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Credit Suisse's Asset Management Business Releases Commodities White Paper Examining Hidden Risks In Active Commodity Indices

NEW YORK , April 9, 2013 /PRNewswire/ -- Credit Suisse's Asset Management business announced the release of a new white paper entitled, "Uncovering Hidden Risks in Active Commodity Indices". Co-authored by Nelson Louie, Global Head of Commodities, and Chris Burton, Head of Portfolio Management Commodities in Credit Suisse Asset Management, the white paper focuses on the evolution of commodity investing and how the increase in new commodity index strategies over a relatively short period of time has created new challenges for investors.  

(Logo:  http://photos.prnewswire.com/prnh/20091204/CSLOGO )

Normally thought of as "active indices", new commodity index strategies seek to calibrate beta exposures based on specific quantitative or fundamental factors with the goal of generating better returns than more established benchmarks. Many of these new indices are optimized towards particular factors and events.  Messrs. Louie and Burton believe that investors should evaluate and understand the risk factors within active commodity indices before making an investment decision.

In addition, the white paper includes the following:

  • Common factors used to create active indices;
  • How factor-based indices are backtested;
  • Comparison of returns and volatility of factor-based indices versus arbitrarily-selected indices as well as traditional benchmarks;
  • How the intricacies of commodities investing present unique challenges for investors, and how they differ from other actively managed asset classes, such as equities; and
  • How an active/discretionary manager may provide an alternative and help manage active commodity exposure for an investor who may not be comfortable managing these risks on his or her own.

For a copy of "Uncovering Hidden Risks in Active Commodity Indices," please contact Katherine Herring at katherine.herring@credit-suisse.com.

Credit Suisse AG

Credit Suisse AG is one of the world's leading financial services providers and is part of the Credit Suisse group of companies (referred to here as 'Credit Suisse'). As an integrated bank, Credit Suisse is able to offer clients its expertise in the areas of private banking, investment banking and asset management from a single source. Credit Suisse provides specialist advisory services, comprehensive solutions and innovative products to companies, institutional clients and high net worth private clients worldwide, and also to retail clients in Switzerland. Credit Suisse is headquartered in Zurich and operates in over 50 countries worldwide. The group employs approximately 47,400 people. The registered shares (CSGN) of Credit Suisse's parent company, Credit Suisse Group AG, are listed in Switzerland and, in the form of American Depositary Shares (CS), in New York. Further information about Credit Suisse can be found at www.credit-suisse.com.

 

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