06 April 2020Financial models and the corona crisis
Coronavirus poses challenges for not only investors but also for financial models, and how to apply them.This paper aims to support investors as best as possible in their decision making.
20 March 2020Financial models and the corona crisis
The world is fighting a pandemic, the outbreak of COVID-19. The impact on our health, social lives, the global economy and financial markets is immense and at times almost surreal. Governments and central banks are taking drastic measures reminiscent of the Global Financial Crisis.Asset Management / Banks Retail and Private / Independent Financial Advisors / Insurance Companies / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Climate ESG Solutions / Economic Scenario Generator / Goal Based Planning / Retirement Planning / Strategic Risk Management / Wealth Planning and Monitoring
17 September 2019A true out-of-sample back-test of the Ortec Finance scenarios
Our economic and asset return scenarios provide information about what the future might look like. But every now and then one needs to look back at how historical scenario sets compare to how reality has unfolded in terms of actual economic and financial market developments. Based on three years of data we evaluated the true out-of-sample quality of the density forecasts as provided by the Ortec Finance scenarios.
26 September 2017Interactive business cycle chart
Business cycles are one of the defining characteristics of realistic market behaviour (“stylized facts”) in asset prices, yield curves and volatilities, as well as in the broader macro-economic environment. It is therefore important to take business cycles into account when making investment decisions.Asset Management / Banks Retail and Private / Housing Associations / Independent Financial Advisors / Insurance Companies / Municipalities / Pension Funds / Sovereign Wealth Funds / Wealth Management / Asset Allocation / Asset Liability Management / Economic Scenario Generator / Goal Based Planning / Performance Measurement and Attribution / Real Estate Management / Retirement Planning / Strategic Risk Management / Wealth Planning and Monitoring
24 May 2016Ortec Finance Scenario Approach
In this paper we describe the latest version of our one-of-a-kind approach to constructing economic scenarios. The paper offers a historical perspective on decades of scenario innovations at Ortec Finance and it discusses both the methodological foundations of our latest approach as well as the practical way in which the scenarios are constructed.Banks Retail and Private / Independent Financial Advisors / Pension Funds / Insurance Companies / Sovereign Wealth Funds / Wealth Management / Goal Based Planning / Wealth Planning and Monitoring / Asset Allocation / Asset Liability Management / Economic Scenario Generator / Strategic Risk Management