GENERALI INVESTMENTS SICAV - Gruppo Banca Esperia
GENERALI INVESTMENTS SICAV - Gruppo Banca Esperia
GENERALI INVESTMENTS SICAV - Gruppo Banca Esperia
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<strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> Relazione annuale certificata al 31.12.2011<br />
3. Metodo di calcolo dell’ esposizione globale<br />
L’esposizione globale dei comparti è calcolata conformemente alle disposizioni della Circolare 11/512 del CSSF.<br />
L’approccio fondato sugli impegni<br />
I seguenti comparti adottano il metodo degli impegni assunti per monitorare e misurare l’esposizione globale:<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - European Equities Opportunity<br />
(ex <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Equities Opportunity)<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - High Conviction Europe<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Greater China Equities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Central and Eastern European Equities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - German Equities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Global Multi Utilities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Global Equity Allocation<br />
(ex <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Capital Markets Strategies)<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Small & Mid Cap Euro Equities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - North American Equities Fund of Funds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - S.A.R.A. S.R.I.<br />
(ex <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Futur)<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Bonds 1/3 Years<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Bonds 3/5 Years<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Bonds 5/7 Years<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Bonds 10+ Years<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - US Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Central and Eastern European Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Corporate Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Short Term Euro Corporate Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - European High Yield Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Convertible Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Inflation Linked Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Asian Bond<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Covered Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Liquidity<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - GaranT 1<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - GaranT 2<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - GaranT 3<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - GaranT 4<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - GaranT 5<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Equities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro 50 Equities<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Equity France<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Equity Germany<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Equity Italy<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - 1/3 Years Euro Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - 3/5 Years Euro Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - 5/7 Years Euro Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - 7/10 Years Euro Bonds<br />
- <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Euro Bonds All Maturity<br />
Il metodo del VaR assoluto<br />
I comparti <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Tactical Bond Allocation, Absolute Return Multi Strategies, <strong>GENERALI</strong><br />
<strong>INVESTMENTS</strong> <strong>SICAV</strong> - Absolute Return Credit Strategies e <strong>GENERALI</strong> <strong>INVESTMENTS</strong> <strong>SICAV</strong> - Absolute Return Global Macro<br />
Strategies applicano il metodo del Value at Risk (VaR) assoluto per monitorare e misurare l’esposizione globale.<br />
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