Multi-Asset Strategies

Institutional investors are combining derivatives mandates into a single risk budgeting framework to generate income, capture alpha, beta and manage tail risk.

Aussie funds are moving away from set and forget currency hedges, using active foreign exchange overlays and longer dated forwards.

Systematic global macro funds draw institutional investors looking to extract structural diversification as inflation concerns linger.

SGX is strengthening its global derivatives shelf. This comes as total portfolio investors ramp up exposure to the Asia Pacific for diversification and crisis risk offset. 

Danske Bank Asset Management is gearing up to add a foreign exchange volatility strategy to its multi-asset fund.

Investors are staying risk on in the face of rising geopolitical tension. 

The MBS market is becoming more negatively convex. This brings opportunities for multi-strike option portfolios.

Singapore’s USD32 billion UOB Asset Management is keeping downside protection in place as tension in the Middle East continues to overhang markets.

Janus Henderson's new 60/40 commodity-equity strategy is designed to give investors balanced, adaptive commodity exposure.

Institutional funds are prioritizing long term risk management over tactical positions as conflict in the Middle East continues.