As part of Societe Generale's series of Meet the Experts presentations, Heng Du and Yann Pernet discuss hybrid solutions.
Generating income while preserving capital is key for many investors, yet it is increasingly difficult to achieve in today’s environment of low rates and tight credit spreads. One way to reach for yield is to capture risk premia across several asset classes. This is the concept of hybrids – harvesting returns wherever there is value. Thanks to hybrid diversification, you can enhance your returns while maintaining an acceptable credit and risk profile. As a multi-award-winning cross-asset platform, Societe Generale is proud to have been a pioneer in this market. Combining elements as different as equities, rates, foreign exchange and credit was just a dream not so long ago. Today, Societe Generale delivers solutions tied to three asset classes together on a regular basis.
Register to watch the presentation Combining multi-asset risks for yield enhancement, available for on-demand viewing
More on Risk Management
ABSTRACT This paper shows that traditional measures of bond systematic risk based on unadjusted past returns have very large downward biases. After we develop an improved method for calculating the market...
ABSTRACT This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this approximation...
ABSTRACT Because publicly available measures of deposit runoff risk are scarce, regulators' models to measure interest rate risk in the banking book are based on very coarse assumptions about the allocation...
ABSTRACT This paper analyzes and quantifies the idea of model risk in the environment of internal model building. We define various types of model risk including estimation risk, model risk in distribution...
Sign up for Risk.net email alerts
Directional portfolios and limited diversification will hamper recovery process
Exchange plans to attract foreign money into India through enhanced technology
Systemically important status seen as business threat by asset managers
Recent Iosco consultation paper aims to better co-ordinate global regulation
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.