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 Prometeia Advisor SIM to offer to 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, the services are: 

 

Portfolio composition analysis

By investigating the financial instruments and flows Prometeia Advisor SIM is 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, Prometeia Advisor SIM is able to estimate the expected profitability of the current financial portfolio, and thus define the risk profile.

Projections of profitability and portfolio risks

We analyze the profitability and the risk involved in the asset allocation: VaR, stress testing, loss likelihood on different time horizons, and analysis of tail scenarios.

Asset allocation optimization

We propose actions on the strategic portfolio, aimed at improving its efficiency and increasing the probability of achieving the objectives, through proprietary models.

Update of the macroeconomic dynamics and their impact on the assets:

Prometeia Advisor SIM estimates the returns and volatility on the principal financial markets and evaluate the performance in terms of risk/return profile of the portfolio.

  1. Strategic Asset Allocation
  2. Tactical asset allocation
  3. Performance & Risk Analysis
  4. ALM
  5. Selection Process
  6. Risk Management
  7. Investment Process Engineering
  8. Order routing