New risk management mandate for finccam
The team of finccam, the experts for risk premia and risk management, continues its growth and manages another institutional overlay mandate. finccam, as a young company, was able to prevail over renowned competitors in the tender and convinced with an innovative, tailor-made approach, which in particular also takes into account the changed market conditions of recent years.
The institutional investor with many years of overlay experience, pursues the goal of systematically hedging the portfolio against crises with the help of risk management - with attractive long-term returns and a predefined risk budget.
The base portfolio is a broadly diversified multi-asset portfolio, which also specifically takes sustainability aspects into account. Dynamic management provides effective hedging for the central risk factors, especially against extreme risks. Linear instruments such as futures as well as options are used for this purpose. The efficient implementation of the overlay takes place within a German master KVG structure.