
What we did
We focused on incorporating the stock selection expertise of the client in the portfolio construction process and ensuring management of exposures at a country, sector, and style level. As part of this engagement, we:
- Incorporated the client’s alpha generation approach into an optimized portfolio construction process to bring more transparency and consistency
- Established an oversight framework and guidelines on exposures and active risk positions at various portfolio levels
- Established a formalised process to monitor, escalate, challenge, and manage unintended risks and exposures