The GRI indicator can be used in different ways:
- Alert : when the indicator exceeds a threshold, the markets present a risk of stress, and de-risking of your allocation should be considered.
- Continuous adjustment of your risk exposure : during a portfolio rebalancing, you adjust the exposure to dynamic assets according to its value. We use this indicator in particular to adjust the sensitivity of our dynamic allocation models (DARM ).
- Risk-on / risk-off : depending on the value of the GRI, your portfolio may be exposed to the market, or conversely, divested.