The Swiss bank has expanded its quantitative investment strategies (QIS) index family with a new proprietary index to be deployed via swaps, delta one certificates, principal protected notes and warrants.
Credit Suisse has released the Credit Suisse Man AHL TargetRisk Core Custom Index (TRCC Index), the first index that tracks Man Group’s AHL TargetRisk fund featuring quantitative long only multi-asset strategies. The TRCC Index brings the US$9.5 billion programme by investing in global inflation linked bonds, futures contracts (equity indices and government bonds), swaps on indices (credit and commodities) and scaling allocations to these asset classes based on market volatility.
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