Concept Note for Axis Bank.pdf

8/18/2019 Concept Note for Axis Bank.pdf

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2342567 4375 839639783:/3 '4':;


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/+,EFG.),-F+

3H,-I-JK,-F+ FL ,1* L.,.E* H*ELFEIK+)* FL L-+K+)-KM K((*,( -( K, ,1* N*EO 1*KE, FL P1K, QK+R( K+G

8-+K+)-KM /+(,-,.,-F+( FLL*E ,F ,1*-E )M-*+,(S /+ GF-+0 (FT QK+R( K+G 8-+K+)-KM /+(,-,.,-F+( *IHMFO

NKE-F.( U.K+,-,K,-N* ,FFM( ,F )F+)*-N*T IFG*MT K+KMOJ* K+G FH,-I-J* HEF(H*),-N* E*,.E+( FL

L-+K+)-KM K((*,(S V-N*+ ,1* KNK-MKW-M-,O FL I.M,-LKE-F.( L-+K+)-KM K((*,(T -+N*(,I*+, G*)-(-F+(

K)EF(( K((*,( *IHMFO-+0 LFEIKM HFE,LFM-F FH,-I-JK,-F+ LEKI*PFER K( K !" $"%&'$" LFE )F+,-+.*G

)FIH*,-,-N* KGNK+,K0* -+ ,1* IKER*, HMK)*S

'X-( QK+R 1K( -IHM*I*+,*G K 6FE,LFM-F 3H,-I-JK,-F+ (FM.,-F+ ,1K, L.ML-MM( ,1* KWFN* L*K,.E*(S 71*

6FE,LFM-F 3H,-I-JK,-F+ (FM.,-F+ -( -IHM*I*+,*G -+ ?-)EF(FL, 5X)*M .(-+0


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!

8EFI ,1* H*E(H*),-N* FL IFG*M-+0 K+ FH,-I-J*G HFE,LFM-FT -+)E*K(-+0 ,1* +.IW*E FL

K((*,( 1K( K+ KGN*E(* *LL*), F+ ,1* (H**G K+G H*ELFEIK+)* FL ,1* IFG*MS '( ,1* +.IW*E

FL K((*,( .+G*E HFE,LFM-F -+)E*K(*T -, KM(F )FEE*(HF+G-+0MO -+)E*K(* ,1* +.IW*E FL

HKEKI*,*E( ,1K, +**G ,F W* *(,-IK,*GS /+ HKE,-).MKEMOT F+* FL ,1* W-00*(, IK+-L*(,K,-F+(

FL ,1* -IHK), FL HKEKI*,*E -+LMK,-F+ -( F+ ,1* 2FNKE-K+)* ?K,E-XS


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[K,KWK(* FL


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0E*K,*(, *XH*),*G E*,.E+ LFE K 0-N*+ M*N*M FL E-(RT FE *U.-NKM*+,MOT ,1* MFP*(, E-(R LFE K 0-N*+

*XH*),*G E*,.E+S

5IHMFO-+0 ,1* ?KERFP-,J U.K+,-,K,-N* IFG*MT P* P-MM )KM).MK,* I*K+T )FEE*MK,-F+ K+G )FNKE-K+)*

(,E.),.E* FL ,1* K((*,( .+G*E )F+(-G*EK,-F+ K+G ,1*+ *IHMFO K U.KGEK,-) FH,-I-JK,-F+ ,*)1+-U.*

,F *(,-IK,* ,1* 5LL-)-*+, 8EF+,-*ES

Analysis Output: Efficient Frontier

71* K+KMO(-( ,1K, P* P-MM HEFN-G* P-MM -+)M.G* WF,1 HE*(*+,K,-F+ FL K+KMO(-( -+ LFEI FL ,KWM*( K(

P*MM K( N-(.KM E*HE*(*+,K,-F+S

8.E,1*EIFE*T P* P-MM HEFN-G* N-(.KM-JK,-F+ ,FFM ,F N-*P ,1* F.,H.,S 71* '+KMO(, P-MM 1KN* K+

FH,-F+ ,F N-*P ,1* F.,H., WF,1 -+ ,*EI( FL K 1*K,YIKH K( P*MM K( +KI*( FL .+G*EMO-+0 L-+K+)-KM

K((*,( F+ ,1* 5LL-)-*+, 8EF+,-*ES

7F IKR* ,1* N-(.KM( E-)1*ET P* P-MM )FG* K ;*MMFP (,KE ,F (-0+-LO ,1* FH,-IKM


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! A+-U.* ,F L-E(, L.+G

! A+-U.* ,F (*)F+G L.+G

! 2FIIF+ ,F WF,1 L.+G(

Analysis Output: Portfolio Performance & Risk Attribution

'+KMO(,( P-MM W* KWM* ,F I*K(.E* R*O H*ELFEIK+)* I*K(.E*I*+, FL ,1* FH,-I-J*G HFE,LFM-FS

! ?KER*, E*,.E+

! Q*,K E*,.E+

!


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Analysis Output: Backtesting & Scenario Analysis

!"#$%&'()*+

3.E (FM.,-F+ P-MM KMMFP LFE ,1* '+KMO(, ,F )F+G.), QK)R,*(,-+0 K( P*MM K( (H*)-L-)


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Concept Note for Axis Bank.pdf

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