PROTINUS has been providing advisory services, software solutions and ongoing support as well as scenario data for risk management in connection with strategic asset allocation/asset liability management (ALM) as an independent company since 2003.
PROTINUS uses its own sophisticated planning software for realistic, multi-period simulation and integrated optimisation. This system, which was developed with partners from the Princeton University as well as other experts, has been successfully used by the PROTINUS team for almost 20 years and for over a decade by our sophisticated licensees.
PROTINUS serves institutional investors such as pension institutions (provident societies, pension funds, CTAs), foundations, wealth managers and family offices as well as high-net-worth individuals with investment volumes of varying sizes. The volume of assets currently advised or optimised via PROTINUS software amounts to over 75 billion euros.
PROTINUS advises its clients on the best liability-driven investment strategy as part of ongoing advisory mandates and in individual studies, optimising asset allocation and developing dynamic reallocation strategies to maximize objectives’ achievement. Specific instruments for hedging against interest rate and inflation risks are considered, as are alternative and illiquid investments in almost every specific form.
PROTINUS offers ongoing strategic risk controlling based on individually tailored models to accurately capture all risks in their full complexity, as in the studies, and provides status updates through regular risk reports.
For clients who wish to develop asset allocations for themselves or third parties, PROTINUS offers the PROTINUS Strategy Cockpit™ and the PROTINUS Strategy Factory™, unique software tools for the scenario-based simulation of investment strategies to comprehensively measure risk and determine optimal strategies for achieving their objectives.
PROTINUS has created special solutions for mass application, which are based on the same set of methods used in our advisory services and desktop apps. Such applications include the individual optimisation of large numbers of retail investor portfolios (for example: unit-linked policies) or the integration with so-called “robo advisors”, which are used both in the B2C and B2B sectors.
PROTINUS also supplies custom-generated scenario data for returns, prices and fundamentals that accurately represent higher statistical moments in a non-normal distribution.