Constrained Diversification
Enhance returns while staying within a given framework. Constrained diversification management for tailored solutions while complying with accounting, financial, non-financial and regulatory objectives.
Rozenn Le Caïnec
Co-Head, Multi-Assets & Absolute Return
Our constrained management approach is based on an understanding of the client’s current and future challenges and provides active, flexible, multi-objective and integrated strategies.
Rozenn Le Caïnec, Co-Head, Multi-Assets & Absolute Return
Key features
of our offering
1.
Active, diversified management taking account of accounting and regulatory constraints, with financial and non-financial objectives.
2.
Solutions optimising the client’s regulatory framework, including capital consumption and volatility management (Solvency II, IFRS 9 and IFRS 17).
3.
Incorporation of accounting objectives, including the accounting rate of return, premiums/discounts, capital gains and losses, the capitalisation reserve, provisions, the actuarial rate on purchase, etc.
4.
Construction of a tailored benchmark (index or other).
5.
Optimising of net proceeds from portfolio investments.
6.
Overlay strategies (allocation, hedged equities and locking in capital gains) and diversification via unlisted assets, such as private debt.
Benefits and what
sets us apart
An innovative approach to manage and boost mandate performances, including multi-objective and multi-horizon management that reconciles market, accounting and regulatory views.
Overlay management to manage risks and allocations and take tactical positions while optimising their accounting impacts.
Specialists in managing insurance assets (asset-liability and regulatory management) using the proprietary, industry-leading PASS platform for managing insurance investments.
Tailored performance reports including financial, non-financial and accounting metrics and regulatory shifts.