Transaction netting
Opposing transactions are netted.
Overlay solutions: Additional flexibility and earnings potential
Our overlay solutions create added value for you in the area of tactical asset allocation and currency hedging. We provide cost-effective management of the various dimensions independently of your basic investment using derivatives according to your individual requirements.
How you benefit from our overlay investments
With our comprehensive expertise, we can manage your risks individually.
Fabian Ackermann, Head of Overlay Mandates
A means for controlling risk
The solution is based on your existing portfolio consisting of collective investments or direct investments in various asset classes. These basic investments result in particular foreign currency, term, country and credit exposures that could put paid to your target strategies. For comprehensive and cost-optimised management of the overall allocation, we recommend an overlay mandate as a complement to your basic investments. This will allow us, for example, to manage the foreign currency allocation or interest-rate risks on an individual basis, independently of the investment building blocks used. An overlay mandate thus gives you the additional flexibility of structuring your portfolio according to your requirements.
Three good reasons to choose us
- Trust: Individual advice when determining the overlay strategy
- Efficiency: Continuous automation of processes thanks to Core, the proprietary portfolio management platform
- Security: Monitoring and limiting counterparty risks
A few facts and figures
Details on our overlay solutions
Currency hedging (FX overlay)
Currency hedging (FX overlay)
- Individual advice when determining the hedging strategy
- Optimised tenor management
- Netting of spot and forward transactions
- Forward exchange contracts can be assigned to asset allocation and instruments
- Detailed look-through overall reporting and performance attribution
- Monitoring and limiting counterparty risks
- Comprehensive FX expertise from a single source (research, active and passive FX hedging, collateral management, ISDA, execution, trading and regulation)
- Optionally with Prime Broker ZKB
- Best execution through the multi-broker setup and transaction analysis with BestX
Tactical overlay
Tactical overlay
- Flexible short-term management of asset classes
- Individual solutions for specific customer needs (e.g. management of country, sector or volatility)
- Cost-effective implementation with derivatives