Societe Generale Corporate & Investment Banking (SG CIB)
Taking stock: putting a price on US bank regulation post-SVB
Tougher requirements could “blow a hole” of 200+bp in regulatory capital ratios – and cripple equity returns
Moonshots shelved: banks spend on home-working tech
Dealers made success of remote working switch – now they’re investing in its future, and pausing grander ambitions
Energy Risk Commodity Rankings: the return of geopolitical risk
Geopolitical tensions introduced extreme volatility to many commodity markets in 2018, while environmental markets began to take off
Could machine learning improve CVA and IM calculations?
Banks have built ways to calculate CVA more quickly, but neural networks could offer more accurate method
Derivatives house of the year, Japan: Societe Generale
Asia Risk Awards 2018
Asia moves: SGCIB makes two promotions, Natixis hires three heads, and more
Latest job changes across industry
How old calibration techniques can be applied to exotics pricing
SocGen quants propose technique to more accurately calibrate exotic options
Mifid fuels Asian equities e-trading surge
Firms with European clients find low-touch channels help to prove best execution
People moves: SG loses Mattatia, Deutsche’s Wisnia joins Eisler Capital, and more
Latest job changes across the industry
Mattatia heads to BNPP amid SG departures
Derivatives structurer to resurface at Paris rival; Quessette becomes latest to leave SG
Asia moves: HKEX appoints Cha, CSFS names new chief strategist and executive director, and more
Latest job changes across the industry
Going local: Brexit prompts rethink on MREL governing law
One EU regulator has already asked banks to avoid reliance on English law for bail-in
EU’s evolving CCP resolution rules get mixed reviews
Isda AGM: Parliament tackles big issues in recovery and resolution text, but 'doesn’t go far enough'
Nervy Korean autocall investors lean on lizards
After volatility surge, buyers give up coupons for better chance of early redemption
Stephane Mattatia to leave Societe Generale
Equity derivatives structuring veteran jumps ship for rival bank
Industry mulls challenging Isins through global identifier
Success of UPIs could be catalyst for European rethink on unpopular derivatives identifier
Asia moves: Corbally becomes ANZ’s chief risk officer as Williams retires
Latest job changes across the industry
From BAML to UBS: how 15 banks stack up on ‘last look’
Disclosures show striking differences on pre-hedging, hold times and trade acceptance
Old dispersion product signals new vol regime
Return of pre-crisis, ‘theta-flat’ trades an early sign of shifting volatility expectations
Volatility trap: how gamma roused a market monster
Rates market is exposed to some of the same factors that caused equity volatility to explode in February
Equity derivatives house of the year: Societe Generale
Risk Awards 2018: From geometric dispersion to fund derivatives, the French bank combines popular products with risk recycling strategies