At a glance:

• Enabling data driven investment policies
• Vye Consulting delivered performance and attributions analysis, analysed investment restrictions and played an advisory role in investment decisions.

The situation:
The client is in the midst of a strategic change of direction whereby their ambition is to attract younger talent while strengthening their leading position in the market, managing €19 billion of invested assets.

What we delivered:
The Vye Consulting team joined Blue Sky Group to focus on providing analysis to manage risk and provide insights that portfolio managers use to inform their investment policies. The consultants carried out various performance and attribution analyses with the aim of monitoring the risk budget. Furthermore, they have taken a controlling role in the investment restrictions of their clients. Within the portfolio management team, the consultants focus on giving advice regarding the investment policy. For this purpose, various ALM studies and calculations were carried out.

Results:
The client is able to make more accurate analyses of the risk restrictions and performance measurements, as well as gain clearer insights into their investment policy on an ongoing basis.