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投资组合经理套件

机构 IPS、战略资产配置研究、责任投资与代理投票政策、IC 备忘录、业绩归因、符合 GIPS 的组合报告以及概况页。

第 1 步

政策

  1. Institutional Investment Policy Statement (IPS) Template

    完整

    Governance and RACI, return target, risk budget, constraints, SAA ranges and benchmarks, rebalancing, manager watch list, ESG, hedging, reporting, breaches

    ERISA s.404 and 29 CFR 2550.404a-1; UPMIFA s.3; UK SI 2005/3378 reg. 2; IORP II Art. 19, 25, 30; SRD II Art. 3g-3h

  2. Responsible Investment and ESG Policy Template

    完整

    Beliefs, governance, ESG integration, exclusions, sustainability risk, PAI, SFDR classification and fund names, climate targets, engagement, controls

    SFDR (EU) 2019/2088 Art. 3-9 and (EU) 2022/1288; Taxonomy (EU) 2020/852; ESMA fund names guidelines; SRD II Art. 3g; SEC Rule 206(4)-6

  3. Proxy Voting Policy Template (SEC Rule 206(4)-6, SRD II)

    完整

    Voting authority register, principles, topic guidelines, voting process, proxy adviser oversight, conflicts, share recall, non-voting, escalation, N-PX and SRD II disclosure, records

    SEC Rule 206(4)-6 and 204-2(c)(2); Form N-PX; SRD II Art. 3g; Reg (EU) 231/2013 Art. 37
第 2 步

设计

  1. Strategic Asset Allocation and ALM Study Template

    完整

    Liabilities, capital market assumptions, correlations, candidate portfolios, surplus VaR, hedge ratio, stress tests, liquidity, transition plan

    Mean-variance and surplus optimisation (Markowitz 1952); IORP II Art. 30; UK SI 2005/3378 reg. 2
第 3 步

决策

  1. Investment Committee Memo Template

    完整

    IC decision record: decision requested, thesis, mandate fit and limits, scenario expected return, sizing and liquidity, diligence, ESG, conflicts, minuted vote

    17 CFR 275.204-2 (adviser records); MiFID II Art. 16(6) and Delegated Reg 2017/565 Art. 72-76; AIFMD Art. 14-15 (as amended by Directive (EU) 2024/927)
第 4 步

监控

  1. Performance Attribution Report Template (Brinson)

    完整

    Returns vs benchmark, Brinson-Fachler and BHB effects, Carino linking, currency and fixed income attribution, Sharpe, IR, tracking error, factors

    Brinson-Fachler (1985) and Brinson-Hood-Beebower (1986) attribution; Carino linking

  2. Performance Composite Report Template (GIPS-aligned)

    完整

    Firm and composite definition, benchmark, annual returns with 3-yr SD and dispersion, fees, TWR/MWR method, valuation, errors, verification, checklist

    GIPS standards 2020 (names only); SEC Marketing Rule 206(4)-1

  3. Fund Factsheet Template (UCITS, SEC Marketing Rule)

    完整

    Key facts, objective, cumulative, annualised and calendar returns, risk indicators, holdings and sectors, costs, SFDR class, commentary, warnings by country

    Reg (EU) 2019/1156 Art. 4; ESMA34-45-1272; Delegated Reg (EU) 2017/565 Art. 44; SEC Rules 206(4)-1, 482