Seeking performance while at the same time increasingly needing to control risk makes smart beta thematic index approaches such as low volatility, minimum variance and risk-weighted strategies incre...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Fiscal and regulatory reforms announced by the new Spanish government have led market participants to rethink wrappers and product maturities, with growth and fund-linked products likely to benefit
Energy Risk -Trading positions – February 2012
Finding value in energy volatility
Hard times for metals markets
The Italian structured products market is seeing a pick-up as institutional investors demand exposure to physical assets and credit
FSA guidance on liquidity swaps imminent following meeting with banks and insurers
Arnaud Sarfati will leave SG CIB after the latest restructure, which sees the number of co-heads at the bank dramatically reduced
Low interest rates mean market participants expect the trend for hybrid structures to continue this year, boosted by demand for yield pick-up and diversification
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.