The Total Portfolio Approach: An Analytical Toolkit
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What does an institution actually need to manage a portfolio in total rather than by asset-class silo? This paper builds that toolkit — a cross-asset factor model that puts public and private holdings on common footing, a way to track thematic and geopolitical exposures across the whole book and cash-flow tools built for the funding and capital risk unique to private commitments. Then, we work through a hypothetical three-layer portfolio to show the framework in monitoring, analysis and action.
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