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Sanostro

Sanostro is an institutional platform for quantitative investment intelligence.

Key features

  • Efficient and structured currency allocation per client or group of client: simple choice between no hedging, full/partial hedging, dynamic hedging using internal quantitative team and dynamic hedging using leading external quantitative team.
  • RM can use either the standard CIO approach (SAA) or fine-tune the currency allocation with client specific settings (client specific SAA) and generate additional performance using internal or external trading models (internal or external TAA) to manage FX.
  • The client advisor can give clients a choice which is easy to implement (Possibility to hedge FX Risk – statically or dynamically).
  • Dynamic hedging solutions generate ongoing trading revenues with one client decision or possibility to apply at as an advisory tool (RM has the final say, whether this hedging signal will be executed or not).
  • Educational tab embedded to make sure that all parties understand the risk/reward of the solution and agree on this.

Description

The solution can be white-labelled, is scalable and can be applied to one client or a group of clients. It allows you to better adjust the FX risks in a client’s or group of clients’ portfolio and gives the Chief Investment Office / Relationship managers and the end clients the choice between: - No FX risk insurance (end client takes the full FX risk in her portfolio), - Full FX risk insurance (end client hedges all FX risk in her portfolio), - Dynamic hedging based on the internal quant team of the bank, complemented with signals of leading quantitative funds provided through Sanostro’s Quant Platform (variable level of FX risk insurance in her portfolio)

Benefits for the bank

  • Stabilize the Asset Base, as the RMs can define a tailor-made FX strategy for the end client (user-specific settings) or apply the CIO office strategy (standard settings). A better FX risk management goes hand in hand with a more stable asset base.
  • Additional transactions using static or dynamic hedging on group of clients (additional revenues).
  • State-of the art technology and brand recognition through white-label approach, if requested.
  • Generate additional revenues for their quantitative research team, as the solution can leverage internal quantitative know-how.
  • Lower churn, as clients who want to use external quantitative teams can access these through the Sanostro’s FX Robo-Advisory Adapter. They do not have to re-allocate these assets externally with other banks / providers.
  • Available Solution Add-ons
  • Signals on additional markets, such as equity, fixed income and commodity can be used to dynamically adjust the end client exposure.

Online Services

  • SOAP Web Service.
  • Trading signal feed from Sanostro Signal Processing Server.

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Company: Sanostro AG
Category: Product Risk Classification
Released: 25 juin 2018
Type: Certified Adapter