Strategic asset allocation

A consolidated experience in the forecast of financial markets, in (the development of) asset allocation models and extensive knowledge of sector regulations enable us to offer to our customers customised solutions in the definition of strategic asset allocation. According to the economic, financial and institutional objectives and in line with the legislative and regulatory principles and constraints, our services are: 

  • analysis of portfolio composition: By investigating the financial instruments and flows we are able to ascertain the risks associated with the portfolio composition. 
  • appraisal of the prospective structure of assets and liabilities: By assessing the budget commitments and the spending objectives, we are able to estimate the expected profitability of the current financial portfolio, and thus define the risk profile.
  • descriptive statistics relative to the stability of the actual assets and expenditure: We analyse the risk involved in asset allocation: VaR, stress testing, likelihood of losses, degree of stability and dispersal of disbursements, etc.
  • update of the macro-economic dynamics and their impact on the assets: We estimate the returns and volatility on the principal financial markets and evaluate the performance in terms of risk/return profile of the portfolio