The Singapore Life insurance industry is not only competitive and mature but is also bound by many rules and regulations that are largely driven by the different stakeholders.
For the participating business, the investment portfolio plays a central role in being able to maintain a top position in this market. Given this multi-dimensional complexity, insurance companies use an array of quantitative models to support investment decisions. Qualitative aspects are also integrated into these models. Such as reputational risk, operational aspects, ESG criteria and peer group metrics, all of which can be taken into account when specifying realistic boundary conditions in ALM optimization.
19 November 2020First client signed up for new GLASS Workflow Automation API
First client signed up for new GLASS Workflow Automation API. Automate repetitive manual tasks, have your own reporting tools fed by GLASS? Contact us
11 November 2020Simulating FX hedging strategies and their impact on capital and dividends
With-Profits Portfolio Optimization at a Time Of Heightened Uncertainty III: simulating FX hedging, by Frido Rolloos and Marco Hoogendijk. Download here.
13 October 2020Portfolio Resilience At Times Of Volatility
Ortec Finance Canada sponsor Portfolio Resilience At Times of Volatility Virtual Forum by Institutional Connect. Richard Boyce, Managing Director North America
14 September 2020Union Investment goes live with PEARL
Union Investment, one of the most successful German fund managers, has adopted Ortec Finance’s Performance Measurement, Attribution & GIPS solution PEARL for their asset management services.
04 September 2020Cbus chooses Ortec Finance PEARL software for performance measurement of investments
Australia’s Construction and Building Unions Superannuation (Cbus) has chosen Ortec Finance’s PEARL software to enhance performance measurement of its investment portfolio.
24 August 2020How to deal with multi period attribution effects resulting from single period effects
In this research paper Arno Weber addresses how to deal with multi-period attribution effects resulting from single-period effects, such that the manageability criteria are preserved.
09 July 2020Missed the Decision Based Attribution webinar?
Decision Based Attribution webinar by Elske van de Burgt. Send an email if you want to receive the presentation and view the recording of the webinar
01 July 2020ACC adopts Ortec Finance PEARL to improve oversight of investment performance
New Zealand’s ACC has chosen Ortec Finance' PEARL to enhance its ability to measure its investment portfolio performance. See PRESS RELEASE.