Illegal Activity
none
Blackmail
none
Date
2017-12-07
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Tazia Smith from Deutsche Bank is promoting a risk premia solution to Gene Lynch, highlighting its simplified implementation and relevance to his risk/return objectives. Audie Apple also followed up with Gene Lynch regarding risk premia portfolios, emphasizing their low correlation to equity markets.
Metadata
- Subject
- Risk Premia Solution...
- Sender
- Tazia Smith
- Recipients
- Gene Lynch
- Document ID
- —
- Date
- 2017-12-07
Relationships 3
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Tazia Smith | business | Gene Lynch | Tazia Smith is contacting Gene Lynch to discuss a risk premia solution. |
| Audie Apple | business | Gene Lynch | Audie Apple is following up with Gene Lynch regarding risk premia portfolios. |
| Gene Lynch | business | Bill | Gene Lynch discussed the risk premia with Bill. |
Notable Quotes 2
Recall our risk premia discussions from earlier this year. I appreciate that Bill had 'pressed pause' on the alternative beta and market-neutral replacement conversation, but my colleagues have solved for a note implementation solution — cusip can be booked into your current account — as opposed to the swap or Deutsche Asset Management fund implementations that we were discussing in the spring.
I want to emphasize that in general clients are implementing risk premia portfolios because these portfolios have essentially zero correlation/beta to equity markets. I think this point can get lost easily since our presentation book introduces the concept with a simple portfolio constructed from 4 risk premia that are equity-based.
Financial Information
Amounts:10x5%90%USD [ 1 ]mio-10.00%1%1.50%
Assets:
- Risk Premia Multi-Asset Class 5% Target Volatility Portfolio
Transactions:
- Discussion of a 10x levered note on a 5% target vol, multi asset portfolio with 90% put protection.
- Offering a DB Senior Unsecured Note linked to a Leveraged Risk Premia Basket Portfolio.
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
People 11
Organizations 4
Deutsche Asset ManagementDB Delta OneDeutsche BankGeneral Atlantic
Financial Entities 1
Deutsche Bank
Text Analysis
- Tone
- Professional
- Purpose
- To promote a risk premia solution to Gene Lynch and follow up on previous discussions.
- Significance
- The document discusses a specific financial product and its potential benefits for the recipient.
File Info
- File Name
- EFTA01409332.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:31.651669
- DOJ Source
- View on DOJ