Realization

Grenbell uses the valuation model as a decision basis in order to individually implement investor-specific objectives in the context of mutual and institutional funds as well as to calculate indices.

The statutory, regulatory and investor-specific investment guidelines define the operational framework and form the foundation for implementing the valuation model. The investment guidelines, among others, can refer to the definition of the investment universe, the use of derivative financial instruments, the definition of permitted bandwidths for asset classes on a percentage basis as well as the determination of risk parameters.

With the construction and calculation of transparent indices Grenbell for the first time offers investable benchmarks for the XOP-investment concept on the basis of the valuation model. By consistently applying the index rules when doing historic retrograde calculations biases in the index history are excluded. Indices have a data history available which goes back to the year 1988.