Fixed Income Overlay Mandates

Overlay Mandates

Reducing operational risk, regulatory compliance and a growing need for transparency are all driving investors and their administrators to seek overlay solutions. In addition, some investors see FX overlays as an alternative source of return.

We have invested substantially in people and state-of-the-art systems to deliver a first-class service. Facing a range of market counterparties, we provide transaction cost analysis and execution quality analysis.

Our range of services includes:

1. Overlay strategies

  • Aggregation of underlying portfolios and management of the different risk dimensions with derivatives
  • Interest rate risk overlays with swaps and futures
  • Credit risk overlays with CDS
  • Inflation risk overlays
  • Active, dynamic and passive currency overlay solutions 

2. Share class hedging

We have invested in our systems to comply with the EU’s MiFID II Directive, including auto management and execution management systems.