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| Asset Allocation |
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Our services we offer in the context of asset allocation consultation
are especially directed at helping institutional investors to optimize
their capital investment policies.
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Integrated Asset Liability
Studies:
They provide solutions for aligning your long-term capital
investment policy that are optimally tailored to your investment goals,
your individual investment parameters, and your specific investment
risk capacity. Our analyses are based on scenarios that will provide
a transparent and realistic look at how your capital investments would
develop under a number of potential scenarios. The risk assessment
is supplemented with event-related stress tests that show how your
portfolio would react under worst-case changes. By modeling specific
investment strategies, we can also draw a realistic picture of the
dynamics of long-term changes in the portfolio.
The core elements of such a study include: |
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An integrated
and comprehensive approach that covers asset and liability positions
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State-of-the-art
modeling of financial risk factors and complex, dynamic investment
strategies |
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A systematic
project execution that includes intensive information exchange
with the client and its partners (e.g. an actuary) |
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A modular concept
with different analytical building blocks from which an individual
overall solution can be assembled |
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Additional services
from risk management or support with financial engineering questions
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Risk monitoring,
ongoing support and strategy updates: At regular intervals (e.g.
monthly),
developments on the asset side will be compared with the demands
of the respective liability side. Based on a predefined catalog
of criteria,
an assessment of whether the current trend will be potentially failing
to achieve the objectives. This can provide an early warning to
the
manager of the trust, e.g. with regard to the next balance sheet
date.
The selected investment strategy will be evaluated annually in terms
of its risk and return characteristics. Particular emphasis will be
given to adjusting the selected strategic asset allocation based on
updated liability information or changes in investment parameters.
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