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Offering public and private institutional investors portfolio management inspired by our risk management
We provide innovative specialised management solutions. Developed in exclusive partnership with ETS (Expert Timing Systems), our quantitative solutions for hedging risks in currencies (COM), interest rates (IROM) and tactical asset allocation (QuAM) are anchored in our philosophy of giving precedence to risk management, a philosophy that we initially developed in derivatives hedging. We have also capitalised on our vision to set up environmental and infrastructure funds.
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Tactical asset allocation: QuAM
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We believe that the main requirement of institutional investors is to avoid big losses during periodic market downturns, in order to keep their long-term investment capacity intact.
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Quantitative management of currency risk: COM
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Our proprietary analysis has shown that for a given institutional portfolio, currency exposure raises risk considerably without enhancing returns. Our COM (Currency Overlay Management) programme manages currency risk actively or passively in adjusting the hedging ratio to market movements.
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Risk Management
As specialists in the use of derivatives for hedging purposes, we offer technical advisory on all risk management issues. More recently, we have developed a quantitative programme for managing interest-rate risk (IROM).
Environment
In partnership with BeCitizen, we advise clients on environmental and cleantech issues. We have started up several private equity funds and advise one of the world’s largest environmental funds, Nikko Green New Deal.
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