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
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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 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.
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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 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.
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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 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.