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

Through the analysis of instruments and financial flows Prometeia Advisor Sim evaluates returns and risks related to the composition of the portfolio.

Assessment of performance objectives and composition of the financial portfolio

By analyzing the commitments and spending targets, Prometeia Advisor Sim defines the possible expected profitability objectives of the financial portfolio, the composition by asset classes consistent with these objectives and associated risk profiles.

Projections of profitability and portfolio risks

The prospective profitability and riskiness of the asset allocation are defined using estimates of financial market returns and the main risk assessment metrics: Var, stress tests, probability of losses over different time horizons, analysis of the tail-off 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. Performance & Risk Analysis
  2. Strategic Asset Allocation
  3. Tactical asset allocation
  4. ALM
  5. Selection Process
  6. Risk Management
  7. Investment Process Engineering
  8. Order routing