Asset Liability Management

Ortec Finance offers consultancy services for strategic policy advice and software for modeling a pension plan’s assets, liabilities, and policy instruments (for example, contributions) with our proprietary platform GLASS.

As a pension fund, you need to manage your balance sheet effectively in order to achieve long-term objectives while dealing with short-term risks. You need to identify major risk sources and gain insight on future pensions, contributions, and funded levels. Asset Liability Management (ALM) aims to improve your understanding of pension dynamics to support strategic decision-making and help you achieve objectives that reflect the interests and risk appetite of all stakeholders.

Global ALM expertise

Leading Asset Liability Management provider for pension funds around the world
Extensive options for dynamic investment strategy analysis, including derivatives (overlays), private asset classes, life cycle or target date funds, and more
Expertise in modeling complex pension schemes and valuation rules
Multinational approach enables aggregation of plans with differences in currency, accounting standards (IFRS, IAS, US GAAP and FRS), and regulatory requirements (nFTK, MFR, TLS, etc.)

Thorough risk assessment

Monthly and annual simulations support the complete Strategic Risk Management framework for consistent long-term and short-term strategy formulation and evaluation
One-of-a-kind economic scenario generator (DSG) and Ortec Finance Scenario set with global coverage of more than 600 economic variables and benchmarks

Client-centric

We take client feedback very seriously and actively use it to improve our products, our services, and the support we offer to our clients.

GLASS platform supports investment decisions

Strategic policy framework
Quantify your long and short-term risk-budget and optimize your investment strategy.

Strategic risk management
Manage your strategic risks by monitoring your forward-looking long and short-term risk budgets.

Consistent and granular modeling
Consistent assets and liability modeling with integration of your local regulatory framework. Granular and highly configurable asset class modeling.

Economic Scenario Generator
High-quality Economic Scenario Generator which includes more than 600 variables of both public and private asset classes across all major regions.

Added value of variable retirement benefit

Recently the variable pension law was passed, which allows participants in a premium contract or capital agreement to choose a variable, venture capital pension.

Together with Ortec Finance, DSM tried to objectively compare the two variants, i.e. the Pension Fund variant and the variable retirement benefit, for the net pension arrangement with the specific composition and financial position of DSM, and to see where the added value lies.

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