Portfolio Optimisation
With the growing complexity of the products, with many instruments having hybrid features, it is increasingly difficult to measure risks, especially when one incorporates the element of correlation risk.
Vision Finance has developed in house, latest portfolio optimisation techniques, which enable you as a portfolio manager to obtain a quick and simple summary of its exposures and risks.
A unique feature of Vision Finance optimisation model, is its ability to focus on multi assets simultaneously, including equities, fixed income, fx, commodities and any risk that is quantifiable and where the correlation can be calculated.
Our Portfolio Optimisation Excercise will enable you to:
- obtain a mutli asset approach, enabling you to understand the correlation impact of your positions
- understand the duration mismatch, especially if you are an insurance company or a young pension fund
- analyse impact of the specific jumbo trade ideas, offering you a display of BEFORE / AFTER impacts
- understand the impact of significant strategy shifts, for instance recently popular diversification into infrastructure ventures such as airports, toll bridges and other inflation hedging investments
Our model is very intuitive and based on the BCG optimisation model, though incorporating number of new applications.