Benefit from efficient, consistent, realistic and independent scenarios, powered by the frequency domain approach of our Economic Scenario Generator.
Our Economic Scenario Generator integrates short and long investment horizons consistently across all asset classes and economies. Investment and risk management applications like ALM, SAA, ORSA, ECAP can now be served with a single model.
It provides realistic stochastic risk and return scenarios for all relevant time horizons and balance-sheet-level applications in one go, bringing consistency and efficiency to enterprise-wide investment decision-making and risk management.
Its proprietary frequency domain methodology, combined with dynamic factor models, captures the complex realities of financial and economic markets for all horizons and asset classes at any point in time.
Back-testing results indicate a 10% outperformance compared to competing approaches.
Scenarios are available for the end of every month, for horizons from one month to many decades and delivered via the software or scenario file service.
Download real-world scenario brochure Download risk-neutral leaflet
Contact
Hens Steehouwer
Chief Innovation OfficerRelated Insights
-
18 November 2024Ortec Finance appoints Koen de Reus to Head of Client Servicing, Climate & ESG SolutionsKoen de Reus will lead a team of climate risk professionals to help financial institutions measure, manage, and monitor their portfolio’s climate risk exposure.
-
07 November 2024Exciting updates for our international Client Conference formatAnnouncement of some updates regarding the Ortec Finance annual International Client Conference.
-
30 October 2024How AI can help manage insurance portfoliosLearn how our Scenario-Based Machine Learning (SBML) approach enables insurers to optimize complex objectives by training AI on thousands of simulated scenarios, uncovering high-performing portfolios traditional methods might miss. Discover how AI-driven scenario analysis is transforming insurance portfolio management.
-
29 October 2024Quarterly Outlook: Q3 2024The outlook is based on the Ortec Finance Economic Scenario Generator (ESG) and offers our perspective on recent developments in the economy and capital markets.
-
23 October 2024Quarterly Pensions Investments ReviewThe Quarterly Pensions Investments Review is a comparison in expected risk and investment return.
-
01 October 2024Ortec Finance appoints Maurits van Joolingen to head Climate & ESG SolutionsMaurits van Joolingen will be responsible for Ortec Finance’s climate scenario analysis tool to support the risk management needs of financial institutions.
-
16 September 2024Solving the Illiquidity ProblemHow can pension funds cope with this liquidity crunch? Fund managers and trustees need a new toolkit, first to understand the current and future illiquidity risks they face, and second, to identify ways to manage the illiquidity problem. To address this challenge, we teamed up with our client CalPERS to work on an approach to help capture liquidity dynamics in our ALM model.
-
11 September 2024How to improve stress testing for climate changeLearn how financial institutions can understand and prepare for extreme climate risks with climate stress scenarios
-
03 September 2024Beware how financial markets are pricing in climate riskAn inconsistent approach and general lack of understanding is heightening risk