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 discusses the importance of operational risk management for the efficiency of Taiwanese banks. We demonstrate that by applying risk managerial strategies banks can improve their performance,...
ABSTRACT In this paper, we propose a copula-free approach for modeling correlated frequency distributions using an Erlang-based multivariate mixed Poisson distribution.We investigate some of the properties...
This is a special issue for The Journal of Operational Risk as we celebrate our tenth anniversary. In this milestone event for our young journal I think that it would be appropriate at this time to provide...
Journal of Operational Risk, 10(1); 45-76
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.