Innovation to come from custom indexes, Axa’s Cohen-Bengio says
Index providers and financial institutions should work together to build custom indexes and thereby secure the future innovation of the structured products markets. That was the message delivered by Denis Cohen-Bengio, director of investment solutions at Axa Investment Managers in Paris, speaking at a conference in London today.
A custom index is basically a 'build your own' index. Investment banks approach index providers with an investment strategy or underlying, on which the index provider then builds an investable index for the creation of structured products. The index provider assumes the risk associated with calculating and disseminating accurate intraday and end-of-day index values to the financial markets.
Custom
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