Our investment experts develop individual investment guidelines specifically aimed at institutional customers of company pension schemes and CTAs. The investment guidelines are documented in writing and serve as codes of practice for targeted, structured, and comprehensive investment decisions. Key elements of the investment guidelines are investment targets, legal and company-specific restrictions, maximum and minimum investment limits, responsibilities, and reporting. The investment targets are formulated in an obligatory style and with reference to the application of quantitative financial mathematics methods, including asset liability modeling.
Target-oriented investment strategies
Lurse offers consulting for the development and selection of target-oriented investment strategies for institutional investors of company pension schemes and CTAs. Taking your investment guidelines into account, we develop a liability-driven investment strategy (LDI). We consider LDIs not to be just an immunization strategy, but rather an optimization measure for the chance-risk-ratio regarding a liability-driven investment target. This results in a strategic asset allocation to investment categories such as shares, bonds, real estate, private equity and raw materials.
Additionally, Lurse advises on the hedging of market risks such as exchange rate, interest, and currency fluctuations, with the overlay management, and the optimization of management fees for capital investments.
Investment controlling and reporting
In the area of investment controlling, Lurse offers the independent control of investment activities of banks and asset management associations. We aim to indicate potential deviations of investment results and investment strategies of specified investment targets and to develop and recommend suitable improvement measures. Furthermore, our offer includes the preparation of monthly statements of account for the supervisory bodies.
Our range of services for investment consulting
- Development of investment guidelines
- Risk tolerance and investment targets
- Application of finance mathematical methods including
asset liability modeling
- Development and selection of target-oriented and efficient investment strategies including
- Strategic asset allocation
- Overlay management
- Fee optimization
- Investment controlling
- Investment reporting