Portfolio

JTA specialises in:

  • Fixed Income, FX, Equity and Derivatives - based on in-depth experience
  • Portfolio management and asset allocation
  • End-to-end investment process
  • Risk management, scenario analysis, valuation and exposure
  • Performance measurement
  • Attribution methodologies
  • Strategies to represent different asset classes inside portfolios
  • Separation of value, exposure, pricing models and risk measurement across all asset classes and their associated derivatives