Crédit Ag Taps AI to Lure Swaptions Business

The machine learning model predicts client demand with high accuracy, giving traders an edge in pricing.

Credit Agricole headquarters

Crédit Agricole’s Corporate and Investment Bank (CIB) is used to picking its battles. Like many of its peers, the French lender has been steadily shedding risk and cutting the capital it allocates to its once derivatives-heavy markets business.

That makes the job of Thomas Spitz, the bank’s global head of hedging and investment solutions, rather difficult. But shrinking resources and a stout refusal to join the tech arms race sit at odds with the fact that the bank is now one of the largest

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