BBVA Global Markets Quantitative Investment Strategies & Index Solutions
Thanks to our best-in-class analysis capabilities, we deep dive into the most relevant market trends and factors, assessing them from both quantitative and fundamental perspectives to identify their value drivers, and integrating them at the core of the methodology of our indices.
BBVA GM QIS indices can be classified into the following categories, based on the underlying investment idea and investment purpose: Alternative Risk Premia, Thematic & Smart Beta Investing, Fundamental Factor-based.
Risk Premia
Thematic & Smart Beta
Overlays
Additionally, our Index Solutions Framework enables clients to access baskets of indices or instruments across different asset classes to express investment views.
BBVA GM QIS has designed Risk Control and Decrement mechanisms that keeps volatility and dividend parameters at predetermined levels. This way, investors can protect themselves against high volatile market conditions and increase their participation in growth structured products.
Risk control indices are designed to keep volatility and dividend parameters at predetermined levels. They adjust dynamically their exposure to the underlying index (risky asset) depending on the market realised volatility level.
- Dividend expectations do not affect product price
- They can increase participation in growth structured products
- Fully transparent, rules-based and simple
- They reduce the option price by predetermining the variables that most affect it
This website includes information relating to one or more indices created by BBVA (each, an “Index”). Each Index is the exclusive property of BBVA.
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