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Our independent risk discipline
The strategy team focuses on constructing diversified portfolios that seek to hit the outperformance target in the central scenario and importantly, not lose money should the alternative economic scenarios materialise.
Meanwhile our independent risk team monitors value at risk daily as well as producing daily stress test analysis, scenario analysis and contribution to risk analysis.
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“Ensuring our portfolio is robust enough to deal successfully with alternative economic scenarios provides insurance against getting our central scenario wrong. We know we won’t be right 100% of the time, so we make sure we should still perform if we do get it wrong.”
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