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Portfolio Rebalancing

Definition

Portfolio rebalancing is the process of adjusting the asset allocation within an investment portfolio to maintain a desired risk level. This involves selling assets that have grown beyond their target allocation and purchasing assets that have fallen below their target. The objective is to revert the portfolio to its original strategic weightings.
DBS, Franklin Templeton, Ripple Partner for Tokenized Funds and Lending A sophisticated hardware component, possibly an ASIC miner or high-performance network node, integrates with translucent blue, jagged cryogenic cooling elements. A central metallic module, potentially housing a specialized processing unit or secure enclave, is visible amidst the icy matrix. This setup suggests advanced thermal management crucial for optimal operational efficiency and hash rate stability in intensive Proof-of-Work or Proof-of-Stake validation environments. It emphasizes robust infrastructure for decentralized ledger technology, ensuring reliable transaction processing and cryptographic security.
∞Digital Assets
∞Institutional Finance
∞Capital Efficiency

DBS, Franklin Templeton, Ripple Partner for Tokenized Funds and Lending

This collaboration integrates tokenized money market funds and stablecoins on the XRP Ledger, enabling institutional investors to access 24/7 trading, efficient portfolio rebalancing, and collateralized lending, thereby optimizing capital efficiency and liquidity within a regulated framework.