This document is intended for everyone who is in some way involved with financial risk management for pension funds. In it, we describe the vision of Ortec Finance on this topic. Due to the financial crisis and the increased vigilance of the supervisor it has caused, financial risk management for pension funds is currently taking center stage.
Calls for “being in control” or “managing your future” are omnipresent. When it comes to financial decision-making, Ortec Finance advocates an integral and consistent approach and this belief pertains to risk management as well.
In this document we demonstrate how by using a cascade model across and between the various layers of the investment process, risk management can be consistently organized. We will start at the strategic level and expressly and explicitly include all relevant details of daily asset management. And, vice versa, the risk management at the implementation level is organized in such a way that it is possible to connect consistently with all other levels of the investment process.
The unique combination of the cascade model and our Dynamic Scenario Generator (DSG) enables one to set up financial risk management for a pension fund consistently: on every desired horizon, with each relevant frequency, and for every level of the investment process.
Related Insights
-
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
-
.png?w=576&hash=ACDB68A89AC45F798869837DDC9018AE)
17 December 2024Climate risk assessment – Top 30 Canadian pension fundsDiscover how climate change impacts the top 30 Canadian pension funds through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios.
-
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
-
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
-
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
-
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
-
11 December 2024Climate risk assessment – Top 30 UK pension fundsDiscover how climate change impacts the top 30 UK pension funds through an analysis of their climate risk exposure, using Ortec Finance Climate Scenarios.
-
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
-
09 December 2024Climate risk assessment – European pension fundsLearn how climate change impacts European pension funds, via an analysis on a reference portfolio that represents their average asset allocation.