FROM RELATIVELY STANDARD PRODUCTS TO TAILOR-MADE PRODUCTS
The product line offers a range of derivatives focused on three main objectives:
- Hedging solutions (swaps, options, swaptions, etc.) across asset classes.
- Investment solutions tailored to client objectives and risk exposure appetite (either for the distribution business or the own account business for asset/liability management purpose). The products involve various asset classes (structured interest rate, credit-linked notes, cross assets products, etc.) primarily for financial institution clients (Private banks, banks, wealth management institutions, insurance and asset managers).
- Tailor-made solutions that meet the new regulatory / accounting requirements (Solvency II, FRTB, LCR ratio, IFRS 9 etc.), such as:
- diversifying the sources of funding (in particular in a secure format),
- accelerating balance sheet rotation thanks to asset disposals in different formats,
- putting in place dedicated market watch and finding innovative solutions,
- improving asset and liability management.
The business offers an all-in-one solution to meet the investment, solution or hedging needs of its clients. It operates in all the world's major financial centres (London, Paris, New York, Hong Kong and Tokyo) and relies on our Sales’ presence in other countries in Central Asia, South East Asia, South America, Continental Europe and the Nordics.
- Focusing on 2 client segments: Corporates and Financial Institutions, with specialists of our client’s problematics
- Cross asset expertise operating worldwide
- Diverse talents: specialists in packaging solutions, financial engineers, experts in regulations and accounting
- Dedicated team specialising in documentation and legal framework
- Quantitative research team enabling the Crédit Agricole group to provide its customers with a state-of-the-art product offer
OUR CUSTOM INDEX MOMA
Crédit Agricole CIB created a custom Index named MOMA (Momentum Optimal Multi-Asset) with a 5% volatility target.
The Index uses a trend-following strategy, or momentum strategy, where the Index invests in assets which have performed well whilst targeting an annual volatility level of 5%.
Below a short video explaining how MOMA works:
For additional information, have a look at the memorandum of our MOMA Index below: