Quant.Risk Overlay

Operational, dynamic portfolio hedging by Quant.Capital Management

In Quant.Risk Overlay, Quant.Capital Management assumes risk management for liquid assets including dynamic portfolio hedging as part of portfolio management outsourcing. Hedging measures are preferably carried out using liquid derivatives such as futures.

Compliance with the agreed minimum value limit and regular reporting on the results achieved is continually monitored. The far-reaching outsourcing of risk management allows clients to focus on their core competencies and provides a clear separation of profit contributions. The price for Quant.Risk Overlay depends on the assets under management and on the number and complexity of client portfolios.

Hedging measures using liquid derivatives

System-supported monitoring of your minimum value limits

We advise you on defining your value preservation strategy.