Asset Management

Asset Management
Financial Management

Global asset management solution platform.
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FINANCIAL MANAGEMENT

 

 

 

Definition of the client profile/objective

Institutional clients

 
 
 

Offer of investment products and vehicles

TAG

 
 
 

Investment solution

Strategy and defined products

 
 
 

Advisory Board - optional (client has veto power)

Client active involvement

 
 
 

Portfolio defined

Allocation and custody

 
 
 

Monitoring

 
 
 

Active management

 ASSET MANAGEMENT IS TRANSPARENT AND INTEGRATED IN ALL STAGES. 

 

Joint decisions: committees with members and frequency already defined, the investor having veto right in the Allocation and Management committees.

MEMBERS Management committee
(monthly)
Risk committee
(monthly)
Allocation committee
(monthly)
Structured product committee
(monthly)
CEO
 
 
 
 
CIO
 
 
 
 
COO
 
 
 
 
portfolio manager
 
 
 
 
STRUCTURED PRODUCT HEAD      
 
STRUCTURED PRODUCT ANALYSTS      
 
BUSINESS PARTNER
 
 
   
 

MANAGER AND ASSET APPROVAL

Manager Identification

 
  •   Market survey
  •   Contacts with institutions
  •   Quantitative aspects

Selection

 
  •   History and structure
  •   Manager qualification and reputation
  •   Management, training and experience
  •   Qualitative aspects

Due Diligence

 
  •   Judicious questionnaire and personal visit
  •   Investment process
  •   Compliance and controls
  •   Consistency and transparency
  •   Risk management

Approval

 
  •   Investment Committee
  •   Exposure limit definition
  •   Institution rating definition

Allocation

 
  •   Manager is available for possible allocation
  •   Active management

 NO PRODUCT IS INCLUDED IN THE PORTFOLIO WITHOUT A GOOD REASON. 

 

RISK CONTROL

TAG uses the ROSYS risk system, which enables calculating the risk using various modeling tools and simulating new positions, thus maximizing allocations inside the portfolios:

  •   Parametric VaR
  •   Non-parametric VaR – historical simulation
  •   Non-parametric VaR - Monte Carlo simulation
  •   Benchmark VaR (B-VaR)
  •   Stress test

Additionally, we conduct numerous supplementary studies to assist with risk control and portfolio construction:

  •   Sharpe
  •   Volatility (assets and portfolio)
  •   Tracking Error
  •   Backtesting

Before being included in the client portfolio, transactions are subjected to the ROSYS simulation method and the PRISMA system to verify whether they are in accordance with the investment fund regulation and the prevailing legislation (in the case of pension funds). Both systems issue a warning in case of transactions that are not in compliance with the registered limits.

ALLOCATION DECISION BY THE COMMITTEE

Allocation Committee

MARKET RISK TEST

Risk Parameterization System

CLASSIFICATION TEST

Classification and Validation Test

ORDER AND CUSTODY

Controls (Administrator)

 
 

POSITION CONSOLIDATION

Besides receiving the reports from all institutions where funds are allocated, TAG clients also receive consolidated reports so as to be able to have all necessary information in one single place.

Personalized performance report

 
 
 

Access to positions through the Internet

 
 
 
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SÃO PAULOAv. Santo Amaro, 48 - 6th floor Itaim Bibi - São Paulo - SPPostal Code: 04506-000Telephone: (11) 3474-0000
BELO HORIZONTEAv. Afonso Pena, 4.273 - Room 305Serra Belo Horizonte - MGPostal Code: 30130-008Telephone: (31) 2511-4936
CAMPINASR. Quirino do Amaral Campos, 144Sala 803 - Cambuí - Campinas - SPCEP: 13023-570Telefone: (19) 3342-7557
FLORIANÓPOLIS João Paulo Highway, 920,
João Paulo Neighborhood,
Florianópolis, SC
Telephone: (48) 99933-2500
Copyright © 2016, TAG. All rights reserved.

The information contained herein is only informative. Past profitability does not represent assurance of future profitability. Investors are urged to read the fund prospectus and regulations carefully before investing. Investment funds are not guaranteed by the fund administrator, the fund manager or by the Credit Guarantee Fund (FGC). To assess the performance of an investment fund it is recommended that a period of at least 12 months be analyzed. The profitability disclosed is not net of taxes; for more information about products and risk of funds, please contact our Customer Service Center.