Rule-based models for optimising the portfolio structure
Vontobel wealth management uses the Portfolio Optimizer to manage and optimise its model and customer portfolios.
Tailored asset allocation
The Portfolio Optimizer is a tool for determining and managing strategic and tactical asset allocation (SAA & TAA). Scenarios – known as “bets” – are calculated for various portfolios. The created scenarios are then used to optimise the portfolios and for rebalancing at the asset level. At the end of the process, the Portfolio Optimizer transfers the transactions to the core banking system via interfaces.
The software calculates the optimal distribution of the asset classes in the portfolio on the basis of the market evaluation and various regulatory conditions and then stipulates what trades are necessary to obtain this distribution.