Diversified Constrained Management
Enhance returns while staying within a given framework. Diversified constrained management for tailored solutions while complying with accounting, financial, regulatory, extra-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.
Key features
of our offering
1.
Active, diversified management within accounting and regulatory restrictions, with financial and extra-financial objectives.
2.
Solutions optimising the client’s regulatory framework, including capital consumption and management of volatility under Solvency 2, and IFRS 9 and 17.
3.
Addressing accounting objectives, including the accounting rate of return, premiums/discounts, capital gains and losses, capitalisation reserve, provisioning, the actuarial rate on purchase, etc.
4.
Construction of a tailored benchmark – an index or other.
5.
Optimising of net proceeds from portfolio investments.
6.
Overlay strategies (allocation, hedged equities, and locking in capital gains) and diversification into non-listed assets, including private debt and others.
Benefits and what
sets us apart
An innovative approach to manage and boost mandate performances, including multi-objective and multi-temporal management that reconciles market, accounting, and regulatory views.
Overlay management to manage risks and allocations and to take tactical positions while optimising their accounting impacts.
Specialists in managing insurance assets (asset-liability and regulatory management) equipped with the industry-leading PASS insurance asset management platform.
Tailored performance reports including financial, extra-financial and accounting metrics and regulatory shifts.