Research is a key expertise in distinctive clientele approach. Crédit Agricole CIB leans on Crédit Agricole S.A.'s Economic Research Department and develops its own axes : Fixed Income Markets Research, Credit Research and Brokerage Research.
Derivatives and convertible research: a fundamental approach
With 3 analysts based in Paris, Crédit Agricole CIB's Derivatives and Convertible Research team is producing research and trade ideas on derivatives products such as options, convertibles, Delta One, futures, swaps. The team is also developing OTC payoff packages based on vanilla options. The team works closely with Crédit Agricole CIB Fixed Income and Credit Research, CA Cheuvreux and CLSA.
Derivatives and convertible research products, a large spectrum
The Research team publishes two research products:
1. Flow research
- Trade Ideas on Volatility and Correlation - Specific reports: " Protect your portfolio".
- Index Vol monitor.
- Single stock report.
- Trade flash.
- Thematic like "The return of Europe".
2. Convertible research
- Convertible research daily and monthly.
- Convertible focus on single stocks.
- Convertible Best pick.
The team combines fundamental and quantitative approach and published trade ideas with tradable prices.
A fundamental approach
The team combines fundamental and quantitative approach and published trade ideas with tradable prices.
All team members have a fundamental background. Crédit Agricole CIB’s team works in close cooperation with Crédit Agricole CIB’s Fixed Income Markets, Credit Research team, and CA Cheuvreux and CLSA Research teams.
The derivatives and convertible research’s clients are mainly hedge funds and asset managers.
Our contacts
The online documents stands for demonstration, only clients can have access to full range of publications.
Thierry Cantet
Head of Equity Derivatives Research
+33 1 41 89 44 38
Raphaël Hasson
Equity Derivatives Analyst
+33 1 41 89 66 79
Benoit Le Pape
Convertible Bonds Analyst
+33 1 41 89 44 09
- 195 KOMonthly update on Reverse Convertibles (February 2010)
- 271 KOCB Focus - All you need is pledge... (October 30th, 2009)
- 311 KOCB Credit Snapshot - HOLD Artemis (September 15th, 2009)
- 130 KOTrade idea - European dividends: normalization (September 1st, 2009)
- 164 KOTrade idea - Beware of interest rates uncertainty (June 18th, 2009)
- 1221 KOCrédit Agricole CIB Index Volatility Monitor (February 2009)
- 119 KOTrade idea - European dividends: long is the road (January 20th, 2009)
- 379 KOTrade idea - Axa & Allianz: embedded in volatility (January 12th, 2009)
- 282 KOHedging strategies (June 2007)
