Discover the similarities and differences between our ALM software GLASS, the one-stop shop solution for Asset Liability Management and Strategic Risk Management, and GLASS FLOW, our liability-driven investment decision-making and Strategic Risk Management solution.
GLASS
- One-stop shop solution for Asset Liability Management and Strategic Risk Management
- Robust and highly flexible, GLASS serves the needs of pension funds and endowments to improve financial investment decision-making
GLASS FLOW
- Liability-driven investment decision-making and Strategic Risk Management solution
- Based on the GLASS platform, GLASS FLOW features a next-generation user interface and a guided workflow to enhance ease-of-use and efficiency
Teams
Asset Allocation & Investment Strategy
Risk Management
Management
✓
✓
✓
✓
✓
✓
Use cases
SAA construction
Strategic risk monitoring
Climate risk analysis
Asset Liability Management (ALM)
Actuarial analysis
GLASS
- Ability to construct or optimize strategic investment policies; asset only or liability-driven
- Assess the impact of the current financial markets and most up-to-date economic scenarios on a fund’s outlook
- Assess the impact of the current asset allocation compared to the strategic asset allocation
- Flexibility to configure by users
- Quantify the plan’s exposure to systemic climate-related financial risks and opportunities across different climate scenarios
- Flexibility to configure by user
- Evaluate the plan’s outlook from a holistic perspective and adjust or design funding policies such as investment strategies, contribution policies, conditional cost of living adjustments, and discount rates.
- Analyze the sensitivity to actuarial assumptions, pension scheme changes, and demographics
GLASS FLOW
- Ability to construct or optimize strategic investment policies; asset only or liability-driven
- Assess the impact of the current financial markets and most up-to-date economic scenarios on a fund’s outlook
- Assess the impact of the current asset allocation compared to the strategic asset allocation
- Preconfigured
- Quantify the plan’s exposure to systemic climate-related financial risks and opportunities across different climate scenarios
- Preconfigured
- Evaluate the plan’s outlook from a holistic perspective and adjust or design investment strategies.
Features
Full balance sheet modeling
Dynamic scenario generator
Investment strategies & optimization
Climate risk
What-if scenario
analysis
Risk factor exposure
Strategic risk monitoring
API access
GLASS
- Full access to assets, liabilities, funding policies and regulations
- Multi balance sheet and valuation support
- Initial implementation by Ortec Finance
- Maintained by users
- Users have access to Ortec Finance Scenarioset (OFS) with annual, quarterly, or monthly updates
- Adjust factor dynamics
- Ability to incorporate own capital market assumptions
- Ability to build custom economic/financial scenarios
- Ability to run several scenario sets simultaneously
- Access to more than 600 asset classes (public and private) and macro-economics
- Ability to design strategic investment policies
- Markowitz and Mean/VaR optimization of surplus, funded ratio return, or portfolio return
- Access to proprietary Near-Optimal robust optimization
- Access to derivatives modeling and strategies (swaps, inflation swaps)
- Model dynamic investment strategies
- Access to Climate MAPS
- Flexibility to configure climate analysis
- Flexibility to configure by users
- Both asset-only and funded-ratio perspective
- Flexibility to configure by users
- Flexibility to configure by users
- Access to broader spectrum of metrics and analyses
- Ability to connect GLASS to internal or third-party tooling (data warehouse, data visualization, and automation scripts)
GLASS FLOW
- Users have access to assets
- Multi balance sheet and valuation support
- Initial implementation by Ortec Finance
- Maintained by Ortec Finance
- Users have access to Ortec Finance Scenarioset (OFS) with annual, quarterly, or monthly updates
- Ability to incorporate own capital market assumptions
- Access more than 250 asset classes (public and private) and macro-economics
- Ability to design strategic investment policies
- Markowitz and Mean/VaR optimization of surplus, funded ratio return, or portfolio return
- Access to Climate MAPS
- Climate analysis is preconfigured
- Preconfigured
- Both asset-only and funded-ratio perspective
- Preconfigured
- Preconfigured
Make your investment decisions with confidence
By consistently managing your assets and liabilities on a single platform.
Related Insights
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18 December 2024Climate change could erode Canadian pension fund returns by 44%Ortec Finance releases inaugural Canada pension fund climate risk report, analyzing the average portfolio allocation of the Top 30 pension funds in Canada by AUM
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17 December 2024Assessing the climate risk exposure of pension funds and insurance companies worldwideAccess a series of Ortec Finance reports to examine how climate risk exposure and resilience vary among pension funds and insurance companies worldwide
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17 December 2024PRESS RELEASE: US pension plans report possibility of increasing contributions despite improved funded status8% of pension plan managers say their funded status has improved over the past year, study shows
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16 December 2024Climate risk assessment – Top 30 US pension fundsDiscover how climate change impacts the US pension fund industry through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios
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16 December 2024US pension funds most sensitive to climate changeOrtec Finance releases inaugural US pension fund climate risk report, analyzing the average portfolio allocation of the Top 30 pension funds in the US by AUM
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11 December 2024UK pension fund investment returns could reduce by 30% in a high warming stress scenarioOrtec Finance releases inaugural UK pension fund climate risk report, analyzing the average portfolio allocation from the Top 30 pension funds by AUM
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09 December 2024Ortec Finance warns on impact of climate change on European pension fundsOrtec Finance releases inaugural European pension fund climate risk report, analyzing the average portfolio allocation derived from the EIOPA.
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03 December 2024PRESS RELEASE: US pension plans set to increase spending on scenario modeling, says new survey
US pension plans see room for improvement on their current scenario and risk modeling activities.
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02 December 2024Ortec Finance warns on impact of climate change on European insurance company investmentsOrtec Finance releases inaugural insurance climate risk report, analyzing the average allocation of a European insurance company derived from the EIOPA.