MULTI-PERIOD OPTIMIZATION AND BUDGETING

Finding the optimal portfolio is the ultimate goal of every investor. The most recent developments in portfolio modeling have shown that the fundamentals need to be revised. In order to make transparent decisions on portfolio re-balancing, actual portfolios shall be benchmarked against strategic optimal portfolios to assess the different probability characteristics of reaching the target return.

CAPITECTS offers Wealth Managers strategic and insightful support.

• STRATEGIC PORTFOLIOS: Multi-period optimization of ideal portfolios comprising a diverse universe of asset classes, such as investment funds, maturity bearing bonds, structured securities, listed derivatives, insurance policies, ….
• CLIENTS' PORTFOLIOS: modeling of clients’ ALM over time, such risk profile, target returns, investment horizons, potential cash flows.
• BUDGETING: calibration of ex-ante budgeting for retail and private banking by defining optimal structured portfolios that compare with clients profiles and existing investments.

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Please contact CAPITECTS or your local representative of Algorithmics, an IBM Company
( www.algorithmics.com )