Ubs Case Essay

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UBS Case What is the central issue that UBS is concerned with? UBS felt that current investment strategies were inefficient across country boundaries with a biased country attitude, thus creating alpha opportunities. A new global approach seemed viable to UBS after looking at the changes that the global market was undergoing in the 1990s. For one, corporations were taking a stronger global based approach, moving to industry based segmentation as opposed to country based segmentation. This led to larger corporations where country headquarters was a poor predictor of returns. In addition, free trade organizations has led to the convergence of country centric markets into a more global arena. As a result of these wide sweeping changes in the market, investment opportunities would arise by comparing stocks relative to global industries rather than within countries. Currency risk in regards to the global portfolio was discussed at length. UBS regarded currency risk as a separate investment decision. Investment analysis was done on an excess return basis and as such, currency-hedging was a decision made after the investment analysis, based on the client's needs. What was the investment objective of UBS's global equity portfolio in terms of outperformance vs. the MSCI World Equity Index? How many stocks did this entail? The investment objective to UBS's global equity portfolio was to outperform the MSCI World Equity index by 225 basis points annually over the market cycle. This targeted return over the benchmark reflects a targeted tracking error of 3 to 5 percent in addition to a portfolio between 125 and 175 equity holdings. Describe the matrix approach used by UBS in allocating to countries and industries. UBS decided to use a matrixed based asset management approach that would span across countries and industries. They determined that a cross

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